Title：A Brief Introduction to Actuarial Risk Management

Abstract：In this talk, I shall briefly introduce quantitative risk management from the actuarial viewpoint. We will first present a comprehensive understanding of standalone risks and their relations. Concepts such as risk orders and risk measures shall be introduced in a practical way. Then we will discuss the dependence among risks and how to tackle multiple risks. We shall present a case study of the risk aggregation problem using the introduced concepts and mathematical instruments as the conclusion.

Speaker：Jing Yao，Soochow University，China

Date：3:00pm-4:00pm  2024-4-25

Venue: Room 208，School of Mathematical Science

Organizer：School of Mathematical Science

Students and teachers are welcome.