Research Seminars and Forums

banner

Department Research Seminar: Capital-Allocation-Induced Risk Sharing

The Department of Mathematics, Statistics and Insurance recently organized a research seminar on the topic of “Capital-Allocation-Induced Risk Sharing”. The seminar, held on 23 April 2026, featured Dr. Alfred Chong, an Associate Professor from Department of Statistics and Actuarial Science, School of Computing and Data Science, The University of Hong Kong, as the guest speaker.

The seminar introduced a novel class of risk-sharing rules by examining the intrinsic connection between capital allocation and risk sharing. Dr. Alfred Chong explained that while capital allocation involves the ex-ante distribution of capital across different business lines within a corporation—taking into account the interrelationships among individual risks and the overall aggregate risk—risk sharing refers to the arrangement of distributing risks among a group of participants before outcomes are realized.

The seminar attracted over 20 students and faculty members from the department and beyond. Participants had the opportunity to engage in meaningful discussions with Dr. Alfred Chong, fostering a collaborative environment for further exploration of the topic. We sincerely express our gratitude to Dr. Alfred Chong for sharing her valuable insights and expertise during the seminar.


Copy Html