The Hungarian Actuarial Society will organize its 4th Fall School in November on certain capital management issues. The reason why I am writing to you at this stage is that in spite of lack of some essential pieces of information (like location, accommodation, fees) the most important facts have been finalized: the timing and the scientific program. You may want to communicate this message to your members so that interested actuaries or other professionals may make a note in their calendar. Further details will be sent as they become final.
4th Fall School of the Hungarian Actuarial Society
Time: November 9-10, 2007
Friday the 9th of November
15:00-16:30 Session1, Paul Embrechts (1): The Quantitative Modelling of Operational Risk: The Basics from Basel II (An introduction to the Regulatory Framework from Basel II and Solvency II concerning Operational Risk)
17:00-18:30 Session2, Thorsten Pfeiffer: Swiss Solvency Test: Principles, Experiences, Challenges
Saturday the 10th of November
9:00-10:30 Session3, Paul Embrechts (2): The Quantitative Modelling of Operational Risk: Handling Extremes (An introduction to Extreme Value Theory)
11:00-12:30 Session4, Paul Embrechts (3): The Quantitative Modelling of Operational Risk: Some Loss Distribution Approach Models Used in Industry
Paul Embrechts is a professor at ETH Zurich, a specialist in EVT; he held the introductory scientific plenary lecture at the last Congress in Paris
Thorsten Pfeiffer is scientific advisor for FOPI (the Swiss Supervisory Authority), formerly working for Allianz Life, GE Frankona Re, and Standard Life’s German Branch
The language of the Fall School will be English.
Publikováno: 29. 6. 2007