Special Seminar by Prof. Dr. Uwe Schmock
Title: Credit Risk Modelling and Risk Aggregation by Recursive Methods Speaker: Prof. Dr. Uwe Schmock, Institute for Statistics and Mathematical Methods in Economics, Vienna University of Technology (TU Wien), Austria Time: 10 February 2023, 13:30-14:30 Room: L-04 Abstract: The stochastic modelling and aggregation of dependent risks, for example credit risks, is a central risk management …