【Topic】Sequential Monte Carlo Samplers for Capital Allocation under Copula-Dependent Risk Models

【Speaker】Dr Gareth W. Peters, Assistant Professor, Department of Statistical Science, University College London (UCL), UK

【Time】November 5, Wednesday, 14:30-16:00

【Venue】Room 385, Weilun Building, Tsinghua SEM.

【Organizer】China Center for Insurance and Risk Management (CCIRM); Department of Finance