The aim of the summer academy “Advanced Stochastic Methods to Model Risk” is on the one hand to give a detailed introduction into areas of probability and statistics with particular relevance for the description, modelling and quantification of risks and on the other hand to look at specific modelling approaches used in applications – especially insurance and finance.
The summer academy will consist of several lecture series. The speakers of the summer academy are:
- Stefan Ankirchner (Bonn University)
- Søren Asmussen (Aarhus University)
- Vicky Fasen (ETH Zürich)
- Jean Jacod (University Pierre et Marie Curie)
- Georg Pflug (University of Vienna)
- Mark Podolskij (Heidelberg University)
- Jochen Ruß (Ulm University)
- Alexander Schied, (University of Mannheim)
- Volker Schmidt (Ulm University)
- Robert Stelzer (Ulm University)
- Hans-Joachim Zwiesler (Ulm University)
Additionally, the programme will feature presentations by the attending young researchers and several excursions. The summer academy is open for suitably qualified PhD students, postdocs and advanced master students with an interest in the covered areas.