- О Факультете
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- Исследования и публикации
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Applications are now open for St. Petersburg Spring School in Risk Management, Insurance, and Finance. On March 17-19 EUSP will host Dominique E. Beckers (KULeuven, Belgium), Roger J.A. Laeven (UAmsterdam, the Netherlands), and Oleg Rusakov (St. Petersburg State University, Russia). The speakers will introduce the audience to such topics as «Advanced Aspects of Pensions», «Risk Management: Principles and Recent Developments», and «Temporal Dependence in Financial Models». Applicants need to register their interest before February 17 (if they need a Russian visa) or March 9 (if they don't). The working language of the School is English. There is no participation fee.
The Fourth School in Risk Management, Insurance, and Finance took place on March 30 - April 1, 2015. Contrary to previous Schools this one had three days of lectures centred on one common topic: "Options and Guarantees in Life Insurance and Pension Products. Ermanno Pitacco and Anna Rita Bacinello (both from the University of Trieste, Italy) spoke about "Building up the Post-Retirement Income", "Risk Management in a Longevity Risk Scenario", and "Valuation of Life Insurance Contracts in a Contingent-Claims Framework". Look inside for more information and a photo gallery of the event.
The Third School in Risk Management, Insurance, and Finance took place on March 20-22, 2014. Karl-Theodor Eisele (University of Strasbourg, France), Olga Pavlova (Grizzly Bear Capital, London, UK), and Mario V. Wüthrich (ETH Zürich, Switzerland) covered such issues as "From Risk Measures to Solvency Accounting", "Analysis of the Monte Carlo CVA and Basel III CVA During and After the Financial Crisis of 2008-2009", and "Claims Reserving in Non-Life Insurance and its Prediction Uncertainty". Peek inside for more information and photos from the event.
The Second School in Risk Management, Insurance, and Finance took place on April 1-3, 2013. The European University welcomed on its premises Marc Goovaerts (Katholieke Universiteit Leuven, Belgium), Ermanno Pitacco (University of Trieste, Italy), and Łukasz Delong (Warsaw School of Economics, Poland). The topics covered by the lecturers were "Comparison and Contrast of Risk Measures to Decision Principles, Solvency Capital and Insurance Premium Principles", "Health Insurance: Actuarial Models", and "Applications of Backward Stochastic Differential Equations with Jumps to Pricing and Hedging of Contingent Claims in Incomplete Markets". The article inside provides more information on the structure of the course as well as a gallery of photos from the School.
This was the very first School in Risk Management, Insurance, and Finance that started a tradition of spring schools of such a type in St.Petersburg. The lectures were held in the European University's Conference Hall and took place on April 2-4, 2012. They were given by Jan Dhaene (Katholieke Universiteit Leuven, Belgium), Emiliano Valdez (University of Connecticut, USA), and Tim Verdonck (Katholieke Universiteit Leuven, Belgium). The topics included "Superhedging Strategies for Index Options and Measuring Systemic Risk in Stock Markets", "Principles and Methods of Capital Allocation for Enterprise Risk Management", and "The Chain-Ladder Method: Influence Analysis, Robustification and Diagnostic Tool". A photo gallery of the event and more information are inside.