中国精算研究院

精算理论前沿发展学术报告会

发布时间:2018-12-07 09:15 浏览次数:[]

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

2018127北京

主持人:池义春

9:00—940Optimal Investment andReinsurance Strategy Selection Based on Behavior of Loss Aversion

报告人:郭文旌(南京财经大学)

9:40—10:20Asymptotic 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—11:20Equilibrium 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


Baidu
map