
Risk Management
Interest rate & inflation modelling
Through the exploration of the modeling of interest rate and inflation, a particular attention is granted to the econometric estimation of the models and to their use in risk management.

Through the exploration of the modeling of interest rate and inflation, a particular attention is granted to the econometric estimation of the models and to their use in risk management.

This training focuses on recent developments in quantitative finance applied to risk management.

The aim of this session is to cover unsupervised learning techniques for visualizing and analyzing a dataset. This course focuses on actuarial applications of clustering methods.

This paper proposes a new approach to risk classification based on Generalized Gaussian Pro-cess Regression (GGPR).