Services

Actuarial reports

 

  • on termination indemnities,long-service awards and partial retirement liabilities according to Austrian and International Law (IFRS/IAS 19; FAS 87; US-GAAP)  (IFRS/IAS 19, FAS 87, UK-GAAP, UGB, EStG)
  • Purchase price annuities, valuation of severance payments and vesting contributions according to the Betriebspensionsgesetz
  • Risk analysis and calculation of the consequences of pension liabilities (analysis considering the effect on gain/loss, liquidity and equity to appear on the balance sheet, analysis on fiscal matters)
  • Advisory in selection of parameters (interest rate, salary increase rate, fluctuation rate)

Demographic valuation

 

  • Fluctuation, salary and sensitivity analysis
  • Preparation of the personnel statistics

Actuarial projects

 

  • Actuarial modelling in the field of life- and non-life insurance 
  • Development of actuarial tools
  • Advisory services in the sectors of auditing, pension funds, insurance companies and banks

Valuation of financial instruments

 

  • Valuation of primary and derivative financial instruments
  • Valuation according to customer-specific requirements

Interest rates forecast

 

  • according to maturity of liabilities on the basis of „high quality corporate bonds“
  • according to AFRAC (7- and 15- years weighted average interest rate) 

Quantitative risk analysis in portfolio management

 

  • Calculation of risk measures
  • Simulation of stress szenarios
  • Regression analysis with quantitative and macroecenomical factors

Statistical modelling

  • Regressions
  • Stochastic risk modelling
  • Supervised learning
  • Unsupervised learning

Schulungen, Workshops

  • Sozialkapital: Bewertung von Personalrückstellungen
  • Einführung in das Risikomanagement im Versicherungswesen
  • Statistische Modellierung im Finanz- und Versicherungsbereich
  • Einführung in die Versicherungsmathematik