Saturday, July 4, 2015
Professor gave an invited presentation “A new Approach to Assessing Model Risk in High Dimensions” at the Tianfu Workshop on Financial Mathematics, Chengdu, China, July 4-5, 2015. She also presented “Risk Management of Policyholder Behavior in Equity Linked Life Insurance” at the School of Economic Mathematics, South Western University of Finance & Economics, on July 6, 2016.
Professor Weng gave the following invited presentations:
- “Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework” at the 2015 IMS-China International Conference on Statistics and Probability. Kuming, China, on July 3, 2015.
- “Marginal indemnification and CDF formulations for optimal reinsurance design” at the International Conference on Financial and Insurance Risk Management. Beijing, China on July 5, 2015.