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CUFE Chair Professor 研讨会-- Jan Dhaene

发布时间:2016-06-15 00:00    浏览次数:[]

研讨会题目:Dependency between risks, with applications to insurance and finance.

主讲人:Jan Dhaene,比利时鲁汶大学终身教授

日期:2016年6月15日(星期三)16:00-17:00

地点:中央财经大学学术会堂506

摘要:In current insurance and finance markets, the handling of risk, through either measurement or management, plays a fundamental role. Risks are not isolated in the market, and complicated interactions and dependencies between risks arise a challenging topic from both a theoretical point of view and from practice. The methodologies of measuring and modeling dependency between risks, and its applications in insurance and finance models will be discussed in this seminar.

主办单位:China Institute for Actuarial Science (中国精算研究院)

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