Seminarie den 1 december i Lund. Interest Rate Models in Practice: The Smith-Wilson Method Introduced in Insurance
Andreas Graflund, som nyligen höll ett föredrag under Aktuarieföreningens seminarieserie om finanisella marknadsrisker, talar på ett seminarie på angränsande tema:
Interest Rate Models in Practice: The Smith-Wilson Method Introduced in Insurance
Tuesday 2015-12-01, 13.15, Knut Wicksell Centre for Financial Studies.
The seminar room, Ideon Alfa 1, 4th Floor, Scheelevägen 1, Lund, Sweden.
This Knut Wicksell Centre for Financial Studies seminar is open for both academics and the industry.
The presentation is aimed to researchers and lectures in Finance as well as practitioners who would a more thorough background on The Smith-Wilson model, Interest Rate Models and Risk Management with a focus on the insurance industry. The presentation is going to be held in English with a focus on practical issues emphasizing the understanding the Smith Wilson method to intraplate and extrapolate term structures.
We expect a duration of 1 hour to 1.5 hour pending on discussions. The presentation is usually kept at 45 minutes with some time for questions and discussions.
2) The European Insurance Sector
3) Solvency II
4) Interest Rate Models
5) The Smith Wilson Method
6) Interest Rate Risk Management for the European Insurance Sector
If you are interested in attending the seminar please send an e-mail to Violeta Kaleskovska, Violeta.Kaleskovska@fek.lu.se