Seminar über Finanz- und Versicherungsmathematik: Operational Risk: Modeling Analytics
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Wahlfächer
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Versicherungs- und Finanzmathematik
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Dozenten
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Prof. Dr. Paul Embrechts, Dr. Mario Wüthrich
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Ort
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HG D 7.2
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Zeit
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Mo. 13:15-15:00
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Beginnt am
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19. March 2007
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Vorbesprechung
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19. March 2007
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Kontakt
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Mario Wüthrich, HG G32.5 / HG F 42.2
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Voraussetzungen
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elementary knowledge of probability and statistics
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Beschreibung
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In this student seminar the main probabilistic and statistical tools in use for the quantitative modeling of operational risk are reviewed. Operational Risk is defined as in the Basel II guidelines. The tools presented are mainly borrowed from acrtuarial science.
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Literatur
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H.H. Panjer (2006). Operational Risk. Modeling Analytics. Wiley.
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Weitere Informationen
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In the first instance, this Seminar serves D-MATH Diplom-students who still need a seminar for the "Wahlfach Versicherungs- und Finanzmathematik". These students will be given priority.
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