報告題目：Statistical estimation for some dividend problems under the compound Poisson risk model
報 告 人：張志民 教授 重慶大學
報告時間：2020年8月14日 13:30-14:30
報告地點：騰訊會議ID：194 727 288
或點擊鍊接直接加入會議：
https://meeting.tencent.com/s/i8LNLggRLlFm
校内聯系人：程建華 chengjh@jlu.edu.cn
報告摘要：
In this paper, we consider some dividend problems in the classical compound Poisson risk model under a constant barrier dividend strategy. Suppose that the Poisson intensity for the claim number process and the distribution for the individual claim sizes are both unknown. We use the COS method to study the statistical estimation for the expected present value of dividend payments before ruin and the expected discounted penalty function. The convergence rates under large sample setting are derived. Some simulation results are also given to show effectiveness of the estimators under finite sample setting.
報告人簡介：
張志民，重慶大學教授、博士生導師，重慶市學術技術帶頭人。主要研究興趣為風險管理與精算學、金融統計、金融數學模型、非參數統計等。目前已經發表SCI或SSCI論文50餘篇，且多篇發表在精算核心雜志IME、SAJ上。作為項目負責人，主持1項國家自然基金青年基金和2項面上項目，1項教育部博士點基金和2項重慶市自然基金。
