On 7 May 2019 Keylane had the pleasure of welcomed 80 industry experts within Life & Pension for an inspirational seminar on the mathematical foundation of Keylane’s ALM model – an essential tool in achieving strong risk management and in meeting Solvency II requirements.
Deep dive in ALM mathematics and ESG
Speakers included PhD Actuary Kim Aguirre Nolsøe and PhD Actuary Dieter Degrijse from Keylane who gave a deep dive in the mathematical foundation of Keylane’s ALM solution. The presented theory was the result of many years’ hard work – both academically and technically.
The second part of the seminar focused on consistency in interest rate curves for ESG (Economic Scenario Generator) and ALM purposes presented by Andreas Winther Jessen, CEO of Copenhagen Simulations and Kasper Risager, CEO of Loaded Dice Analytics.
80 industry experts within Life & Pension were gathered to get a deeper understanding of this academically specialised area which also lead to exciting dialogues.
We thank all participants for joining the event and expressing their support and acknowledgment of the new and interesting features of our ALM solution.
Keylane ALM Projection Model
– a complete risk management tool
The Keylane ALM Projection Model is a cloud-based SaaS solution for deterministic and stochastic simulation and projection of your life and pensions company’s assets and liabilities. The solution is developed both as a decision-making tool to support your strategic choices and as a production-ready tool for calculating stochastic provisions for solvency purposes under Solvency II compatible methods.