题目:Risk-based Capital on Property/Casualty Insurance: Business Dependence and Copula Estimation
主讲人:Jeffrey Tzuhao Tsai (Associate Professor, Department of Quantitative Finance, National Tsinghua University)
主讲人简介:
Jeffrey Tzuhao Tsai is an Associate Professor of National Tsinghua University. He received his PhD from National Taiwan University. His research interest focuses the following fields: Insurance Pricing, Longevity Risk Management, Financial Institutions Management and Option Pricing. Recent paper are published on Journal of Risk and Insurance,Insurance: Mathematics and Economics, ASTIN Bulletin, Geneva Papers on Risk and Insurance Issues and Practice, and North American Actuarial Journa
主持人:杨青教授,博士生导师,复旦大学资产评估中心主任
时间:2016年4月25日(星期一),9:30-11:30
主办:复旦大学经济学院金融研究院,复旦大学资产评估研究中心