Economic Scenario Generators

Prime Re Academy is pleased to invite you to attend its workshop in Zurich, Switzerland in February 2018. Focus will be set on the following topic:

Economic Scenario Generators

All insurance and financial risks depend on the future state of the economy. Some just have their cash flows discounted with prospective interest rates, but the performance of many products and structures is intimately interwoven with the behavior of other market variables, which themselves display strong and complex interdependencies.

This workshop addresses both theoretically and with hands-on exercises, the main market risk models relevant to the insurance and finance industries:
•    Interest rates and yield curves
•    Inflation
•    Foreign exchange rates
•    Equity indices
•    Bootstrapping the economy
•    Validation of economic scenarios

It describes both, the underlying theory and concepts as well as their practical implementations with Excel® templates. In particular, it will enable participants to model on their laptops some important economic variables, whose stochastic scenarios they can later implement in their daily practice. Therefore, participants should bring along their own laptops.

View pictures and feedbacks of the previous workshops.

Dates and Schedule
Wednesday, 14 February 2018

13.30 - 14.00  registration
14.00 - 18.30  workshop
18.30 -           dinner
Thursday, 15 February 2018

09.00 - 12.30  workshop
12.30 - 14.00  lunch
14.00 - 18.30  workshop
18.30 -           dinner
Friday, 16 February 2018 09.00 - 12.30  workshop
12.30 -           lunch

CPD Credits

Attendance to each workshop will automaticall credit members of the Swiss Actuarial Association with 14 CPD credit points. Members of other actuarial associations will receive a certificate they can submit to their CPD committee.


Dr. Frank CuypersDr Frank Cuypers
has led numerous actuarial engineering and modelling courses and workshops in Europe and Latin America. He comes with a vast lecturing experience and a prominent scientific track record in modelling complex systems. As a Swiss Re Executive and Chief Actuary at the former Zurich Re in Cologne, he acquired a broad experience in most actuarial disciplines and lines of business, which he has deployed at KPMG and PwC to advise leading providers of financial services and Government Agencies. He is a fully qualified member of the German and Swiss Actuarial Associations (DAV and SAV), which he has served on numerous committees.

Dr Michel Dacorogna
was until recently scientific advisor to the chairman of SCOR, where he conducted research in the field of insurance mathematics, capital management and risks. As SCOR’s Deputy CRO, he has also developed the group internal model. He teaches in the Master of Finance programs of the University of Zurich, the University Ca’Foscari, Venice and the University of Turin. He has also published more than 80 articles in scientific journals and is an associate editor of Quantitative Finance.


CHF 1'600 early-bird if paid before or on 17 January 2018
CHF 1'900 if paid after 17 January 2018
CHF    600 for unemployed participants

A discount of CHF 500 for the third participant of the same company will be granted.

These fees are binding and must be transferred latest 2 February 2018 on the Credit Suisse account
IBAN: CH53 0483 5173 5160 0100 0

Beneficiary: Prime Re Academy, Prime Re Solutions AG, Lindenstrasse 2, 6340 Baar, Switzerland

The fees will be refunded in total in case of cancellation before 2 February 2018 or if the workshop must be cancelled.

The fees include:

-  the workshop
-  the documentation
-  the prototypes in Excel®
-  the dinners and lunches
-  all Swiss taxes


SCOR Services Switzerland AG, General Guisan-Quai 26, 8022 Zurich
Telefon +41 (0)44 639 93 93 (reception)

Dress casual and comfortable.
We suggest that participants from abroad reserve their hotel room in Zurich well in advance. Alternatively, they can ask us for assistance with booking a room at a convenient location.


Gaby Rutledge
+41 41 725 32 10
Prime Re Academy


Registration will be closed  2 February 2018.


By activating the registration button you will receive a confirmation E-Mail.
Please ensure the transfer of your fees before 2 February 2018.