Taking the RISK out of Risk and Capital Modelling

*New! Modelling Competition: Test yourself in 60 minutes!
9 November
9:00am – 10:30am UK / 5:00 – 6:30pm SGT
Host: Dean Roberts – Business Development Lead, Reinsurance Solutions, Aon
Presenters: Russell Sturgeon – Actuary, Reinsurance Solutions, Aon

Think you’ve got what it takes to beat your peers to building the best model? We will release three modelling problems and want you to design your own solution to one or more of the challenges. The problems have been designed to be solved within 60 minutes of work but you can spend as little or as much time on them as you want. 

Submit your answers and the best solutions will be presented in an open workshop. The audience will have the opportunity to ask questions, and then vote on the best solution for each challenge. 

PRIZE! The winners will each be given a set of noise reducing Bluetooth ear buds along with the kudos of being crowned modelling champions!

You can enter more than one competition, or you can simply attend the presentation workshop to see how fantastic the solutions are!
Challenge 1: Designing a catastrophe multi-peril reinsurance model
Challenge 2: Creating a multi-run run reserve risk model
Challenge 3: Building a model that can be automatically adjusted
ReMetrica: Reflecting on 2021 so far and the roadmap ahead
10 November 2021
9:00am – 10:00am UK / 5:00 – 6:00pm SGT
Host:
Dean Roberts  - Business Development Lead, Reinsurance Solutions, Aon

Presenters:
Paul Maitland – Head of Risk Software, Aon Centre for Innovation and Analytics (ACIA), Singapore
Wendy Mathie -- ReMetrica Product Owner, Reinsurance Solutions, Aon

Paul Maitland and Wendy Mathie will illustrate the roadmap of future releases for ReMetrica and related products to help with your business challenges across capital modelling and reinsurance pricing and optimisation.

This session will cover cloud services including both fully hosted and hybrid on-demand solutions. We will also show how the dynamic model builder makes web-based Remetrica modelling a reality and discuss web access to additional libraries of extra logic.

Join our live session followed by a 30-minute Q&A session.
Chief Actuary panel: Risk modelling opportunities in 2021 and beyond
10 November
10.15am – 11.00am UK / 6:15pm – 7:00pm SGT
What are the biggest challenges for Chief Actuaries? Aon’s ReMetrica Modelling Consultant Tessa Moulton hosts a panel of Chief Actuaries to reveal their key drivers and challenges, plus the evolving role of risk and capital modelling in today’s volatile landscape.

Key topics include:

  • Adjusting for catastrophe modelling input: Severe weather in America and Europe, flooding in Western Europe and US winter weather have demonstrated again that catastrophe models don’t always capture all eventualities, even in perils/territories that are well modelled.
  •  Are actuaries starting to make additional non-modelled adjustments to catastrophe modelling output to reflect all eventualities?
  • What are the knock-on effect of these adjustments and challenges with risk and capital modelling?
  • Modelling the uncertainty associated with COVID-19 reserving: What are the differing approaches to managing claims histories for business interruption and contingency/event cancellation policies, as well as reinsurance recoverability?
Participants will have the opportunity to ask questions during the Q&A after the panel discussion.

Host: Dean Roberts – Business Development Lead, Reinsurance Solutions, Aon
Moderator: Tessa Moulton – ReMetrica Modelling Consultant, Reinsurance Solutions, Aon

Panellists