Taehan Bae, University of Regina

Research

catastrophic loss copula dependence structure expected shortfall extremes mixture models multivariate risk measure quantitative risk analysis

Latest funding

Statistical modelling and measuring risks in banking and insurance
NSERC · 2022 · Principal investigator
$54,000
Statistical modelling of extreme values and dependence in quantitative risk analysis
NSERC · 2019 · Principal investigator
$45,000
Topics in portfolio credit risk and operational risk: dependence/stress modeling and robust estimation
NSERC · 2013 · Principal investigator
$90,000

All 3 grants and awards

Statistical modelling and measuring risks in banking and insurance

Principal investigatorNSERC2022Discovery Grants Program - Individual

Principal investigators: Bae, Taehan

Keywords: quantitative risk analysis; extremes; dependence structure; copula; catastrophic loss; mixture models; multivariate risk measure; systemic risk; value at risk; expected shortfall

$54,000

Statistical modelling of extreme values and dependence in quantitative risk analysis

Principal investigatorNSERC2019Discovery Development Grant

Principal investigators: Bae, Taehan

$45,000

Topics in portfolio credit risk and operational risk: dependence/stress modeling and robust estimation

Principal investigatorNSERC2013Discovery Grants Program - Individual

Principal investigators: Bae, Taehan

$90,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their NSERC grant from 2022

Subject: Prospective PhD student: catastrophic loss Dear Professor Bae, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on catastrophic loss connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Statistical modelling and measuring risks in banking and insurance" (2022), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]