Professional Development
20160614-Annual-Meeting-Website-Banner-en

St. John's Convention Centre, NL

Session 4 • Risk Aggregation and Diversification

Participants will learn about different techniques used to model risk aggregation and diversification, including the use of Monte Carlo simulations to aggregate market risks and issues associated with the use of correlation matrices to determine an aggregate risk profile.


Sponsors

Patron

Aurigen

Eliot Bauer

SCOR

Benefactor

AXIS GGY
Hannover RE
KPMG
Oliver Wyman

Prudential

RGA
Society of Actuaries