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

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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

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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

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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

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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

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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

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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

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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

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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

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Capital Guaranteed Products

Capital Guaranteed Products In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) explains how capital guaranteed products are built. Motivation for investing in capital-guaranteed products In order to invest the surplus of the … Continue reading

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