统计与数学金融讲座
报告题目：Recent Developments in Capital Requirements for Insurance Companies
报 告 人: Professor Harry H. Panjer
Department of Statistics and Actuarial Science,
University of Waterloo
President, Society of Actuaries（SOA）
报告时间：12月11日（本周三）上午10：30-11：30
报告地点：光华楼202
主办单位：光华管理学院商务统计与经济计量系
数学科学学院金融数学系
Abstract:
In recent years, much attention has been paid to developing better models and methods for determining much capital is required to support an insurance enterprise. This talk will focus on three aspects of this work: modeling dependence between business units, risk measures appropriate for capital determination and allocation of total capital to lines of business.
