拉斯维加斯赌场全体验

精算论坛讲座 第167期—Tim Boonen (12月3日)

发布时间:2019-11-25 15:40    浏览次数:[]

龙马奋进 · 校庆70周年学术系列讲座

精算论坛讲座 第167期—Tim Boonen  (123) 

教育部人文社科重点研究基地拉斯维加斯赌场3499学术活动

精算论坛讲座 第167

(2019123)

 

报告题目:Some recent advances in optimal reinsurance


报告人:Tim Boonen

Tim Boonen is an associateprofessor in actuarial science and mathematical finance at the University ofAmsterdam. Prior to joining the University of Amsterdam in 2013, he earned hisPh.D. at Tilburg University.  His research interests include risk sharing,capital allocation, mortality risk modelling, and applications of game theoryin insurance. He has published papers in actuarial science, mathematicaleconomics and operations research. 

摘要:Risk-sharing and optimal reinsurance arrangementshave been substantially studied in the literature. Main focusses in theliterature are on generalizing objective functions and incorporating morebusiness constraints. In this talk, I will propose three recent generalizationsof the standard approaches in the literature. Those three generalizations arebased on multiple reinsurers, heterogeneous beliefs of the underlyingprobability distribution, and multiple risk environments. I will show specialcases with the for the Value-at-Risk and Tail Value-at-Risk.

 

报告时间:201912314:00--16:00


报告地点:学术会堂南楼506拉斯维加斯赌场全体验会议室

 

邀请人:池义春

 

欢迎各位老师和同学积极参加!