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CERA

4 - 6 Mar 2015 in Cologne

CERA, Module: Quantitative Methods of ERM

Wednesday, 04 March 2015

  1. 08:45 - 09:00 Registration
  2. 09:00 Introduction & welcome and opening of day 1
  3. 09:00 - 10:30 lecture Risk Measures
  4. 10:30 - 11:00 Coffe Break
  5. 11:00 - 12:45 lecture/ Extreme Value Theory and Applications in Risk Management
  6. 12:45 - 13:45 Lunch
  7. 13:45 - 15:15 lecture EVT and Exercise Session
  8. 15:15 - 15:45 Coffe Break
  9. 15:45 - 17:30 Bayesian Statistics and Applications in Insurance

Thursday, 05 March 2015

  1. 09:00 - 10:30 Exercise Session/lecture Dependence Modelling
  2. 10:30 - 11:00 Coffe Break
  3. 11:00 - 12:45 lecture/ Dependence Modelling and Copulas
  4. 12:45 - 13:45 Lunch
  5. 13:45 - 15:15 lecture/ Integrated Risk Management
  6. 15:15 - 15:45 Coffe Break
  7. 15:45 - 17:30 Exercise session, Lecture Risk Neutral Valuation and Term Structure Modelling

Friday, 06 March 2015

  1. 09:00 - 10:30 Exercise Session/lecture term Structure Models
  2. 10:30 - 11:00 Coffe Break
  3. 11:00 - 12:45 lecture Term Structure Models/Credit Risk Modelling
  4. 12:45 - 13:45 Lunch
  5. 13:45 - 15:15 lecture/ Credit Risk Modelling
  6. 15:15 - 16:00 Exercise Session
  7. 16:00 - 16:15 Farewell-Coffee
  8. Recommended Literature
  9. Course material will be distributed via the EAA. As background reading we recommend the book “Quantitative Risk Management” by McNeil, Frey and Embrechts, Princeton University Press 2005.
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Seminar Details
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Venue & Accommodation

The seminar will take place at the

Mercure Hotel Severinshof Koeln City
Severinstraße 199,
50676 Cologne, Germany
Phone: +49 221 2013
Fax: +49 221 2013666
Hotel website

 

We arranged special prices for accommodation. The special price is 102 € per night, including breakfast. It is valid for bookings by 2 February 2015 out of our allotment “EAA”. Kindly book your accommodation as soon as possible directly with the hotel, as our allotment includes only a limited number of rooms, and note the hotel’s cancellation policy.


Visitor address:
EAA – European Actuarial Academy
Hohenstaufenring 47-51
50674 Cologne | Germany

Phone: +49 221 912554-340
Fax: +49 221 912554-9340
contact@actuarial-academy.com
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