报告题目: 精算保险漫谈百问百答 报告人: 陈平(澳大利亚墨尔本大学)摘要: 什么是精算?什么是保险?是不是傻傻分不清楚?什么样的同学适合学精算?渠道有哪些?精算果真很难吗?精算的理论基础是什么,什么是大数定理和为什么要用它?精算毕业后去哪里...[详细]
报告(一)报告题目: Optimal reinsurance control under continuous time models报告人: 孟辉(中央财经大学) 摘要: Based on a class of premium principle (including exponential premium principle, expected value premium principle and variance pr...[详细]
报告题目:Asymptotic Log-Harnack Inequality and Applications for Stochastic Systems报告人:鲍建海 副教授报告摘要:The asymptotic log-Harnack inequality is established for several kinds of models on stochastic differential systems with ...[详细]
报告题目:Valuation of Risk-Based Premium of DB Pension Plan with Terminations报告人:钱林义 教授报告摘要:This paper concentrates on the premium valuation of pension insurance provided by the Pension Benefit Guaranty Corporation (PBGC...[详细]
报告题目: 漫谈随机分析的理论与应用 报告人: 王凤雨教授 报告摘要: 作为概率论与纯数学的交叉学科,随机分析在基础研究和应用领域发挥着越来越重要的作用。基于报告人的知识基础和研究兴趣,简要介绍以下几个方面内容:1)鞅论与随机微分方程的起源和应用...[详细]
报告题目:Semiparametric Efficient Estimation for Semiparametric Exponential Family via Profile Likelihood报告人:林路 教授报告摘要: Semiparametric exponential family is an extension of the parametric exponential family to the case with...[详细]
报告题目: Weak convergence to the Rosenblatt sheet报告人: 申广君 教授报告时间: 2018年9月7日下午3:00—4:00报告地点:伟德bv1946官网会议室报告摘要:In this talk, we study the problem of the approximation in law of the Rosenblatt sheet. We prove...[详细]
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:6月1日上午10:30-11:30报告地点: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 oc...[详细]