Final RARE conference
3 July 2016 - 8 July 2016
La Baule, France
The RARE (Risk Analysis, Ruin theory and Extremes) project, due to end in November 2016, will present its final project results during this week-long conference.
The project has spent the past three years developing the theoretical side of the analysis of ruin probabilities in the case of disasters or extreme shocks for insurance-like risk pools. It has done this through the introduction and analysis of new risk measures, and by (asymptotic) quantification of aggregated risk, central topics of interest for the prediction of financial disasters and more generally for risk management.
For more information please see:
project event webpage
The project has spent the past three years developing the theoretical side of the analysis of ruin probabilities in the case of disasters or extreme shocks for insurance-like risk pools. It has done this through the introduction and analysis of new risk measures, and by (asymptotic) quantification of aggregated risk, central topics of interest for the prediction of financial disasters and more generally for risk management.
For more information please see:
project event webpage