一、短期课程:
课程名称:Credibility theory and estimation methods for premiums
课程内容:
1.Review of statistical concepts: mixture distributions, conditional expectations, conditional variance, Bayesian estimation.
2.Credibility theory: limited fluctuation credibility theory, greatest accuracy credibility theory, Bayesian premium, credibility premium, Buhlmann model, Buhlmann-Straub model, exact credibility.
3.Estimation methods for premiums: Nonparametric estimation, semi-parametric estimation, parametric estimation.
时间:2015年6月28日(星期日)8:30-12:00/14:30-18:00
地点:燕山校区一号教学楼1505教室
二、学术报告:
报告名称:Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
报告简介:We propose new risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. We show that the proposed risk measures satisfy many desired properties. These new risk measures generalize the expected shortfall, the expectile, and the Dutch risk measure, and they provide new ways to generate feasible and practical coherent risk measures. The talk is based on joint works with Tiantian Mao.
时间:2015年6月29日 15:00-16:30
地点:燕山校区四号楼4616报告厅
讲学人简介:蔡军,加拿大滑铁卢大学统计与精算系教授、中央财经大学中国精算研究院海外名师教授、加拿大统计协会会员以及美国风险与保险协会会员。主要研究方向包括应用概率、精算学、投资和再保险的风险分析,数量风险管理,破产理论,随机相依性和随机序,保险和金融领域的随机建模等。已主持多项加拿大自然科学与工程研究基金项目,曾获加拿大精算师协会最杰出论文奖,加拿大创新基金会新机遇基金奖, 加拿大国家自然科学与工程研究理事会博士后奖学金。
欢迎全校师生参加。
统计学院
保险学院
2015年6月25 日