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
Wednesday, April 2, 2014
4:00 p.m. - 5:30 p.m.