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Special Semester on Stochastics with Emphasis on Finance
Linz, September 2008 - December 2008
Tutorial: Hansjoerg Albrecher

Title: Risk modelling in insurance.

Abstract: Some quantitative techniques to model insurance risk will be discussed, with a particular emphasis on collective risk models. It will be shown how various mathematical disciplines can contribute to a better understanding and handling of measures of aggregate risk, including issues like dependence among risks and economic factors such as interest, inflation and dividend payments.

Presentation slides: Tutorial

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