BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20200308T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20201101T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:682cc54fc123c DTSTART;TZID=America/Toronto:20201106T090000 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20201106T090000 URL:/statistics-and-actuarial-science/events/department -seminar-kc-cheung SUMMARY:Department Seminar by K.C. Cheung CLASS:PUBLIC DESCRIPTION:Summary \n\nPLEASE NOTE: This seminar will be given online.\n\ nActuarial Science and Financial Mathematics Seminar Series\n\nK.C. CHEUNG [https://saasweb.hku.hk/staff/kccheung/]\, ASSOCIATE\nPROFESSOR\n_Hong Ko ng University_\n\nLink to join seminar: Hosted on Webex\n[https://uwaterl oo.webex.com/uwaterloo/onstage/g.php?MTID=eb8c8d63667ba03a8ff228ee435764db 0].\n\nASYMPTOTIC SUB/SUPER-ADDITIVITY OF VALUE-AT-RISK UNDER EXTREME-VALU E\nCOPULAS AND ARCHIMEDEAN COPULAS\n DTSTAMP:20250520T180919Z END:VEVENT END:VCALENDAR