Liu Bie Ju
Centre for Mathematical Sciences
City University of Hong Kong
Mathematical Analysis and its Applications
Colloquium
Organized by Prof. Philippe G. Ciarlet and Prof. Roderick Wong
Ruin Theory: Development and Problems
by
Hailiang Yang, Associate Professor
Department of Statistics and Actuarial Science,
The University of Hong Kong
Date: April 28, 2004 (Wednesday)
Time: 3:30 pm to 4:30 pm
Venue: Room B6605 (Faculty Conference Room)
Blue Zone, Level 6
Academic Building
City University of Hong Kong
Abstract: In this talk, I will give an introduction to the ruin theory. I will first briefly introduce the classical work of Lundberg and Cramer. A survey of the two main approaches, namely renewal theory and the martingale method in ruin theory, will be discussed. I will briefly describe various insurance risk models in the literature and the Lundberg inequality for ruin probability under these models. Some main results, including the Lundberg type inequality, for the severity of ruin, the distribution of surplus before ruin, and the joint distribution of surplus before and after ruin will be presented. Finally, I will mention some research problems in this area.
(Tea, coffee and cookies will be provided at the Faculty Common Room in B6501 before the colloquium from 3:00 to 3:30 pm. Please come and join us!)
** All interested are welcome **
For enquiry: 2788-9816
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