Early Bird Alert: Save on Upcoming EAA Trainings!

Stay ahead and secure your spot at a reduced rate! Every four weeks, we provide an overview of upcoming early-bird deadlines, helping you plan your professional development in advance.

Make sure to check the deadlines below – these special rates are only available for a limited time!

Accurate modelling of lapse rates in life insurance portfolios is a critical component of actuarial work, underpinning cash flow projections, embedded value calculations, and regulatory frameworks such as IFRS 17 and Solvency II. This talk explores lapse modelling techniques, focusing on their practical use in long-term liability projections.

The purpose of the session is to provide a comprehensive technical overview of methods used to model life insurance lapse and surrender rates, while demonstrating how these approaches integrate with actuarial cash flow models, which support accounting, pricing, risk, and solvency assessments.

Early-bird discount is available for bookings made by 30 April 2026.

With the Digital Operational Resilience Act (DORA), the European Union has established a harmonised regulatory framework aimed at strengthening the digital resilience of financial institutions – including insurance undertakings – against ICT disruptions, cyberattacks, and other technology-related risks. The regulation has been directly applicable since January 2025.

In the course of implementing DORA, insurance undertakings have been confronted with a wide range of new organisational and technical requirements. Key questions include:

• How should digital risks be systematically identified, assessed, and managed within the ICT risk management framework?
• What implications does DORA have for existing governance structures and internal control systems within the undertaking?
• What requirements apply to the reporting of major ICT-related incidents to supervisory authorities, the systematic execution of digital operational resilience testing, and the management and oversight of ICT third-party service providers?

In addition to outlining the regulatory basis, the session will particularly address the interaction between DORA and existing supervisory frameworks like Solvency II.

Early-bird discount is available for bookings made by 1 May 2026.

This web session is designed to empower actuaries to enhance their existing toolkits with practical skills in three of Microsoft’s most powerful data tools.

Starting from Microsoft Excel, this web session will demonstrate how Power Query, Power Pivot, and Power BI can be integrated to create a seamless and efficient actuarial data workflow. Power Query, via the M language, enables automated data extraction and transformation. Power Pivot allows for the construction of robust Data Models and the use of the DAX language for advanced calculations.

These Data Models can be copied directly from Power Query into Power BI, where interactive visualisations and reporting further enhance actuarial analysis. The session focuses on practical actuarial examples, illustrating how the combined use of M, DAX, and the Data Model across all three tools enables actuaries to manage complex data tasks more efficiently and deliver clearer, more impactful results.

Early-bird discount is available for bookings made by 4 May 2026.

The amended Solvency II Directive entered into force on 28 January 2025 and will apply from 30 January 2027 following national transposition.

This web session will provide an overview of the key amendments introduced by the revised Directive and the main attention points from the Delegated Regulation published on 29 October 2025 by the Commission. It will also cover the ongoing EIOPA consultation papers and the contribution of the AAE Solvency II Working Group.

You will gain a clear understanding of the practical implications of the new framework, its expected impact on insurers and supervisors, and the preparatory steps needed ahead of the 2027 application date.

Early-bird discount is available for bookings made by 5 May 2026.

Is causal inference a fashion of the moment? No—for the modern actuary, it represents a step toward actively influencing outcomes. Instead of asking, "What usually happens?" actuaries can now answer, "What would happen if we changed this specific factor?". By using causal diagrams (DAGs) and the "Ladder of Causation," actuaries can distinguish true risk drivers from collider bias.

Causal AI enables product designs that reflect contemporary lifestyle habits. For instance, it can support creating adaptive premiums, improving transparency and fairness in underwriting by embedding causal reasoning directly into the sales process, and leveraging IoT data with updated causal analysis to provide a flexible subscription that reacts to the user’s changing risk profile.

In this web session, we will explore the formal scientific discipline of causal inference and the transition into the actuarial field. We will explore new actuarial toolkits needed to address challenges of the changing nature of actuarial work.
 

Early-bird discount is available for bookings made by 6 May 2026.

Due to the inversion of the production cycle, the insurance business is very different from other traditional industries. Understanding, measuring and managing the performance of insurance companies is difficult due to the specific risks insurance companies must cover. It is therefore essential that you, as an employee of the insurance sector, understand how your company operates, how its activity is measured via the balance sheet and the income statement, which main regulations influence this measure, which indicators are used to assess the performance and what levers can improve this performance.

The aim of this web session is to:

• Understand how to read an insurance balance sheet (with a focus on technical provisions and own funds)
• Be able to read an income statement (P&L) across regulatory frameworks
• Compute relevant Key Performance Indicators (KPIs)
• Understand the impact of risk mitigation (reinsurance) and Assets and Liabilities Management (ALM) on the KPIs

Early-bird discount is available for bookings made by 11 May 2026.

The goal of this three-hour web session is to provide participants with a comprehensive introduction on the IFRS reporting requirements for insurance contracts after go-live of IFRS 17. Focus will be the illustration of the reporting requirements of IFRS 17 to “demystify” the new presentation requirements on the IFRS balance sheet and the statement(s) of financial performance (Profit and Loss as well as Other Comprehensive Income). The web session will also briefly compare key aspects of the reporting requirements to former IFRS 4-reporting practice, contain a brief summary of the main information which can be found within the IFRS 17 reporting and cover the different aspects for primary and reinsurance related business.

Overall, the goal is to enable participants to understand the IFRS 17 reporting and help transferring the reporting requirements into the specific situation of the participant. It is thus intended to prepare participants for analysing, testing, reviewing, and consulting with management, accounting, and auditors.

Early-bird discount is available for bookings made by 13 May 2026.

Deep learning is a type of machine learning that uses multi-layered neural networks. The libraries programmed with Python are fascinating areas of research because they help to verify time series forecasts and to understand how long it might take for the pension fund to reach the target value of the investment fluctuation reserve based on the current situation.

RNN-based models, particularly LSTMs, are increasingly being used to capture complex spatio–temporal dependencies, while hybrid architectures combine convolutional and recurrent components (i.e., CNN-LSTM). Researchers have developed hybrid models that further improve prediction accuracy, which is very important for financial forecasting.

The annual financial statement of a pension fund shows all important parameters of the liabilities as well as all types of reserves. Deep Learning in Finance helps to forecast for portfolio returns, inflation as well as yield curves and to understand how the investment fluctuation reserve might develop. Based on this analysis, the annual financial statement presentation could be prepared for the members of the Board of Trustees, helping them to make final decisions on the expected benefit payments and to understand how this kind of analysis could be done.

Early-bird discount is available for bookings made by 18 May 2026.