Presentations
How does consumption habit affect the household’s demand for life-contingent claims? Department of Statistics and Actuarial Science, University of Waterloo, Jan 2019.
How does consumption habit affect the household’s demand for life-contingent claims? School of Mathematical and Statistical Sciences, Arizona State University, Jan 2019.
Optimal dynamic reinsurance policies under Mean-CVaR - a generalized Denneberg's absolute deviation principle, Department of Statistics and Actuarial Science, University of Hong Kong, Jan 2019.
Risk management with weighted VaR, Second Paris-Asia Conference in Quantitative Finance, May 2017.
Equilibrium analysis of expected shortfall, Second PKU-NUS Annual International Conference on Quantitative Finance and Economics, May 2017.
Risk management with weighted VaR, 10th Actuarial and Financial Mathematics Conference, February 2017.
Risk management with weighted VaR, Oxford-Man Institute of Quantitative Finance, April 2016.
Ranking forex traders, Mathematical Institute, University of Oxford, November 2015.