Activities per year
Activities
- 1 - 50 out of 53 results
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Characterizing High-risk Population with Metabolic Syndrome based on Extreme Logistic Regression
Long Bai (Speaker)
20 Sept 2024 → 22 Sept 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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An asymptotic study on the extended tail Gini-type measure of risk variability
Jiajun Liu (Speaker)
14 Aug 2024 → 16 Aug 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection
Yuhao Li (Speaker)
29 Jun 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal ratcheting of dividend with capital injection
Ran Xu (Speaker)
27 Jun 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Application of Levy Processes in Insurance with Omega Killing
Xin Xu (Speaker)
10 May 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Government Bond Yields in China: Dynamic Term Structure and Economic Scenario Generation
Yi Hong (Speaker)
9 May 2024 → 10 May 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Equity Linked Insurance Products: Valuation and Hedging
Hailiang Yang (Speaker)
23 Jan 2024 → 24 Jan 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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2024 Radar Workshop
Dehui Yang (Invited speaker)
13 Jan 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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A brief introduction to the directed polymer model
Ran Wei (Speaker)
10 Jan 2024 → 14 Jan 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Static and Dynamic Incentives in Individual Outpatient Claims: Identification and Quantification
Yuhao Li (Speaker)
19 Dec 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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The critical disordered pinning measure
Ran Wei (Speaker)
9 Dec 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Approximations of Multivariate Kolmogorov-Smirnov Test Statistics
Long Bai (Speaker)
27 Nov 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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LSTM-based Coherent Mortality Forecasting for Less Developed Countries
Ran Xu (Speaker)
17 Nov 2023 → 20 Nov 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Consistent Test for Conditional Moment Restriction Models in Reproducing Kernel Hilbert Spaces
Yuhao Li (Speaker)
11 Nov 2023 → 12 Nov 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Relative asset valuation: A global perspective
Yi Hong (Speaker)
20 Oct 2023 → 22 Oct 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Suzhou Area Youth Mathematicians 4th Annual Workshop: Data and Finance
Arodh Lal Karn (Speaker)
20 Oct 2023 → 22 Oct 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Relative Asset Valuation: A Global Perspective
Yi Hong (Speaker)
20 Oct 2023 → 22 Oct 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Diffusions Derived from Branching Diagram
Youzhou Zhou (Speaker)
23 Sept 2023 → 27 Sept 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Transition Density of an infinite-dimensional diffusion with the Jack parameter
Youzhou Zhou (Speaker)
20 Aug 2023 → 24 Aug 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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EXTREMES OF CHI-SQUARE PROCESSES AND APPLICATIONS
Long Bai (Speaker)
7 Aug 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Transition density of an infinite-dimensional diffusion with the Jack Parameter
Youzhou Zhou (Speaker)
21 Jul 2023 → 24 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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The 12th ICSA International Conference
Xiaojun Zhu (Speaker)
7 Jul 2023 → 9 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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A quantitative analysis of InsurTech-powered industry development in China
Stephen Gong (Speaker) & Zhehao Zhang (Speaker)
4 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
Ran Xu (Speaker)
3 Jul 2023 → 8 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Risk Capital Allocations based on the Higher Moment risk measure in the presence of Extreme Risks
Jiajun Liu (Speaker)
3 Jul 2023 → 8 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Discrete time approach on linear consecutive-k-out-of-n system
Cihangir Kan (Speaker)
1 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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A Model of Public Offering: Lockup, Market Liquidity, and Managerial Compensation
Ning Zhang (Speaker)
21 Jun 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Discuss on “Anomalies as New Hedge Fund Factors: A Machine Learning Approach”
Ran Xu (Speaker)
11 Jun 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Reliability evaluation of discrete time consecutive-k systems
Cihangir Kan (Speaker)
1 Jun 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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High Frequency Volatility of Oil Futures in China: Components, Modeling and Prediction
Yi Hong (Speaker)
15 Apr 2023 → 16 Apr 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal ratcheting dividend with capital injection
Ran Xu (Speaker)
9 Apr 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Option pricing using deep convolutional neural networks enhanced by technical indicators.
David Liu (Speaker)
2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Option Pricing under Markov Regime Switching Economy- a Practical Study
David Liu (Speaker)
12 Nov 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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An asymptotic study of systemic expected shortfall and marginal expected shortfall
Jiajun Liu (Speaker)
12 Jul 2022 → 15 Jul 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Non-Parametric Inference Based on Reliability Life-Test of Non-Identical Coherent Systems, with Application to Warranty Time Estimation
Xiaojun Zhu (Speaker)
1 Jul 2022 → 4 Jul 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Transition Density of an infinite-dimensional diffusion with the Jack Parameter
Youzhou Zhou (Speaker)
Jun 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Correcting estimation bias in regime switching dynamic term structure models
Liu Liu (Speaker)
13 May 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Optimal dividend strategy under Parisian ruin with affine penalty
Ran Xu (Speaker)
12 Dec 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Extremes of Gaussian Random Fields
Long Bai (Speaker)
11 Jul 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Asymptotic expansions and precise deviations in the Kingman coalescent
Youzhou Zhou (Speaker)
9 Jul 2021 → 13 Jul 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Extremes for a general contagion risk measure
Jiajun Liu (Speaker)
5 Jul 2021 → 9 Jul 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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General drawdown-based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
Ran Xu (Speaker)
5 Jul 2021 → 9 Jul 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Financial Risk Contagion under Extreme Risks
Jiajun Liu (Speaker)
10 Jul 2019 → 12 Jul 2019Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Run Shock Models with a change point in shock size distribution
Cihangir Kan (Speaker)
24 Jun 2019Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Asymptotics for Systemic Risk with Dependent Heavy-tailed losses
Jiajun Liu (Speaker)
15 Jul 2018 → 18 Jul 2018Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Asymptotics for Systemic Risk with Dependent Heavy-tailed losses
Jiajun Liu (Speaker)
1 Jun 2018 → 4 Jun 2018Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Dependent Insurance and Financial Risks in a Discrete-time Risk Model with investment
Jiajun Liu (Speaker)
26 Jul 2017 → 30 Jul 2017Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Precise Estimates for the ruin probability with Dependent Insurance and Financial risks
Jiajun Liu (Speaker)
3 Jul 2017 → 7 Jul 2017Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Dependent Insurance and Financial Risks in a Discrete-time annuity-immediate Risk Model
Jiajun Liu (Speaker)
16 May 2016 → 22 May 2016Activity: Talk or presentation › Presentation at conference/workshop/seminar
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infinite-time Absolute Ruin in Dependent Renewal Risk Model with Constant Force of Interest
Jiajun Liu (Speaker)
24 Jun 2015 → 26 Jun 2015Activity: Talk or presentation › Presentation at conference/workshop/seminar