报告人：杨洋 教授 (南京审计大学)

时间：2025年05月09日 09:00-

地点：数统学院LD402

摘要：Consider a stylized bidimensional model in which the businesses of two companies carry the potential for investment losses and are additionally vulnerable to exogenous shocks. Under the framework of multivariate regular variation, we conduct an asymptotic analysis of several tail risk measures of each company or the two companies. Our main results explicitly demonstrate that both investment risks and shock risks, along with their interplay, may represent the driving forces for large losses.

邀请人：张志民

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