News

CAE co-investigators, post-doctorate fellow, and graduate students were represented at the 51st Actuarial Research Conference, co-hosted by the University of Minnesota and the University of St. Thomas on July 27 - 30, 2016

CAE co-investigator and CAE supported PhD student and post-doctorate fellow presented at the 20th International Congress on IME, Atlanta, July 24-27, 2016:

• Prof. Chengguo Weng - Group Weighted Principal Component Analysis for Quasi-Monte Carlo Simulation
• Dr. S. Zhuang - Insurance demand with upper limits on the first two moments of Coverage
• H. Cui - Nondiversification Traps in a Market with Catastrophic Risks

Ken Seng Tan was one of the keynote speakers at the Sixth International Institute of Mathematical Statistics-Finance, Insurance, Probability and Statistics (IMS-FIPS) Workshop, which was held at University of Alberta, Edmonton, Canada on July 7-9, 2016. He presented “Dimension Reduction Based effective Portfolio Investment Strategy"

Ken Seng Tan gave a plenary speech on “Dimension Reduction Based effective Portfolio Investment Strategy" at the 2016 Insurance Risk Research Conference, which was held in Singapore on June 16-17, 2016.

Both David Saunders and Chengguo Weng were invited to speak at the 58^th Canadian Operational Research Society Annual Meeting, Banff, Canada. The titles of their presentations were “Risk Measure Bounds for Portfolios with Given Marginals: Applications to Counterparty Credit Risk" and “CDF formulation for an optimal reinsurance problem", respectively.

Ken Seng Tan visited three universities (Hunan University of Commerce, Hunan Normal University, Hunan University) in the city of Changsha, China for the period May 19-24 and gave seminars on “Effective Portfolio Investment Strategy".

Johnny Li was the Plenary Speaker at the 2016 International Actuarial Association (IAA) Life Section Colloquium, Hong Kong to talk about “Managing longevity risks in Asia"

David Saunders presented “Integrating Economic Scenarios with Risk Simulations" at the Global Risk Institute in Toronto, Canada.

Chengguo Weng visited Department of Mathematics, Zhejiang University, Hangzhou, China and presented “CDF formulation for an optimal reinsurance problem”.

Phelim Boyle was invited by the regulators the Superintendent of Financial Institutions (OSFI), Toronto, Canada and gave a presentation on “Modelling Mortgage Default".