精算理论前沿发展学术报告会
日程表
地点:中央财经大学学术会堂南楼506会议室
2018年12月7日北京
主持人:池义春
9:00—9:40:Optimal Investment andReinsurance Strategy Selection Based on Behavior of Loss Aversion
报告人:郭文旌(南京财经大学)
9:40—10:20:Asymptotic ruin probabilities for a discrete-time risk model withdependent insurance and financial risks
报告人:李津竹(南开大学)
10:20—10:40茶歇
主持人:伍慧玲
10:40—11:20:Equilibrium for Time-Inconsistent Stochastic Linear-QuadraticControl System with Jumps and Its Application to the Mean-Variance Problem
报告人:孙中洋(曲阜师范大学)
11:20—12:00Optimal investment and riskcontrol policies for insurers vs martingale method
报告人:周杰明(湖南师范大学)
12:00—14:00午饭&午休
主持人:孟辉
14:00---14:40The development review andefficiency evaluation of China’s compulsory automobile liability insurance
报告人:魏丽(中国人民大学)
14:40—15:20On an optimal constrainedmultivariate risk control, dividend distribution and capital injection problem
报告人:姚定俊(南京财经大学)
15:20—15:30茶歇
主持人:刘敬真
15:30—16:10Minimizing the Probability ofLifetime Ruin: Two Riskless Assets with Transaction Costs
报告人:梁晓青(河北工业大学)
16:10—16:50Nonparametric thresholdestimation for a spectrally negative Lévy process based on high frequency data
报告人:尤洪龙(曲阜师范大学)
16:50—17:30Optimal insurance with background risk: An analysisof general dependence structures
报告人:池义春(中央财经大学)
18:00—19:30晚饭