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Ben Feng (team member) presented “Efficient Nested Simulation of Tail Risk Measures” and “Efficient Input Uncertainty Quantification via Green Simulation Using Sample Path Likelihood Ratios” at Winter Simulation Conference 2019, National Harbor, Maryland, December 8-11 2019.

Johnny Li (team member) and Kenneth Zhou won the Redington Prize from the Investment Section of the Society of Actuaries in 2019 for his paper “Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis from Technical and Economic Perspectives.” The award was presented in the 2019 SOA Annual Meeting (October 27-30 2019, Toronto).

Picture of Johnny Li (team member) and Kenneth Zhou won the Redington Prize from the Investment Section of the Society of Actuaries in 2019

Ben Feng (team member) presented “Efficient Input Uncertainty Quantification Via Green Simulation Using Sample Path Likelihood Ratios”, “Uniform Convergence of Sample Average Approximation with Adaptive Multiple Importance Sampling”, and “Green Simulation Optimization Using Likelihood Ratio Estimators” at INFORMS Annual Meeting, Seattle, WA, October 20-23 2019.