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Dr. Ingo Kraus: "Measurement and Management of Market Risk in Insurance Companies"

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Dr. Ingo Kraus, Head of Quantitative Asset Liability Management ERGO Insurance Group, will give a public talk on Monday 17th. All interested participiants are welcome!

Was
  • Vorträge
Wann 17.07.2017
von 10:00 bis 12:00
Wo HS 1132
Termin übernehmen vCal
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Insurance companies have a significant market risk exposure. The talk will address general challenges and techniques in market risk measurement and explain their applications within the Solvency II framework. Moreover, it will be shown how modern Asset Liability Management is implemented in order to handle those risks.

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