News

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:

Both Prof. Bernard and Prof. Li participated the Insurance Risk & Finance Research Conference organized by Nanyang Technological University in Singapore on June 25-26, 2015. Prof. Bernard presented “Risk Management of Policyholder Behavior in Equity-Linked Life Insurance” while Prof. Li delivered “Standardizing the Giant: Mitigating Longevity Risk in China through Capital Markets Solutions”.

CAE supported students participated at the 19th International Congress on Insurance: Mathematics and Economics that was held in Liverpool, U.K on June 24th– 26th, 2015.

Ph.D. student J. Tang presented “Hedging path-dependent derivatives” and post-doc fellow S. Zhuang delivered "Optimal Reinsurance with One Insurer and Multiple Reinsurers”

Both Professor Saunders and Professor Weng participated at the 43rd Annual Meeting of the Statistical Society of Canada. Halifax, Canada, June 14-17, 2015. Professor Saunders presented ``Lower Tail Independence of Hitting Times of Two Dimensional Diffusion Processes" and Professor Weng gave an invited presentation on “Optimal reinsurance design”.

Professor Bernard gave an invited seminar on “Risk Management of Policyholder Behavior in Equity-Linked Life Insurance” at the Sun Yat Sen Business School, China, in June 2015

Professor Tan gave an invited presentation on “Modeling Trades in the Life Market as Nash Bargaining Problems: Methodology and Insights" at a Workshop that was held at the Risk and Insurance Research Center, College of Commerce, National Cheng-Chi University, on May 22, 2015.

On May 5^th, 2015, Professor Bernard presented “Risk Management of Policyholder Behavior in Equity-Linked Life Insurance” at the Authority of Control and Prudential Regulation in (ACPR) in Paris.

Professor Bernard was invited to speak at the Scientific Day of the German Actuarial Society on "How robust is the VaR of credit risk portfolios?" in April 2015.

On April 15, 2015, Professor Tan visited School of Statistics, South Western University of Finance and Economics, Chengdu, China and presented “Mortality-linked Securities: Pricing and Applications".

On March 23 2015, Professor Tan visited School of Business, Nanjing University, Najing, China and presented “Mortality-linked Securities: Pricing and Applications".