SFRA Knowledge Transfer Workshops

The SFRA will host a series of workshops on topical themes, commencing in 2011, with the aim of delivering high quality training and CPD in relevant subjects.

Actuarial Valuation and Solvency

Led by Dr. Mario V. Wuthrich, this workshop took place on 6 April 2011 at the MacMillan Lecture Room, Heriot-Watt University, Riccarton Campus, Edinburgh.

About The Workshop Leader

MARIO V. WUTHRICH is co-author of the books, "Stochastic Claims Reserving Methods in Insurance" (with Michael Merz, Wiley 2008) and "Market-Consistent Actuarial Valuation" (with Hans Buhlmann and Hansjorg Furrer, Springer 2010, 2nd Edition).

Link to Mario Wuthrich's publications and Homepage.

Mario holds a Ph.D. in mathematics from ETH Zurich and is a fully qualified actuary SAA. From 2000 to 2005, he held an actuarial position at Winterthur Insurance (Switzerland) where he was responsible for claims reserving in general insurance, as well as developing and implementing the Swiss Solvency Test. Since 2005, he has served as senior scientist and lecturer at ETH Zurich. Mario has given several applied courses to the profession.

Link to workshop web page

Financial Risk Models with R: Factor Models for Asset Returns and Interest Rate Models

Led by Professor Eric Zivot, this workshop took place on 15 March 2011 at the Newhaven Lecture Theatre, ICMS, South College Street, Edinburgh.

Link to workshop web page.

About The Workshop Leader

ERIC ZIVOT is the Robert Richards Chaired Professor of Economics at the University of Washington, Seattle. His areas of expertise include financial econometrics, time series analysis and statistical programming for the analysis of econometric data. He is the author of "Modeling Financial Time Series with S-Plus" (Springer 2006) and is one of the world's foremost authorities on econometric modelling in S and R.