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Modelling Dependencies - April

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  • 11 hours 30 minutes
  • 1,600 Swiss francs
  • SCOR Services Switzerland AG, 8022 Zurich

Service Description

When quantifying or aggregating risks, it is crucial to account for dependencies and model them correctly. The workshop will present the main methods used in the insurance and finance industries, such as causal dependencies, factor-models, statistical dependencies like copulas, compound Poisson processes and Lévy copulas as well as model selection and their calibration.

Contact Details


Raingässli 1, Zug, Switzerland

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