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FIN 760 Seminar in Risk Management and Insurance

Objectives

The objective of this seminar will be to provide the necessary skills for writing a master's thesis. It is intended to prepare the students for dealing with academic literature. There will be a theoretical review of basic methodology. Moreover, some problems may be analyzed empirically depending on the general topic.

 

    Course Structure

  • Subject

    This seminar comprises topics ranging from risk and investment management to insurance. Examples from past semesters are:

    • Value-at-Risk-calculation for bond portfolios based on interest rate scenarios (risk management)
    • Investment strategies on the basis of risk-adjusted performance measures (investment management)
    • Solvency II: Catastrophe risk in indemnity insurance (insurance)
  • Requirements

    In order to attend the seminar, participants must enroll in Portal². Moreover, the following admission requirements have to be satisfied.

    Students in Master's Program: Successful participation in

    • FIN 560 Risk Management / Insurance I (8 ECTS, HWS) 
      or
    • FIN 561 Risk Management / Insurance II (8 ECTS, FSS)
      or
    • FIN 660 Quantitative Risk Management (4 ECTS, FSS)

     

    These requirements have to be verified with a Transcript of Records, which you need to bring to the Assignment of Topics.

  • Schedule: See German page.

  • Processing

    The list of assigned topics as well as the slides for the presentations will be provided on Ilias.

    Important information concerning the term paper

    • The time frame for writing the thesis is eight weeks
    • Please pay attention to our formal guidelines on writing an academic paper

    Important information concerning the presentation

    • Duration of presentation: 20 min. + discussion
    • No specific requirements regarding amount and design of slides by the chair
    • Attendance of all presentations is mandatory

    The final grade is based on the written thesis, the presentation as well as on active participation in the discussions of the presentations.

  • Evaluation Results