Professor Carole Bernard spoke at AFIR/ERM Colloquium
Professor Carole Bernard presented her paper "Optimal Payoffs under State-dependent Constraints" co-authored with F. Moraux, L. Rüschendorf & S. Vanduffel in AFIR/ERM Colloquium.
Professor Carole Bernard presented her paper "Optimal Payoffs under State-dependent Constraints" co-authored with F. Moraux, L. Rüschendorf & S. Vanduffel in AFIR/ERM Colloquium.
Professor Chengguo Weng was invited to present about Optimal Partial Hedging by Minimizing VaR and CVaR in Lingnan College, Sun Yat-Sen University, Guangzhou, China.
Professor Chengguo Weng was invited to speak about Constant Proportion Portfolio Insurance in Center for Financial Engineering and Risk Management, Sun Yat-Sen Ծٲ,Guangzhou, China.
International French Finance Association Conference (AFFI) that was held in Lyon, France invited Professor Carole Bernard to present about the paper "All investors are risk-averse expected utility investors", joint work with Jit Seng Chen and Professor Steven Vanduffel.
Professor David Saunders presented "Mathematical Models for Counterparty Credit Risk" in Workshop of the Business and Industrial Statistics Section and WatRISQ at the Statistical Society of Canada 2013 Annual Meeting.
Professor Carole Bernard was invited to the fourth Annual meeting of the “Lebanese Society for the Mathematical Sciences” LSMS-2013 workshop to present two papers, "Prices and Asymptotics for Discrete Variance Swaps " and "Mean-Variance Optimal Portfolios in the Presence of a Benchmark with Applications to Fraud Detection".
Professor Tony Wirjanto participated in Low-for-Long Workshop organized by the Global Risk Institute in Financial Services dedicated solely to the presentation of part of my research work for the GRI.
International Excellent Scholar Seminar & Round Table Forum that was held in Taipei, Taiwan invited Professor Ken Seng Tan to present about his paper “Economic Pricing of Mortality-Linked Securities: a Tâtonnement approach”, co-authored with Professor Johnny Li, one of the co-investigators of this project, and Professor Rui Zhou of University of Manitoba.
Principal Investigator Professor Ken Seng Tan was invited to School of Statistics, South Western University of Finance and Economics, Chengdu, China to present about “Recent Advances on Risk Measure Approach to Optimal Reinsurance”.