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- Copula
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Author Archives: Shengyu ZHENG
Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market
Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged CSI 300 index, EVT, Extreme returns, Extreme risk, Tail modelling
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Extreme returns and tail modelling of the Nikkei 225 index for the Japanese equity market
Extreme returns and tail modelling of the Nikkei 225 index for the Japanese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged EVT, Extreme returns, Extreme risk, Nikkei 225 index, Tail modelling
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Extreme returns and tail modelling of the FTSE 100 index for the UK equity market
Extreme returns and tail modelling of the FTSE 100 index for the UK equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged EVT, Extreme returns, Extreme risk, FTSE 100 index, Tail modelling
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Copula
Copula In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) presents copula, a statistical tool that is commonly used to model dependency of random variables. Linear correlation In the world stacked with various … Continue reading
Posted in Contributors
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Extreme returns and tail modelling of the EURO STOXX 50 index for the European equity market
Extreme returns and tail modelling of the EURO STOXX 50 index for the European equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of … Continue reading
Extreme returns and tail modelling of the S&P 500 index for the US equity market
Extreme returns and tail modelling of the S&P 500 index for the US equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged EVT, Extreme returns, Extreme risk, S&P 500 index, Tail modelling
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Les distributions statistiques
Distributions statistiques : variable discrète vs variable continue Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole – Master in Management, 2020-2024) explique les distributions statistiques pour des variables aléatoires discrètes et continues. Variables aléatoires discrète et continue Une … Continue reading
My experience as Actuarial Apprentice at La Mutuelle Générale
My experiences as Actuarial Apprentice at La Mutuelle Générale In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) shares his professional experience as Actuarial Apprentice at La Mutuelle Générale . About the company … Continue reading
Posted in Contributors, Professional experiences
Tagged Actuarial science, Health insurance, Insurance
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La Directive Solvabilité II
Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole – Master in Management, 2020-2023) présente la directive Solvabilité II pour les compagnies d’assurance. Vue globale Solvabilité II (surnom de la Directive 2009/138/CE du Parlement européen et du Conseil du … Continue reading
Posted in Contributors, Financial techniques
Tagged Capital requirement, Insurance, Regulation, Solvency 2
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