题目: Risk Management in the Fast-Changing Financial/Insurance Markets
报 告 人：Dr. Shaun Wang, FCAS,
SCOR Group Research Director
时间：2月19日（周三）上午9：30-10：30
地点：光华楼201
主办单位：光华管理学院商务统计与经济计量系
报告摘要：
From his industry and research experience, Dr. Wang will talk about the ongoing trends in risk management for financial and insurance companies. He will discuss some challenging research issues in risk measurement, capital allocation and performance evaluation. He will also discuss with the audience on how universities should react to the future growing demands for risk management professionals.
个人背景：
Dr. Shaun Wang is the Group Research Director at SCOR, a billion dollar international reinsurance company, where his current responsibilities include enterprise risk management and capital allocation. Before joining the insurance industry in 1997, he was a faculty member of actuarial science at the University of Waterloo, Canada. He is Fellow of the Casualty Actuarial Society, Associate of the Society of Actuaries, Member of the American Academy of Actuaries, and Member of the American Risk and Insurance Association. He holds an undergraduate degree in Mathematics from the Beijing University, and a doctoral degree in statistics from the University of Waterloo.
Dr. Wang has published over 30 articles on the topics of risk measurement, correlation modelling, and the pricing of risk. He has won the Best Paper Prize at the 1997 CAS Ratemaking Seminar. His "Wang transform" is becoming a popular yardstick for measuring financial and insurance risks. He has been awarded many research projects, including the high-profile "Aggregation of Correlated Risk Portfolios" for the Casualty Actuarial Society.
He has been selected as the Leader for the 2003 Thomas P. Bowles, Jr. Symposium. He currently serves on the Editorial Board for North American Actuarial Journal, ASTIN Bulletin, and Section Editor for the Encyclopaedia of Actuarial Science.
