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Overview

This course explores quantitative methods of risk measurement and modelling in financial institutions, including insurers, reinsurers, superannuation funds, and banks, and the major types of risks encountered therein. Topics covered include: risk measures; multivariate models for risks; copulas and dependence models; extreme value theory and tails of losses; time series techniques. The links between the different modelling tools are explored, and are further illustrated with models used in different risk types.

Study Level

Postgraduate

Offering Terms

Term 2

Campus

Kensington

Indicative contact hours

3

Conditions for Enrolment

Course Outline

To access course outline, please visit:

Fees

Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)

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