﻿{"id":2648,"date":"2018-04-04T11:08:02","date_gmt":"2018-04-04T11:08:02","guid":{"rendered":"http:\/\/www.ub.edu\/riskcenter\/?page_id=2648"},"modified":"2018-04-04T11:14:42","modified_gmt":"2018-04-04T11:14:42","slug":"birmss-2016","status":"publish","type":"page","link":"https:\/\/www.ub.edu\/riskcenter\/birmss-2016\/","title":{"rendered":"BIRMSS 2016"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box fusion-fullwidth-1  fusion-parallax-none nonhundred-percent-fullwidth\" style=\"border-color:#eaeaea;border-bottom-width: 0px;border-top-width: 0px;border-bottom-style: solid;border-top-style: solid;padding-bottom:40px;padding-top:40px;padding-left:40px;padding-right:40px;background-color:#ffffff;\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-fullwidth-1 {\n                            padding-left: 40px !important;\n                            padding-right: 40px !important;\n                        }<\/style><div class=\"fusion-row\"><div class=\"imageframe-align-center\"><span class=\"fusion-imageframe imageframe-none imageframe-1 hover-type-none img-bottom fusion-hide-on-mobile\"> <img decoding=\"async\" alt=\"\" src=\"http:\/\/www.ub.edu\/riskcenter\/wp-content\/uploads\/2016\/06\/facultat-2016.jpg\" class=\"img-responsive\"\/><\/span><\/div><h2>Barcelona Insurance and Risk Management Summer School 2016<\/h2>\n<p>The <strong>BIRMss<\/strong> is the yearly event held at Riskcenter. In 2016, the <strong>Summer School<\/strong> is composed of three courses:<\/p>\n<p><b><i>Registration is required<\/i><\/b><\/p>\n<div class=\"fusion-content-boxes content-boxes columns fusion-columns-1 fusion-columns-total-3 fusion-content-boxes-1 content-boxes-icon-with-title row content-left\" data-animationOffset=\"100%\" style=\"margin-top:0px;margin-bottom:0px;\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-content-boxes-1 .heading h2{color:#191919;}\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover .heading h2,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover .heading .heading-link h2,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover .heading h2,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover .heading .heading-link h2,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover.link-area-box .fusion-read-more,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover.link-area-box .fusion-read-more::after,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover.link-area-box .fusion-read-more::before,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .fusion-read-more:hover:after,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .fusion-read-more:hover:before,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .fusion-read-more:hover,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover.link-area-box .fusion-read-more,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover.link-area-box .fusion-read-more::after,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover.link-area-box .fusion-read-more::before,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover .icon .circle-no,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover .icon .circle-no {\n\t\t\t\tcolor: #ff8d61 !important;\n\t\t\t}\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .heading-link:hover .icon i.circle-yes,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box:hover .heading-link .icon i.circle-yes,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-link-icon-hover .heading .icon i.circle-yes,\n\t\t\t.fusion-content-boxes-1 .fusion-content-box-hover .link-area-box-hover .heading .icon i.circle-yes {\n\t\t\t\tbackground-color: #ff8d61 !important;\n\t\t\t\tborder-color: #ff8d61 !important;\n\t\t\t}<\/style><div class=\"fusion-column content-box-column content-box-column-1 col-lg-12 col-md-12 col-sm-12 fusion-content-box-hover content-box-column-last-in-row\"><div class=\"col content-wrapper link-area-box icon-hover-animation-fade\" style=\"background-color:rgba(255,255,255,0);\"><div class=\"heading icon-left\"><h2 class=\"content-box-heading\" style=\"font-size: 23px;line-height:28px;\">April, 5. Data Science & Big Data for Actuaries<\/h2><\/div><div class=\"fusion-clearfix\"><\/div><div class=\"content-container\" style=\"color:#707070;\">\n<div class=\"intro-txt\">\n<p><img loading=\"lazy\" decoding=\"async\" class=\"img-circle alignleft\" src=\"http:\/\/www.ub.edu\/rfa\/docs\/imatges\/sun.JPG\" alt=\"sun\" width=\"150\" height=\"140\" \/> <small><big>After the annual Barcelona Forum of Risk managers organized by AGERS, Prof. Arthur Charpentier will give a lecture on the use of Data Science &amp; Big Data for Actuaries. The course is one of a series of successful contents of the <a href=\"http:\/\/freakonometrics.hypotheses.org\/\" target=\"_blank\">Freaknometrics blog<\/a>.<\/big><\/small><\/p>\n<p><small><big><br \/>\n<b>Date:<\/b> Tuesday, 5<sup>th<\/sup> April, 16:00 to 18:00.<br \/>\n<b>Room:<\/b> Sala de Graus, Faculty of Economics and Business, UB, Av. Diagonal, 690, 08034, Barcelona.<br \/>\n<b>Live streaming<\/b> on UBtv (http:\/\/www.ub.edu\/ubtv\/video\/data-science-big-data-for-actuaries).<br \/>\nTo register please send an email to: <b>rfa@ub.edu <\/b><br \/>\n<\/big><\/small><\/p>\n<\/div>\n<div class=\"intro-txt\"><\/div>\n<\/div><\/div><\/div><div class=\"fusion-clearfix\"><\/div><div class=\"fusion-column content-box-column content-box-column-2 col-lg-12 col-md-12 col-sm-12 fusion-content-box-hover content-box-column-last-in-row\"><div class=\"col content-wrapper link-area-box icon-hover-animation-fade\" style=\"background-color:rgba(255,255,255,0);\"><div class=\"heading icon-left\"><h2 class=\"content-box-heading\" style=\"font-size: 23px;line-height:28px;\">April, 6. Computational Actuarial science, with R<\/h2><\/div><div class=\"fusion-clearfix\"><\/div><div class=\"content-container\" style=\"color:#707070;\">\n<div class=\"intro-txt\"><img loading=\"lazy\" decoding=\"async\" class=\"img-circle alignleft\" src=\"http:\/\/www.ub.edu\/rfa\/docs\/imatges\/book-2016.jpg\" alt=\"book\" width=\"150\" height=\"140\" \/><br \/>\n<small><big>Prof. Arthur Charpentier wil give a short course on the use of R for many actuarial models. The course is one of a series of successful contents of <a href=\"http:\/\/freakonometrics.hypotheses.org\/\" target=\"_blank\">Freaknometrics blog<\/a>. It follows the book <a href=\"https:\/\/www.crcpress.com\/Computational-Actuarial-Science-with-R\/Charpentier\/9781466592599\" target=\"_blank\">Computational Actuarial Science with R. CRC Press<\/a>.<\/big><\/small><small><big><br \/>\n<b>Date:<\/b> Wednesday, 6<sup>th<\/sup> April, 10:00 am to 14:00 pm.<br \/>\n<b>Room:<\/b> Room 329, ERE, Faculty of Economics and Business, UB, Av. Diagonal, 690, 08034, Barcelona.<br \/>\nTo register please send an email to: <b>rfa@ub.edu<\/b> <\/big><\/small><\/div>\n<div class=\"intro-txt\"><\/div>\n<\/div><\/div><\/div><div class=\"fusion-clearfix\"><\/div><div class=\"fusion-column content-box-column content-box-column-3 col-lg-12 col-md-12 col-sm-12 fusion-content-box-hover content-box-column-last content-box-column-last-in-row\"><div class=\"col content-wrapper link-area-box icon-hover-animation-fade\" style=\"background-color:rgba(255,255,255,0);\"><div class=\"heading icon-left\"><h2 class=\"content-box-heading\" style=\"font-size: 23px;line-height:28px;\">July, 11. CoCo Bonds Explained, by Wim Schoutens<\/h2><\/div><div class=\"fusion-clearfix\"><\/div><div class=\"content-container\" style=\"color:#707070;\"><img loading=\"lazy\" decoding=\"async\" class=\"img-circle alignleft\" src=\"http:\/\/www.ub.edu\/rfa\/docs\/imatges\/wim.jpg\" alt=\"Schoutens\" width=\"157\" height=\"153\" \/><small><big>We give a course on CoCo Bonds. A Contingent convertible (\u201dCoCo\u201d) is a debt instrument that automatically converts into equity or suffers a write down when the issuing bank gets into a state of a possible non-viability.<\/big><\/small><\/p>\n<p><small><big><br \/>\n<b>Date:<\/b> Monday, 11<sup>th<\/sup> July, 9:30 am to 1.00 pm.<\/big><\/small><small><big><br \/>\n<b>Room:<\/b> Sala Recepcions, Faculty of Economics and Business, UB, Av. Diagonal, 690, 08034, Barcelona.<br \/>\nTo register please send an email to: <b>rfa@ub.edu<\/b><\/big><\/small><\/div><\/div><\/div><div class=\"fusion-clearfix\"><\/div><div class=\"fusion-clearfix\"><\/div><\/div><\/div><\/div><div class=\"fusion-fullwidth fullwidth-box fusion-fullwidth-2  fusion-parallax-none nonhundred-percent-fullwidth\" style=\"border-color:#eaeaea;border-bottom-width: 0px;border-top-width: 0px;border-bottom-style: solid;border-top-style: solid;padding-bottom:20px;padding-top:20px;padding-left:;padding-right:;background-color:rgba(255,255,255,0);\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-fullwidth-2 {\n                            padding-left: px !important;\n                            padding-right: px !important;\n                        }<\/style><div class=\"fusion-row\"><\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/2648"}],"collection":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/comments?post=2648"}],"version-history":[{"count":3,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/2648\/revisions"}],"predecessor-version":[{"id":2651,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/2648\/revisions\/2651"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/media?parent=2648"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}