Summer School 2006
The Summer school 2006 will take place at the Mathematical Department of the Ludwig-Maximilians Universität (LMU) of München on June 29 (12.00 - 19.00 h) and on June 30 (09.00 - 18.00 h). It consists of two mini courses on
- Risk Measures and Capital Allocation
- Optimal Investment
- Managing Value, Risk and Economic Capital: A Practical Approach to Asset Liability Management
held by Dr. B. Kaufmann (Munich Re).
The school addresses PhD students, postgraduate researchers and all practitioners from the risk management in insurance and other financial institutions.