Presentations
Negatively dependent optimal risk sharings, 27th International Congress on Insurance: Mathematics and Economics, Chicago, United States, July 8-11, 2024.
Negatively dependent optimal risk sharings, FADeRiS 2024, Ulm, Germany, May 27-29, 2024.
Optimal transport under uncertainty on the components, BIRS: Optimal Transport and Distributional Robustness workshop, Banff, Canada, March 24-29, 2024.
Joint mixability and notions of negative dependence, 26th International Congress on Insurance: Mathematics and Economics, Edinburgh, United Kingdom, July 4-7, 2023.
Diversification Quotients: Quantifying Diversification via Risk Measures, SIAM Conference on Financial Mathematics and Engineering (FM23), Philadelphia, Pennsylvania, United States, June 6-9, 2023.
Diversification Quotients: Quantifying Diversification via Risk Measures, 2022 INFORMS Annual Meeting, Indianapolis, United States, October 16-19, 2022.
Diversification Quotients: Quantifying Diversification via Risk Measures, 3rd Waterloo Student Conference in Statistics, Actuarial Science and Finance, Waterloo, Canada, October 14-15, 2022.
Diversification Quotients: Quantifying Diversification via Risk Measures, 57th Actuarial Research Conference, Urbana-Champaign, United States, August 3-6, 2022.
Calibrating distribution models from PELVE, 25th International Congress on Insurance: Mathematics and Economics, Online, July 12-15, 2022.
Measuring diversification via risk measures, 2022 CORS/INFORMS International Conference, Vancouver, Canada, June 5-8, 2022.
Calibrating distribution models from PELVE, SSC 2022 Annual Meeting, Online, May 30-June 3, 2022.
Risk aggregation under dependence uncertainty and an order constraint, 2nd Waterloo Student Conference in Statistics, Actuarial Science and Finance, Online, Nov 5-6, 2021.
On VaR-ES distortion and its application in risk management, The 7th FINACT-IRAN National Conference on Financial and Actuarial Mathematics, Online, Aug 10-12, 2021.
Non-exponential discounting portfolio management with habit formation, 23rd International Congress on Insurance: Mathematics and Economics, Munich, Germany, Jul 10-12, 2019.
Time-consistent lifetime portfolio selection under smooth ambiguity, 2019 China Actuarial Theory and Application Conference, Shanghai, China, May 18-19, 2019.
Optimal Consumption, Life insurance and Investment Decision with Habit formation, The 8th Annual Conference of Financial Engineering and Financial Risk Management Branch of OR Society of China, Xian, China, Aug 25-26, 2018.