Canadian Scholar Giving a Report in our University

On the invitation of associated Professor Wu Shujin of our School of Finance and Statistics, associated Professor of Department of Statistics and Precise Calculation of Waterloo University  Cai Jun gave us an academic report titled Risk Measurement and Copulas and Their Application in the Risk Management of Insurance and Credit on December 23rd.

In the report, associated Professor Cai took his own experience as an example to introduce risk measurement and copulas theory systematically, including the principles of risk measurement, expectation of the end conditions, and the related models of Copula. He also explained some issues about the method and drawbacks of the classical risk measurement, the latest method of risk measurement, and the conception and nature of Copula functions and their application in risk management.