89: Pushing the Limits - Extremes, Stress Scenarios, and Risk of Ruin
Actuarial Specialties:
(L)
(H)
(N)
(B)
(E)
In this session, a discussion will take place on questions of construction of country-sized financial models used to model emerging economic crises. Dimensions considered by the model include technology, capital and labor resources. In addition, attendees will hear a paper on a capital modeling approach to analyze the risk from climate change. A third paper explores the leading edge in techniques for ruin theory and models.
Moderator:
Eric Thorlacius
4:00 p.m. - 5:30 p.m.
Agnieszka I. Bergel, Eugenio V. Rodríguez–Martínez