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Actuarial Services

Actuarial reports

  • for severance, jubilee, loyalty bonus, partial retirement and pension obligations according to Austrian and international law (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 (effect on gain/loss, liquidity and equity on the balance sheet, analysis of fiscal matters)
  • Advisory in selection of parameters (interest rate, salary increase rate, fluctuation rate)

Demographic valuation

  • Fluctuation, salary and sensitivity analysis
  • Preparation of 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 according to IFRS
  • Valuation according to customer-specific requirements

Interest rate forecasts

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

Quantitative risk analysis in portfolio management

  • Calculation of risk measures
  • Simulation of stress scenarios
  • Regression analysis with quantitative and macroeconomic factors

Statistical modelling

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

Trainings, workshops

  • Social capital: valuation of personnel provisions
  • Introduction to risk management in insurance
  • Statistical modelling in finance and insurance
  • Introduction to actuarial mathematics