Workshop: Risk Quantification
Event details
| Date | 21.11.2013 |
| Hour | 10:00 › 17:00 |
| Speaker |
Paul Embrechts (ETHZ) Andreas Schraft (Swiss Re) Claudia Klüppelberg (TU Munich) Jonathan Tawn (Lancaster University) Hansjörg Albrecher (UNIL) Johanna Neslehova (McGill University) |
| Location | |
| Category | Conferences - Seminars |
Risk quantification is a key element of risk analysis and governance, and has its roots in statistics and stochastic modeling. Its purpose is to measure the likely sizes of risks and their physical and economic consequences, in order to underpin their management and insurance.
The focus of this workshop is on the interplay between extreme value statistics, insurance, and risk management. It will address academics and practitioners from various domains, albeit with a particular emphasis on environmental, financial and insurance applications, in order to foster the interaction of researchers across and beyond EPFL with an interest in the methods and applications of risk quantification.
Registration is closed.
Please contact [email protected] for more details and any queries.
The focus of this workshop is on the interplay between extreme value statistics, insurance, and risk management. It will address academics and practitioners from various domains, albeit with a particular emphasis on environmental, financial and insurance applications, in order to foster the interaction of researchers across and beyond EPFL with an interest in the methods and applications of risk quantification.
Registration is closed.
Please contact [email protected] for more details and any queries.
Practical information
- Informed public
- Registration required
Organizer
- Prof. Anthony Davison, Professor of Statistics, EPFL
Prof. Damir Filipovic, Swissquote Chair in Quantitative Finance, Swiss Finance Institute Professor, Head of the Swiss Finance Institute @ EPFL