EN

Veranstaltung

Seminar in Modelling, Measuring and Managing of Extreme Risks [SS162530356]

Typ
Seminar (S)
Semester
SS 2016
SWS
2
Sprache
Deutsch
Termine
3
Links
ILIAS

Dozent/en

Einrichtung

  • KIT-Fakultät für Wirtschaftswissenschaften

Bestandteil von

Literatur

  • Woo G (2011) Calculating Catastrophe. Imperial College Press, London, U.K.
  • Grossi P and Kunreuther H (eds.) (2005) Catastrophe Modeling: A New Approach to Managing Risk. New York, Springer.
  • Embrechts P, Klüppelberg C, Mikosch, T (2003) Modelling Extremal Events for Insurance and Finance. Springer,New York(corr. 4th printing, 1st ed. 1997).
  • Wolke, T. (2008). Risikomanagement. Oldenbourg, Muenchen.
  • Klugman, A.S, Panjer, H.H, and Willmot, G.E. (2008) Loss Models: From Data to Decisions. 3rd edition. Wiley, New York.
  • Slavadori G, Michele CD, Kottegoda NT and Rosso R (2007) Extremes in Nature: An Approach Using Copulas. Springer, New York.
  • Amendola et al. (2013) (eds.): Integrated Catastrophe Risk Modeling. Supporting Policy Processes. Advances in Natural and Technological Hazards Research, New York, Springer.
  • Hochrainer, S. (2006). Macroeconomic Risk Management against Natural Disasters. German University Press (DUV), Wiesbaden, Germany.

Veranstaltungstermine

  • 10.05.2016 10:30 - 18:00
  • 11.05.2016 08:00 - 18:00
  • 12.05.2016 08:00 - 18:00