Uncertainty and Sensitivity Analysis

During this course we concentrate on the most challenging part of uncertainty analysis: dependence modelling. In particular, on copula models and their applications in finance and insurance. First part of the course is concerned with the theory of copulas and their use in regression, time series analysis and factor models. The second part is designed to apply these models to financial and insurance problems.

Oral exam after the first part/individual projects (report, presentation) the second part.

In case of an insufficient result, repair opportunities may be offered in accordance with TER Implementation Regulations Art 5, sub 5

Disclaimer: information may change depending on unforeseen circumstances or measures (see: TER Art 29, sub 4).