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Actuarial Modelling from a Personal Perspective and via an Example

作者: 发布时间:2022-09-23 点击数:
主讲人:林小东
主讲人简介:

林小东博士现任多伦多大学统计系正教授,从事精算学研究。研究方向包括破产理论,可变年金定价和风险管理,混合模型在非寿险中的应用,有效随机模拟在大型保险组合中的应用,以及非线性回归模型在车险的应用。已在国际性精算学和应用数学杂志发表70余篇论文。曾任管理科学杂志(Management Science)编委和北美精算杂志(North American Actuarial Journal)副主编。目前担任精算学杂志Insurance:Mathematics and Economics(IME)主编。IME是唯一被澳大利亚商学院院长理事会评为A*杂志的精算学杂志。

主持人:赵正堂
讲座简介:

We actuarial modelers often do not give much thought to actuarial modelling. Instead, we tend to focus on actuarial models and their mathematical and technical aspects, and on how they are applied to insurance. However, in my view we might want to pay a lot more attention to the process of modelling and ask ourselves what kind of models that may reproduce the characteristics of the data we intend to fit, what properties we want a model to have, and if we do select a model how useful it is in insurance practice (to name a few), before analyzing a specific model. In this talk, I will share some of my thoughts on actuarial modelling and use a modelling example to elaborate these thoughts.

时间:2022-09-23(Friday)10:10-11:40
地点:经济楼D236
讲座语言:中文
主办单位:太阳成tyc7111cc、王亚南经济研究院、邹至庄经济研究院
承办单位:太阳成tyc7111cc金融系
期数:2022-2023学年秋季学期第1讲
联系人信息:巫启明,电话:0592-2183588,邮箱:finance@xmu.edu.cn
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