2027 Summer School for Actuaries – NEW STATISTICAL METHODS AND INNOVATIVE RISK MEASURES
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
