报告人：李婧超 副教授（深圳大学）

时间：2024年11月15日 09:30-

地点: 数统学院LD402

摘要：Prevention plans as proactive risk management tools can provide new approach for insurance company to manage its risk. The prevention strategies have been studies along with other traditional risk control tools, such as reinsurance. This combination of risk management tools enables insurance companies to better monitor business conditions and effectively manage capital. First, optimal prevention strategy and optimal reinsurance have also been considered for Mean-Variance objective of surplus under the classical risk model. We have obtained the closed form for optimal reinsurance level and semi-closed form for optimal prevention strategies for three form of prevention strategies. Then, the optimal risk management has been investigated under minimising ruin probability objective for the dependent-structure risk model. Some numerical examples have been performed to examine the effects of reinsurance and preventive strategies on survival probability and mean-variance objective, respectively. We have found that the joint influence of prevention plans gives the best objective function under Mean-Variance criteria.

邀请人：张志民

欢迎广大师生积极参与！