Quantile Processes for Risk Analysis in Finance and Insurance

Explore a 45-minute lecture on quantile processes and their applications in risk analysis for finance and insurance sectors. Delve into advanced mathematical concepts presented by Andrea Macrina from University College London. Gain insights into cutting-edge research in quantitative finance as part of the 2022-2023 Quantitative Finance Seminar series hosted by the Fields Institute. Discover how these sophisticated statistical tools can be leveraged to assess and manage risk in financial and insurance contexts. Access additional details and the full abstract to enhance your understanding of this complex topic in mathematical finance.

Quantile Processes for Risk Analysis in Finance and Insurance