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DTSTART:20180311T070000
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DTSTART:20171105T060000
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DTSTART;TZID=America/Toronto:20180625T160000
SEQUENCE:0
TRANSP:TRANSPARENT
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URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-dr-pauline-barrieu-london
LOCATION:STC - Science Teaching Complex 200 University Ave West STC 0060 Wa
 terloo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture by Dr. Pauline Barrieu\, London\
 nSchool of Economics and Political Science
CLASS:PUBLIC
DESCRIPTION:ASSESSING FINANCIAL MODEL RISK\n\n-------------------------\n\n
 Model risk has a huge impact on any financial or insurance risk\nmeasureme
 nt procedure and its quantification is therefore a crucial\nstep. In this 
 talk\, we introduce three quantitative measures of model\nrisk when choosi
 ng a particular reference model within a given class:\nthe absolute measur
 e of model risk\, the relative measure of model risk\nand the local measur
 e of model risk. Each of the measures has a\nspecific purpose and so allow
 s for flexibility. We illustrate the\nvarious notions by studying some rel
 evant examples\, so as to emphasize\nthe practicability and tractability o
 f our approach.
DTSTAMP:20260410T173050Z
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