Validation Techniques and Validation of Aggregated Risk Models

Marie Kratz Professor at ESSEC Business School
Michel Dacorogna Partner at PRS Prime Re Solutions
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Presenters

Marie Kratz: Professor at ESSEC Business School
Michel Dacorogna: Partner at PRS Prime Re Solutions

Chapter Event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practises on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Model Risk.

  • Validation Techniques and Validation of Aggregated Risk Models
     19. March 2018
     18:00 - 19:30
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