Recent Advances in Actuarial and Quantitative Finance

Room

Science B (

) -

146

Date and Time

Tue, 05/28/2019 - 13:30 - Tue, 05/28/2019 - 15:00

Presentations in this Session

Title	Time
How Are Dividend Payments Affected by Parisian Ruin?	13:30:00 - 14:00:00
How Are Dividend Payments Affected by Parisian Ruin?	13:30:00 - 14:00:00
Risk-Control Strategies	14:00:00 - 14:30:00
Risk-Control Strategies	14:00:00 - 14:30:00
A General Framework for Modelling PD-LGD Correlation in Loan Portfolios: Some Interesting Observations	14:30:00 - 15:00:00
A General Framework for Modelling PD-LGD Correlation in Loan Portfolios: Some Interesting Observations	14:30:00 - 15:00:00