Seminarier i Matematisk statistik
För mer information, kontakta Torkel Erhardsson.
- Se också program för The LiU Seminar Series in Statistics and Mathematical Statistics.
Tisdag 21 februari 2017, Alex Teterukovsky, If Skadeförsäkring
Talare: Alex Teterukovsky, If Skadeförsäkring
Titel: Non-life (re)insurance pricing: an introduction
Tid och plats: Tisdag 21 februari 2017, Hopningspunkten, 15.15-16.15
Sammanfattning: Insurance is about transferring risks between parties. A party who assumes a risk or a portfolio of risks is normally compensated by the other so-called ceding party. We will look into principles for how this compensation is calculated from both sides. The seminar will cover risk-based pricing of single risks, as well as portfolios of risks, both from the perspective of the insured and from that of the insurer.
Special attention will be given to reinsurance pricing, i.e. the transfer of risks from the insurer to other insurers. The seminar will focus on practical issues insurance companies face in their daily work.
Take your pens with you, as we'll try to have a hands-on pricing exercise, if time permits.
Måndag 20 mars 2017, Serik Sagitov, Matematisk statistik, Chalmers
Talare: Serik Sagitov, Matematisk statistik, Chalmers
Titel: Galton-Watson processes with the expectation kernel having an atom
Tid och plats: Måndag 20 mars 2017, Hopningspunkten, 15.15-16.15
Sammanfattning: Branching processes with infinitely many types are usually studied under the assumptions of the Perron-Frobenius theorem for the expectation kernels. The Perron-Frobenius eigenvalue then gives the growth rate of the process allowing to distinguish between subcritical, critical, and supercritical reproduction regimes.
We consider Galton-Watson processes with a general type space whose expectation kernels have a particular structure, ensuring the existence of an embedded single-type branching process. The mean offspring number of the embedded process can be used as a criticality gauge for the multi-type Galton-Watson process even outside the Perron-Frobenius zone.
The talk will be given on a level suitable for Ph.D. students.
Senast uppdaterad: Wed Feb 15 15:47:51 CET 2017