應(yīng)yl7703永利官網(wǎng)概率統(tǒng)計(jì)研究所邀請，美國佐治亞州立大學(xué)彭亮教授將于2024年7月25日上午進(jìn)行學(xué)術(shù)報(bào)告，歡迎全校師生參加。

報(bào)告題目：Arevisit of theoptimalexcess-of-losscontract

時(shí) 間：7月25日（星期四）上午10:35

地點(diǎn)：騰訊會(huì)議（會(huì)議ID：317523597）

報(bào)告摘要：Risk transfer is an effective risk management exercise that involves transferring liabilities from one or multiple risk holders (known as insurance buyers) to another or multiple insurance carriers (known as insurance sellers). Finding the optimal contact between (amongst) two (or more than two) parties has received much attention in the literature of actuarial science. An optimal reinsurance depends on a risk measure and a premium principle. This talk discusses some issues in obtaining optimal retention and its statistical inference.

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報(bào)告人簡介

彭亮教授現(xiàn)任美國佐治亞州立大學(xué)羅賓遜商學(xué)院莫里斯·格林伯格風(fēng)險(xiǎn)科學(xué)學(xué)院(Maurice R. Greenberg School of Risk Science in the Robinson College of Business at Georgia State University)精算科學(xué)講席教授(Thomas P. Bowles Chair Professor of Actuarial Science)， 主要研究領(lǐng)域?yàn)椋簶O值分析、計(jì)量經(jīng)濟(jì)學(xué)、風(fēng)險(xiǎn)分析、精算科學(xué)和共同基金管理，已在統(tǒng)計(jì)學(xué)、計(jì)量經(jīng)濟(jì)、精算學(xué)頂級(jí)期刊Annals of Statistics, Journal of American Statistical Association,Biometrika, Journal of Econometrics, Journal of Business and Economic Statistics，Insurance: Mathematics and Economics,North American Actuarial Journal,等國際知名期刊上發(fā)表了170多篇論文，出版關(guān)于重尾數(shù)據(jù)分析的專著1部。彭教授于2005年獲得了“Alexander von Humboldt Research Fellowship”，2021年獲得了“The Fulbright CY-Initiative Award”，現(xiàn)擔(dān)任精算科學(xué)頂級(jí)期刊ASTIN Bulletin的副主編，曾擔(dān)任統(tǒng)計(jì)學(xué)頂級(jí)期刊Journal of American Statistical Association、Annals of Statistics，及Statistica Sinica，Scandinavian Journal of Statistics，Extremes等期刊的副主編。彭教授是美國統(tǒng)計(jì)學(xué)會(huì)(ASA)和國際數(shù)理統(tǒng)計(jì)學(xué)會(huì)(IMS)會(huì)士(Fellow)。

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二〇二四年七月二十二日