ASTIN online seminar on Modelling Tail Events

At the end of July Dr. Frank Cuypers gave an interactive 2 hours online seminar on how to model rare events. He cast these in the context of risk and solvency models and demonstrated with Excel examples how to calibrate extreme event inexperienced models, how to validate them in vendor exposure models, and how to infer tail dependencies.

About 80 participants, mostly from the Asia Pacific region, enthusiastically followed the live online seminar, which was organized by the New Zealand Society of Actuaries (NZSA).


Click on the video or here to view the recording of the online seminar.


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