首页 > 正文

周晓文教授学术报告

发布时间:2018-05-30来源:伟德bv1946官网 浏览次数:

报告题目How long does the surplus stay close to its previous maximum?

 

报 告 人:周晓文教授

 

报告时间61日上午10:30-11:30

 

报告地点伟德bv1946官网213报告厅

 

主办单位伟德bv1946官网

 

报告摘要: In this talk we find the Laplace transforms of weighted occupation times for a spectrally negative Levy surplus process to spend below its running maximum up to the first exit times. The results are expressed in terms of generalized scale functions for the spectrally negative Levy surplus process. For step weight functions, the Laplace transforms can be further expressed in term of scale functions.

 

报告人简介1999年于美国加州大学Berkeley分校获得统计学博士学位。现为加拿大Concordia大学终身教授。主要研究方向为测度值随机过程和Levy过程及其在风险理论的应用。在Bernoulli、Jounal of Differential Equations、 Stochastic Processes and Their applications等国际期刊上发表论文20余篇。

 

关闭 打印责任编辑:陈晓婷

友情链接