Fan Yang (team member) presented “Diversification and systemic risk shift” at the 11th International Conference on Extreme Value Analysis, University of Zagreb, Croatia, July 1-5 2019.
Ben Feng (team member) presented “Efficient Tail Risk Estimation via Importance Allocated Nested Simulation” in an invited seminar at The Chinese University of Hong Kong, Shenzhen, June 26-29 2019.
Yijun Xie (research student) presented “Functional Normality Test” at the 2019 Statistical Society of Canada Annual Meeting, Calgary, Canada, May 28 2019.
Laura Middleton (team member) presented “Prevention & Management of Dementia: Opportunities and Challenges” at the University of Bordeaux, April 2019.
PhD student Mingyu Fang presented as one of the three speakers for the webcast “Managing Climate and Carbon Risk in Investment Portfolios” organized by the Society of Actuaries on December 4, 2018.
“Companies that fail to curb their carbon output may eventually face the consequences of asset devaluation and stock price depreciation, according to a new study out of the University of Waterloo.”
“The researchers further determined that the failure of companies within the emission-intensive sector to take carbon reduction actions could start negatively impacting the general stock market in as little as 10 years’ time.”
Ben Feng (team member) presented “Green Simulation Optimization Using Likelihood Ratio Estimators” at the 2018 Winter Simulation Conference, Gothenburg, Sweden.
Laura Middleton (team member) presented “Brain and Cognition in Aging” at Agra INDIA, QANSAS 2018, November 2018.
PhD student Kenneth Zhou presented “A Further Investigation of Longevity Greeks: Dynamic Delta, Leverage Effect and Security Structures” at the 14th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam, the Netherlands.
Johnny Li presented “Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes” at the 14th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam, the Netherlands.