短期课程：An Introduction to Computational Risk Management of Equity-Linked Insurance

主讲人：冯润桓 教授 （美国伊利诺依大学香槟分校， FSA， CERA）

时间一： 2018年5月28日 下午4:00—6:00

地点： 威斯尼斯人沙河校区主教406教室

时间二：2018年5月29日 下午2:00—4:00

地点：威斯尼斯人沙河校区4号楼报告厅107

主讲人简介：

Dr. Runhuan Feng is an Associate Professor and the Director of Actuarial Science at the University of Illinois. He is a Fellow of the Society of Actuaries and a Chartered Enterprise Risk Analyst. He is also the State Farm Companies Foundation Scholar in Actuarial Science. Dr. Feng has published extensively on computational techniques of risk metrics for investment-combined insurance products. Most recently, he was commissioned by the Society of Actuaries to conduct the rst North America industry-wide survey on nested stochastic modeling and performed subsequent research study to create resources for financial reporting actuaries on computational methods to speed up nested simulations.

课程内容包括：

Monte Carlo simulations of investment guarantees；

No arbitrage pricing versus actuarial pricing;

Dynamic hedging based risk management;

Risk measures based risk management;

Regulatory capital requirement and allocation;

Advanced computational methods;

Nested stochastic modeling.

[编辑]：孙颖