Masterclass 2: Create & Use Customized Extreme Tail Loss Models
Mon, Feb 24
|Loews Portofino Bay Hotel
Matt Chamberlain and Paul Rosing of Milliman will empower you to understand, measure and control extreme tail events.
Time & Location
Feb 24, 2025, 12:30 PM – 3:00 PM EST
Loews Portofino Bay Hotel, 5601 Universal Blvd, Orlando, FL 32819, USA
Guests
About the Event
We'll explore methods to develop extreme event tail loss distributions for less common CAT loss scenarios, even with sparse claims data. Use hypothetical loss data to investigate different tail models and discuss the pros and cons of tail-only models versus full distribution stochastic models.
Requirements: ISCM membership & laptop with spreadsheet application
Skill Level: Advanced
Cost: $100 Max Students: 25
Optional: R and RStudio or other statistical programming environment
Learning Objectives
Tickets
Masterclass 2
Creating & Using Customized Extreme Tail Loss Models
$200.00
Total
$0.00