Wednesday, August 5, 2015
Graduate students supported by the CAE grant will be presenting at the 50-th Actuarial Research Conference to be Toronto on August 5-8 2015:
- Dezhao Han -Variable Selection for Index Tracking using Principal Component Analysis
- Junsen Tang - Simplified Hedge for Path-dependent Derivatives
- Jingong Zhang - Optimal Hedging with Basis Risk under Mean-Variance Criteria
- Kenneth Q. Zhou - Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis from Technical and Economic Perspectives
- Xiao Bai Zhu - Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans