Chengguo Weng gave a seminar at Department of Mathematics, Zhejiang university, Hangzhou, China.. The title of his presentation was “Optimal Partial Hedging by Minimizing VaR and CVaR.”
Both Johnny Li and Ken Seng Tan participated at the "Ninth International Longevity Risk and Capital Markets Solutions" which was held in Beijing, China, September 6-7. Ken Seng Tan was the conference co-chair and Johnny Li presented "A Step-by-Step Guide to Building Two-Population Stochastic Mortality Models"
Phelim Boyle presented “Mortgage Insurance” at the Genworth Internal Model Symposium in Raleigh-Durham, North Carolina, USA.
Ken Seng Tan presented “Mortality-linked Securities: Pricing and Applications" at The Ninth International Conference on Social Security, August 24-26, 2013, Zhejiang, China
Chengguo Weng made a research visit to the Department of Econometrics and Business Statistics, University of Monash, Melbourne, Australia from August 18-23, 2013. He also gave a seminar on “Optimal Partial Hedging by Minimizing VaR and CVaR” at the School of Mathematics and Physics, The University of Queensland, Brisbane, Australia.
Research Assistants are needed for the following 2 positions
(Funded by the Center of Actuarial Excellence)
Position 1:
Professor Chengguo Weng presented about Constant Proportion Portfolio Insurance in Institute of Mathematical Science, University of Malaya, Kuala Lumpur, Malaysia.
The paper "Market Consistent Valuation and Funding for Cash Balance Plans", written by our co-investigators Professor Mary Hardy and Professor David Saunders, and their co-op student Mike Xiaobai Zhu, won the best paper award at the International Actuarial Association Pension Benefit and Social Security (PBSS) Colloquium,in Lyon, France in June 2013. Mary presented the paper at the colloquium.
Professor Mary Hardy presented her paper "Market Consistent Valuation and Funding for Cash Balance Plans" co-authored with Professor David Saunders and Mike Xiaobai Zhu at PBSS Colloquium.