2027 Summer School for Actuaries NEW STATISTICAL METHODS AND INNOVATIVE RISK MEASURES
24. Mai 2027, 08:00 - 26. Mai 2027, 17:00
Our Speakers:
- Dr. Christian Laudagé (Department of Mathematics, RPTU Kaiserslautern-Landau)
- Dr. habil. Jörg Wenzel (Deputy Head of the Financial Mathematics Department, Fraunhofer ITWM, Kaiserslautern)
- Philip Biegel (PhD Candidate, Department of Mathematics, RPTU Kaiserslautern-Landau)
Schedule
Monday, 24 May 2027 | 9:00 am – 5:00 pm
- Welcome and Introduction
- Basics on Risk Measures
- Adjusted Risk Measures
- Portfolio Optimization with (Adjusted) Risk Measures
- Exercise Session on Adjusted Risk Measures
- Networking Dinner sponsored by Uniqua
Tuesday, 25 May 2027 | 9:00 am – 5:00 pm
- Presentation Fraunhofer ITWM
- Strategic Asset Allocation (Part I)
- Strategic Asset Allocation (Part II)
- PELVE (Part I)
- Exercise Session on PELVE
- Field Trip & Conference Dinner
Wednesday, 26 May 2027 | 9:00 am – 1:00 pm
- PELVE (Part II)
- Multi-Asset and Return Risk Measures
Wissenschaftliche Leitung: Univ.-Prof.in DIin Dr.in Michaela Hitz
