Chengguo Weng visited Department of Statistical and Actuarial Sciences, Western University, London, Canada, and gave a seminar on “Regression tree credibility model”.
David Saunders gave a keynote address at the “Conference on Innovations in Insurance, Risk, and Asset Management”, hosted by the Technical University of Munich, Munich. Title of his presentation was “Two Applications of the Martingale Method to Stochastic Control Problems in Finance and Insurance”.
Ken Seng Tan presented “Effective Portfolio Investment Strategy” at the School of Statistics, South Western University of Finance and Economics, Chengdu, China.
Ken Seng Tan presented “Effective Portfolio Investment Strategy” at the Chongqing University, Chongqing, China
David Saunders was invited to speak at the MMF Symposium, which was held at the Blue Mountain. The title of his presentation was “Stress Tests Integrating Economic Scenarios and Simulations”
Chengguo Weng gave an invited presentation entitled “Regression tree credibility model“ at the “The 10th ICSA International Conference” organized by Shanghai Jiao Tong University, Shanghai, China.
Ken Seng Tan’s paper on “Optimal reinsurance with general premium principles,” co-authored with Yichun Chi and published in 2013 Insurance Mathematics and Economics, volume 52, was recognized as one of the top 5 most highly cited papers during 2014, 2015, and up until June 2016.
Chengguo Weng presented “Regression tree credibility model” at “The International Workshop on Engineering Statistics" East China Normal University, Shanghai, China.
Ken Seng Tan visited School of Finance at the Capital University of Economics and Business and gave a seminar on “Effective Portfolio Investment Strategy".
Prof. Johnny Li and his Ph.D. students continue to make impact in the area of longevity risk management by participating at the “12th International Longevity Risk and Capital Markets Solutions Conference," which was held in Chicago, U.S. on September 29-30, 2016.