Early Bird Alert: Save on Upcoming EAA Trainings!

Benefit from Exclusive Early Bird Rates

Time-Limited Discounts Available

Stay ahead and secure your spot at a reduced rate! Every four weeks, we provide an overview of upcoming early-bird deadlines, helping you plan your professional development in advance.

Make sure to check the deadlines below – these special rates are only available for a limited time!

We analyse different age groups, their causes of death and how they coincide with mortality developments. In addition to that, we will discuss the drivers behind changes in mortality, such as advances in medicine and public health, changes in lifestyle and socioeconomic factors. 

Understanding the various drivers of mortality is essential for predicting future trends and consequently for the assessment of the biometric risk in life- and pension insurance. 

Our online training will also explore the implications of changing life expectancies for our work as actuaries. We will discuss how we can use data and analysis to better understand these changes and make informed decisions about the future. In this context, we also outline the strengths and limitations of the Lee-Carter model as a widely used model for predicting future mortality rates. 

Last but not least, we discuss general uncertainties around future mortality, where we focus especially on the demographic and geographical factors analysed in the first part of the lecture.

The early-bird discount is valid for bookings made by 17 December 2025.

The purpose of this session is to explain the objective of the VA, the current formula plus the deficiencies identified by EIOPA. We then present the new formula consisting of a permanent VA and macro-VA. We finally tackle the contributors of over/undershooting effects of the VA and bring additional Actuarial thoughts.
 

Early-bird discount is available for bookings made by 22 December 2025.

This session begins with a strategic overview of how AI is transforming the insurance industry, setting the stage for a deeper exploration of its practical applications. It highlights the evolving role of actuaries—not only as technical experts in modeling and risk but also as strategic leaders who can guide AI adoption across the organization. 

The session then transitions into a focused deep dive into selected use cases across the insurance value chain – from AI-supported claims management and underwriting to customer interaction via conversational AI and image analytics. A special emphasis is placed on Generative AI (GenAI), showcasing advanced techniques such as Retrieval-Augmented Generation (RAG) and structured outputs. These are illustrated through concrete examples, including:

• Automated reporting (e.g., SFCR, ORSA): reducing manual effort, increasing consistency, and improving quality.
• Internal knowledge assistants: enabling intelligent access to (actuarial) models, guidelines, and documentation.
• Document comparison: supporting structured analysis of financial reports, tariffs, ...

The session concludes with best practices for implementation, governance, and crossfunctional collaboration. It emphasizes how actuaries can take a leading role in these initiatives – ensuring that AI solutions are not only technically sound, but also strategically aligned and compliant with regulatory standards.

Early-bird discount is available for bookings made by 23 December 2025.

This web session is one part in a course that consists of four modules. They can be booked as a whole series to fulfil the requirements for receiving the CERA designation, or individually as CPD training. Written exams on the course are offered subsequently.

This module deals with the challenges of implementing ERM Processes. It includes requirements on ERM Processes and the discussion of best practices. It will be presented how to define an organisation’s risk strategy, risk appetite, risk tolerances and limits. We discuss how business strategy influences risk strategy and show their necessary interaction. We demonstrate the close relationship between ERM and Value and Risk Based Management and show how financial and other risks influence the selection of strategy. We show how ERM can be appropriately imbedded in an entity’s strategic planning and discuss the Own Risk and Solvency Assessment. We present the application of an internal risk control process. In the context of ERM reports to different stakeholders are required (management, supervisory body, regulators, public disclosure). We give an overview of the different reports and the main contents. Further we show examples of communication processes in the context of ERM. During the web session we present case studies to discuss the main subjects.

Early-bird discount is available for bookings made by 25 December 2025.

The purpose of this web session is to lower the first barriers for actuaries to effectively work with Large Language Models (LLMs) in practice. Many colleagues are curious but hesitant to start, as programming and AI may feel distant from traditional actuarial work. This session is designed to bridge that gap. 

Participants will gain confidence by seeing how effective prompt engineering works in real actuarial tasks and how an LLM can guide them through the process. They will also experience how to design and structure a Python workflow supported by LLMs – not in the abstract, but through a carefully prepared, practical example from life insurance. 

The session aims to inspire participants to explore similar applications in their own work, showing that LLMs can become both an assistant and a tutor, helping actuaries to innovate and to integrate automation into daily actuarial practice.

Early-bird discount is available for bookings made by 29 December 2025.

The 4-day web session assists actuaries in broadening their knowledge about modern quantitative financial and actuarial modelling; these topics form an essential part of the CERA syllabus. At the beginning of the online training we give a brief overview of the EAA-route to the CERA designation. The core part of the web session begins with an introduction to the modern theory of risk measures. Next, a number of statistical techniques are discussed, that are highly relevant for the analysis of actuarial and financial data and for the model-building process in risk management. Among others, we will consider extreme value theory, dependence modelling, copulas, and various aspects of integrated risk management. The training continues with an introduction to the modelling and the management of interest rate and credit risk. 

In particular, participants will learn how to price simple interest options or Credit Default Swaps, how to account for counterparty risk and how to deal with credit portfolio risk. The web session consists of lectures and exercise sessions. In fact, exercise sessions, where various exercises and supplementary examples are discussed, form an integral part of the seminar: they help the participants to understand the qualitative and quantitative techniques introduced in the lectures, and they are a key element in the preparation for the CERA exam.

Early-bird discount is available for bookings made by 6 January 2026.