The lecture will be held in German or English (as needed). So it is also suited for Master of Finance students.
Robust and Subjective Approaches in Risk Management
(Special Topics in Actuarial Mathematics)
Prof. Dr. h. c. Gerhard Stahl
(Chief Risk Officer of Talanx Group)
This lecture takes place as a block lecture at the following dates:
- Mittwoch, 30.10.
- Donnerstag, 31.10.
- Samstag, 02.11.
- Robustness aspects of Monte-Carlo-Simulation regarding internal models
- Comparison of standard formula and internal models
- Bayesian approaches for internal modeling of operational risks
The date and form of the exam will be coordinated with the students.
Please sign up for the course in Moodle. Course material will be provided there.