![]() |
|
|
||||||
|
||||||
|
|
|
|
In life and protection insurance, accurately assessing mortality is a cornerstone of pricing, reserving, and risk management. Standard mortality tables provide a useful benchmark but often fail to reflect the specific characteristics of an insurer’s portfolio. As a result, insurers increasingly rely on experience-based mortality tables to better capture their own risk profile.
However, building such tables involves significant challenges, including data quality, statistical credibility, segmentation choices, smoothing techniques, and methodological assumptions. This web session provides a practical and structured approach to constructing experience-based mortality tables, combining actuarial theory with real-world insights applicable across different markets.
The session alternates between methodological concepts and practical examples to ensure a comprehensive and operational understanding.
By the end of the session, participants will be able to:
The session is interactive and encourages discussion with participants.
Early-bird discount is available for bookings made by 30 October 2026. |
|
![]() |
|
|
|
Coming soon...
|
|
Solvency and IRRD: Changes in Supervision as of 2027 | 21 October 2026
IFRS 17 Risk Adjustment: Practical Approaches & Lessons Learned | 19 November 2026
CERA 0: A Refresher Course in Financial Mathematics & Risk Measurement | 3/4 December 2026
Explore our website for more information and discover all our upcoming events. For more insights, updates, and a bit of actuarial fun, feel free to follow us on LinkedIn! |


