AMCS SEMINAR - Professor Qihe Tang, Department of Statistics and Actuarial Science

Speaker: 
Qihe Tang, Department of Statistics and Actuarial Science
Topic: 
Extreme Risks in Insurance and Finance with Multivariate Regular Variation

Abstract:  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.

Event Date: 
February 13, 2015 - 3:30pm to 4:30pm
Location: 
221 MLH
Calendar Category: 
Seminar