On March 11, 2015, Professor Weng visited Department of Mathematics, University of Illinois at Urbana-Champaign, Champaign, USA and presented “Optimal reinsurance design”.
Professor Johnny Li's research on "Parametric Mortality Indexes" won the 2014 SCOR Actuarial Award in Asia.
Carole Bernard received the PRMIA Award for New Frontiers in Risk
Management at the 2014 Enterprise Risk Management symposium in Chicago in September 2014. The paper is entitled "A new approach to assessing model risk in high dimension" and is joint work with Professor Steven Vanduffel (Vrije Universiteit Brussels).
Two of our co-investigators Professor Mary Hardy & Professor Johnny Li were recognized for their research related to longevity risk by receiving the Annual Prize from the Society of Actuaries for the best paper published in North American Actuarial Journal in 2011. Title of the paper: Measuring basis risk in longevity.
Mary Hardy was invited to speak at the Global Risk Institute Workshop in Toronto. The title of her presentation was on “Risks and Rewards in Hybrid Pension Design”.
Phelim Boyle was invited to present “Closed End Funds” at the Centre for Mathematical Finance, University of Oxford, UK.
Ken Seng Tan attended the 17th East Asian Actuarial Conference which was held in Singapore, October 15-18, 2013. He also presented “Empirical-based approach to optimal reinsurance" at the Insurance Risk and Finance Research Centre, Nanyang Business School, Nanyang Technological University, Singapore on October 17, 2013.
Johnny Li was invited to present “An overview of longevity risk and transfer products” at the Session on Longevity Risk Transfer, organized by the Canadian Association of Pension Supervisory Authorities (CCIR) and Canadian Association of Pension Supervisory Authorities (CAPSA). The audience of the presentation includes representatives from OSFI, provincial pension regulators, pension plan sponsors and life insurance companies
Chengguo Weng gave a seminar at the School of Finance and Statistics, East China Normal University, Shanghai, China. The title of his presentation was “Optimal Partial Hedging by Minimizing VaR and CVaR.”
Carole Bernard presented “State-Dependent Fees for Variable Annuity Guarantees” at at the risk management conference organized by Mathias Scherer in Munich in September 2013.