This event is now fully booked. Should you wish to be entered onto a reserve list, in case of cancellations, please email Dr Tessa Ogden.
Workshop
The objective of the workshop is to present the latest developments in the management of extreme climate and weather events, with particular emphasis on modelling of extremes and dependence beyond correlation, risk measures and their robust estimation, design of efficient risk sharing schemes, implications for insurance market capacity, scope for capital market solutions, emerging risk exposures.
The Workshop will involve contributions by leading experts in quantitative risk management, statistics of extremes and atmospheric sciences, as well as regulators and representatives of the insurance and financial industry. It will be of interest to academic researchers working in the fields of catastrophe risk modelling and climate change, as well as industry practitioners and policymakers who rely on the results of catastrophe risk modelling for their work.
The Workshop will be followed by a networking drinks reception.
Speakers
Damiano Brigo – Professor of Financial Mathematics at King’s College London and previously Managing Director and Global Head of the Quantitative Analytics team at Fitch Solutions.
Walter Distaso – Professor of Financial Econometrics at Imperial College Business School.
Paul Embrechts – Professor of Mathematics at the ETH Zurich, specialising in actuarial mathematics and quantitative risk management.
Markus Gesmann – Manager, Analysis Team, Lloyd’s of London.
Rustam Ibragimov – Associate Professor in the Department of Economics at Harvard University, an expert in applying econometrics, statistics and financial economics to catastrophe risk modelling, insurance market dynamics and dependency modelling.
James Orr – Chief Actuary, General Insurance Actuaries Team, Financial Services Authority.
William Perraudin – Adjunct Professor at Imperial College Business School and Director of Risk Control Ltd.
James Slaughter – Director Global Reinsurance Strategy at Liberty Mutual.