讲座主题：Recent Advances in Optimal Reinsurance Designs

主讲人：Jun Cai （加拿大滑铁卢大学统计与精算系终身教授）

个人主页：http://sas.uwaterloo.ca/~jcai/

讲座摘要：Reinsurance is an important risk management tool. In a reinsurance contract, an insurer and a reinsurer will share a risk or loss. The insurer will retain the part of the risk and the reinsurer will cover the rest of the risk. An interesting question in designing a reinsurance contact is to find an optimal contract from an insurer's perspective or from a reinsurer's perspective or from the interests of both an insurer and a reinsurer. Recently, risk measures have been extensively used in optimal reinsurance designs. In this talk, we will review some common risk measures and optimization criteria for optimal reinsurance designs and present recent advances in optimal reinsurance designs.

主办单位：356体育官方网站中国精算研究院

讲座时间：2013年12月18日 （星期三） 18:00—20:00

地点：学术会堂706

[编辑]：孙颖