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Thursday, January 18, 2018

Seminar 217, Risk Management: Concrete examples of trend analyses and forward-looking modelling in Swiss Re's underwriting

Seminar: Risk Management | January 18 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Matthias Weber, Swiss Re

Center for Risk Management Research


- In insurance, underwriting performance is a function of exposures, losses relative to exposures and premiums relative to exposures. Getting losses and loss trends right (--> cost of goods sold) is critically important. A small estimation mistake typically has a large impact on the bottom line.
- Swiss Re is determining loss relevant trends using advanced analytics, often in collaboration with...   More >

Thursday, January 25, 2018

Seminar 217, Risk Management: PageRank on directed complex networks

Seminar: Risk Management | January 25 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Mariana Olvera-Cravioto, UC Berkeley

Center for Risk Management Research


The talk will center around a set of recent results on the analysis of Google’s PageRank algorithm on directed complex networks. In particular, it  will focus on the so-called power-law hypothesis, which states that the distribution of the ranks produced by PageRank on a scale-free graph (whose in-degree distribution follows a power-law) also follows a power-law with the same tail-index as the...   More >

Thursday, February 1, 2018

Seminar 217, Risk Management: Interpretable proximate factors for large dimensions

Seminar: Risk Management | February 1 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Markus Pelger, Stanford

Center for Risk Management Research


This papers deals with the approximation of latent statistical factors with sparse and easy-to-interpret proximate factors. Latent factors in a large-dimensional factor model can be estimated by principal component analysis, but are usually hard to interpret. By shrinking the factor weights, we obtain proximate factors that are easier to interpret. We show that proximate factors consisting of...   More >

Thursday, February 15, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | February 15 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Jeff Bohn, UC Berkeley

Center for Risk Management Research

Thursday, February 22, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | February 22 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Jose Menchero

Center for Risk Management Research

Thursday, March 1, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | March 1 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Kyong Shik Eom, UC Berkeley

Center for Risk Management Research

Thursday, March 15, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | March 15 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Alec Kercheval, Florida State University

Center for Risk Management Research

Thursday, March 22, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | March 22 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Marco Avellaneda, NYU

Center for Risk Management Research

Thursday, April 5, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | April 5 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Rupal Kamdar, UC Berkeley

Center for Risk Management Research

Thursday, April 12, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | April 12 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: Robert Anderson, UC Berkeley

Center for Risk Management Research

Thursday, April 19, 2018

Seminar 217, Risk Management: Topic Forthcoming

Seminar: Risk Management | April 19 | 12:30-2 p.m. | 1011 Evans Hall


Speaker: John Wu, LBL

Center for Risk Management Research