Extreme value theory (with applications in finance and insurance)
Prof. Dr. Katharina Oberpriller
Schedule and Venue
| Event | Date/Time | Room |
|---|---|---|
| Seminar Prof. Dr. Katharina Oberpriller | Wednesday, 14-16 | B251 |
If you are interested in taking part in the seminar, please send an email to oberpriller@math.lmu.de. Ideally, we will distribute the topics in the first seminar session on October 18, 2023.
The aim of the seminar is to jointly develop the basics of extreme value theory with applications in finance and insurance based on the text book “Modelling Extremal Events for Insurance and Finance” by Paul Embrechts, Claudia Klüppelberg and Thomas Mikosch. Master students who would like to take part in the seminar will present a paper on a related current research topic or present more advanced content from the book.
Paul Embrechts, Claudia Klüppelberg and Thomas Mikosch: Modelling Extremal Events for Insurance and Finance, Springer
Participants: The seminar is aimed primarily at bachelor students, but master students are also welcome.
Credits: TBA