清华大学经济管理学院中国保险与风险管理研究中心

双周学术讨论会

报告主题 1：股票市场中羊群效应的一种度量方式——共单调的Copula函数

报 告 人 1：Jan Dhaene是鲁汶大学应用经济学系精算研究组的教授（天主教鲁汶大学，比利时）。他在N. De Pril教授和M.J. Goovaerts教授的指导下，获得了鲁汶大学授予的博士学位。他的主要研究兴趣：总索赔量分布的计算、保险组合中相关关系的建模以及随机金融模型与精算模型的结合。

报告主题 2：多险种业务相关损失估计的三角形法

报 告 人 2：Emiliano A. Valdez是美国密歇根州立大学数学系精算学教授。他同时受聘于统计与概率学系。他还是北美精算协会成员。他获得了威斯康星大学麦迪逊分校授予的博士学位。他目前的研究兴趣是copula 模型及变量间的相关性、退休后资产的管理以及与企业风险管理相关的风险测量和资本要求。

报告时间： 2014年1月9日星期四 14：30-16：00

报告地点： 清华大学经济管理学院伟伦楼453会议室

报告语言： 英语

主办单位： 清华经管学院中国保险与风险管理研究中心；清华经管学院金融系

清华大学经济管理学院中国保险与风险管理研究中心双周学术讨论会简介：

清华大学经济管理学院中国保险与风险管理研究中心从2011年3月4日开始，在每个学期隔周举办“双周学术讨论会”。每次讨论会主要围绕风险管理与保险领域的理论与实践问题，进行学术交流和研讨。欢迎在京高校老师和研究生届时参加！也欢迎大家参与报告和现场讨论！

欲了解更多信息，请登陆“中国保险与风险管理学术网”  http://www.ccirm.org/academic

联系人：

阎学煌

清华大学经济管理学院中国保险与风险管理研究中心

清华大学经济管理学院伟伦楼376室, 100084

电话：010-62773414；传真：010-62796801；

电邮：yanxh2@sem.tsinghua.edu.cn

CHINA CENTER FOR INSURANCE AND RISK MANAGEMENT (CCIRM), TSINGHUA SEM

DUAL-WEEK SEMINAR

TOPIC 1: Measuring Herd Behavior in Stock Markets via the Comonotonic Copula

SPEAKER 1: Jan Dhaene is Professor with the Actuarial Research Group of the Applied Economics Department of K.U.Leuven (Catholic University of Leuven, Belgium). He received his Ph.D. from K.U.Leuven, where he worked under the guidance of Prof. Dr. N. De Pril and Prof. Dr. M.J. Goovaerts. His main research interests are in computation of aggregate claims distributions, modeling dependencies in insurance portfolios and incorporating stochastic financial aspects in actuarial models.

TOPIC 2: Correlated Loss Triangles for Multiple Lines of Business

SPEAKER 2: Emiliano A. Valdez is a Professor of Actuarial Science in the Department of Mathematics at Michigan State University, USA. He also has a joint appointment at the Department of Statistics and Probability. He is a Fellow of the Society of Actuaries and holds a Ph.D. from the University of Wisconsin in Madison. His current research interest includes copula models and dependencies, managing post-retirement assets, and risk measures and capital requirements related to enterprise risk management.

DATE/TIME: Thursday, January 09, 2014, 2:30pm-4:00pm

VENUE: Meeting Room 453, WeiLun Building, Tsinghua SEM

LANGUAGE: English

ORGANIZERS:

China Center for Insurance and Risk Management (CCIRM), Tsinghua SEM;

Department of Finance, Tsinghua SEM

A Brief Introduction to the Dual-week Seminar of CCIRM, Tsinghua SEM:

China Center for Insurance and Risk Management (CCIRM), a research center of the School of Economics and Management, Tsinghua University (Tsinghua SEM), has held dual-week seminars during each semester since March 4, 2011. Covering theoretical and practical issues related to risk management and insurance, these seminars facilitate academic exchanges among faculty members and research students, both internally as well as externally.

Detailed information is available at the website: http://www/ccirm.org/academic

Contact Us:  

Yan Xuehuang

Room 376 Weilun Building,

School of Economics and Management, Tsinghua University,

Beijing, P.R.C., 100084

Tel: (8601)62773414; Fax :( 8601)62796801;

Email:yanxh2@sem.tsinghua.edu.cn