题目：Extreme Risks in Insurance and Finance with Multivariate Regular Variation

摘要： In this talk, after a brief introduction of multivariate regular variation I shall illustrate its versatility in quantitative risk management by presenting its applications to various topics in the interdisciplinary area of insurance and finance. These topics include losses given default, capital allocation, and interplay of insurance and financial risks.

演讲者简介：

唐启鹤教授现任美国爱荷华大学（University of Iowa）统计与精算系F. Wendell Miller 教授，主要研究领域有极值理论在金融和保险中的应用和定量风险管理，在Insurance: Mathematics and Economics、 North American Actuarial Journal、Journal of Applied Probability、Bernoulli、Advances in Applied Probability和Extremes等国际著名的精算学和应用概率期刊上发表了80多篇学术论文。 目前，唐启鹤教授担任Insurance: Mathematics and Economics, Acta Mathematicae Applicatae Sinica, Applied Stochastic Models in Business and Industry, Test和Risks等国际著名期刊的编委。

地点：学术会堂506

时间：2014年12月24日星期三上午10：00-11:30

欢迎各位老师同学参加！(责任编辑：xue)