报告人：袁锦泉教授 香港大学
报告题目：Actuarial studies for the insurance risk model with thinning dependence
时 间：2015年10月14日 (星期三) 10:00
地 点：旗山校区理工北楼601报告厅
主 办：数学与计算机科学学院
参加对象：概率统计方向老师和研究生
报告摘要：In practice, an insurance company usually has several classes of business which are more or less correlated with each other. In view of the complex nature of modern insurance products, research on modeling dependent classes of business has become an important topic in the actuarial literature. This talk discusses the so-called risk model with thinning dependence proposed by Wang and Yuen (2005) [Insurance:Mathematics and Economics, 36(3), 456-468]. A special case of this model is the frequently-used common shock risk model. Based on the thinning dependence, a few major actuarial issues including ruin analysis, optimal dividend and optimal reinsurance are considered.
专家简介：YUEN KAM CHUEN(袁锦泉)，香港大学统计与精算系教授，北美准精算师(ASA)，著名统计学期刊Computational Statistics and Data Analysis 的副主编 (2005年至今)，国际统计学会会员(Elected Member of the International Statistical Institute)。长期从事保险风险理论、精算科学和统计学等方面的研究，在精算、概率和统计等国际学术期刊上发表论文70多篇，已主持完成四项香港政府基金项目，目前正主持一项北美精算师协会基金项目(281490美元)和一项香港政府基金项目(423562港币)。
