SFB Workshop

Workshop on Risk Analysis in Finance and Insurance

Munich, June 17-18, 2004

organized by:

Sonderforschungsbereich 386
"Statistical Analysis of Discrete Structures"

	Aims and Scope:

With this conference we bring together leading scientists and practitioners to discuss topics of mutual interest in the area of financial risk analysis. The focus will be on credit risk and operational risk, including dynamic modelling aspects.

	Speakers:	Detailed program is available here!

Michael Auer (Hypovereinsbank München) [Abstract]
Christian Bluhm (Credit Suisse, Zürich) [Abstract]
Peter Brockwell (Colorado State University, Fort Collins) [Abstract]
Stephan Haug (TU München) [Abstract]
Bernd Hofmann (Universität München) [Abstract]
Thierry Jeantheau (Université de Marne-la-Vallé) [Abstract]
Krassimir Kostadinov (TU München) [Abstract]
Stefan Krieger (Universität München) [Abstract]
Alexander Kukush (University of Kiev) [Abstract]
Marlene Müller (Fraunhofer ITWM, Kaiserslautern) [Abstract]
Ludger Overbeck (Universität Gießen) [Abstract]
Marc Paolella (Universität Zürich) [Abstract]
Christian Pigorsch (Universität München) [Abstract]
Gennady Samorodnitsky (Cornell University) [Abstract]
Dirk Tasche (Deutsche Bundesbank, Frankfurt) [Abstract]

Participants welcome. Attendance fee: 50 Euros (for students free of charge). For registration please contact Iris Burger.

	Program Committee:

Ludwig Fahrmeir, Claudia Klüppelberg, Stefan Lang and Stefan Mittnik.

	Conference Location:

The conference will take place at the Ludwig-Maximilians-University, Ludwigstr. 28/I, 80539 München. The talks will be given in in room 115, first floor (Freskensaal). Public transport: U3 or U6 Universität.

	For further information please contact:

Iris Burger, SFB 386
Ludwigstr. 33
D-80539 München

email: sfb386@stat.uni-muenchen.de
Fax: xx49 89 2180-5039
Phone: xx49 89 2180-3418