87497 - STATISTICS APPLIED TO FINANCIAL AND INSURANCE RISK MANAGEMENT

Anno Accademico 2019/2020

  • Docente: Luke Brian Connelly
  • Crediti formativi: 6
  • SSD: SECS-S/01
  • Lingua di insegnamento: Inglese
  • Modalità didattica: Convenzionale - Lezioni in presenza
  • Campus: Bologna
  • Corso: Laurea Magistrale in Economia e diritto (cod. 9221)

Conoscenze e abilità da conseguire

At the end of the course, students should be able to interpret, understand and explain the results of applications of univariate and multivariate statistical methods, applied to analyses of financial, banking and insurance risk. Methods for the analysis of cross-sectional, time-series, and panel (i.e., longitudinal) datasets will be explored, including: the appropriate graphical presentations of different types of data, univariate and multivariate comparisons of variation using summary statistics, and regression techniques for the analysis of different types (e.g., continuous, categorical) of data. Students will be able to describe the results of statistical analyses in words that are intelligible to their (non-statistician) peers and policy-makers.

Testi/Bibliografia

 

Metodi didattici

 

Modalità di verifica e valutazione dell'apprendimento

 

Strumenti a supporto della didattica

The course includes lectures and essential readings (marked with an asterisk (*), above) to introduce the key concepts, supplemented by the textbook chapter readings and supplementary reading in the form of journal papers.

Apart from the first lecture, each subsequent lecture is accompanied by statistical laboratory work. The laboratory work requires class members to analyse and interpret real datasets (which will be supplied for this purpose) using specialist statistical software (i.e., Stata), with the support of Professor Connelly who will demonstrate these methods in the statistical laboratory and in lectures.

In addition to the required readings, a range of additional resources (e.g., links to resources on the web) will also be supplied to assist class members, especially for further guidance in the use of the specialist statistical software.

Note: The emphasis of this course is applied data analysis, on understanding the results of statistical analysis, and on presenting the results in a meaningful way to an educated audience (of non-statisticians). Students will be required to analyse and present data and to explain the results, in words. (Students will not be required, for example, produce formulae, theorems, etc. or to conduct analyses using statistical software under exam conditions.)

 

Link ad altre eventuali informazioni

https://www.unibo.it/sitoweb/luke.connelly/teachings

Orario di ricevimento

Consulta il sito web di Luke Brian Connelly