报告人:胡亦钧(武汉大学)

　　报告题目：Multivariate convex risk statistics with scenario analysis

　　报告摘要：In this talk, we introduce three new classes of multivariate risk statistics, which can be considered as data-based (or empirical) versions of multivariate risk measures. These new classes are multivariate convex risk statistics, multivariate comonotonic convex risk statistics and multivariate empirical-law-invariant convex risk statistics, respectively. Representation results are provided.

　　This talk is based on a joint work with Prof. Wei Liu and Dr. Linxiao Wei

　　报告人简介：武汉大学数学与统计学院教授，研究方向为概率论大偏差理论及其应用、保险数学、金融数学等领域。

　　报告时间：2019年4月22日(星期一)上午10:30-11:30

　　报告地点：科技楼南702室