报告题目：报告题目：具有时间相依次指数索赔的延迟风险模型的渐近估计

报告人：鲁大伟(大连理工大学教授)

报告时间：2023年10月19日20:00-21:00

报告地点：腾讯会议（ID： 515 589 084

摘要:

   Consider a by-claim risk model with a constant force of interest, where each main claim mayinduce a by-claim after a random time. We propose a time-claim-dependent framework, that incorporatesdependence between not only the waiting time and the claim but also the main claim and the correspondingby-claim. Based on this framework, we derive some asymptotic estimates for the finite-time ruin probabilitiesin the case of subexponential claims. We also provide examples and verify the assumptions on dependence.Numerical studies are conducted to examine the performance of these asymptotic formulas..

报告人简介： 鲁大伟，大连理工大学教授，博士生导师。2004年毕业于大连理工大学，获学士学位；2009年毕业于大连理工大学，获博士学位。主要研究方向：极限理论、精细大偏差，破产概率，概率不等式等。在国内外学术刊物Insurance: Mathematics and Economics，Journal of Theoretical Probability, Statistics & Probability Letter, Methodology and Computing in Applied Probability等传统概率杂志上发表学术论文数十篇。负责主持国家自然科学基金，青年项目一项，面上项目两项。承担校企合作产学研横向课题多项。目前分别担任中国现场统计研究会教育统计与管理分会, 统计交叉科学研究分会理事。