Modern Risk Management in Actuarial Science: Optimization, Sharing, and Model Validation

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Abstract

This talk introduces several modern research themes in actuarial science centered on risk management. I will begin with a brief overview of the historical foundations of actuarial science and then introduce my research on actuarial risk management, with a focus on risk optimization, risk sharing, and the statistical validation of risk measures.

Description
Professional Development Seminar: Bridge to Research
Co-hosted by the ASU Chapter of Gamma Iota Sigma
Wednesday, February 18
3:00 PM AZ/MST
WXLR A108
 
 
Speaker

Zhanyi Jiao
Assistant Professor
School of Mathematical and Statistical Sciences

Location
WXLR A108