Wednesday, 06 February 2019
-
10:00 - 12:00
Topics
-
- Motivation and current use of Risk Neutral interest rate and credit risk models
-
- Key challenges in model calibration
-
- Presentation of new techniques for model calibration and related case studies
-
- Summary and outlook: Why actuaries should care about ESG calibration
-
(Time zone: CET - Central European Time)