Modelling Dependencies - April 2018
Mon 09 Apr
|Zurich, Switzerland
When quantifying or aggregating risks, it is crucial to account for dependencies and model them correctly. This is particularly relevant in the context of modern risk based solvency and capital schemes, such as the Swiss Solvency Test, Solvency II or the ORSA Perspective.
Time & Location
09 Apr 2018, 13:30 – 11 Apr 2018, 14:30
Zurich, Switzerland
About The Event
Prime Re Academy is pleased to invite you to attend its workshop in Zurich, Switzerland in April 2018. Focus will be set on the following topic:
Modelling Dependencies
When quantifying or aggregating risks, it is crucial to account for dependencies and model them correctly. This is particularly relevant in the context of modern risk based solvency and capital schemes, such as the Swiss Solvency Test, Solvency II or the ORSA Perspective. Furthermore, modelling dependencies is also of utmost importance in reserving, pricing or risk transfer exercises involving more than one risk.
The workshop will present the main methods used in the insurance and finance industries:
causal dependencies
factor-models
Tickets
Early-bird paid until 16 March
Fees CHF 1'600 early-bird if paid before or on 16 March 2018 CHF 1'900 if paid after 16 March 2018 CHF 600 for unemployed participants A discount of CHF 500 for the third participant of the same company will be granted.
CHF 1,600.00
Sale endedFull paid after 16 March
Fees CHF 1'600 early-bird if paid before or on 16 March 2018 CHF 1'900 if paid after 16 March 2018 CHF 600 for unemployed participants A discount of CHF 500 for the third participant of the same company will be granted.
CHF 1,900.00
Sale endedFor unemployed participants
Fees CHF 1'600 early-bird if paid before or on 16 March 2018 CHF 1'900 if paid after 16 March 2018 CHF 600 for unemployed participants A discount of CHF 500 for the third participant of the same company will be granted.
CHF 600.00
Sale endedThird participant of company
Prime Re Solutions offers a discount of CHF 500 for the third participant of the same company.
CHF 1,100.00
Sale ended