时间🎪📖：2018年11月26日(周一)下午16:00-17:00
地点：中北校区理科大楼A1716报告厅
题目👉：Optimal dividend and risk control strategies for insurer under different premium principles
主讲人：Dingjun Yao（Nanjing University of Finance and Economics）
摘要：
In recent years the optimal dividend and risk control problem has attracted many attentions. It usually assumes that the insurer can control the surplus process dynamically by paying dividends, injecting capital and purchasing reinsurance. This report adopts several different premium principles to describe the different risk attitudes of reinsurers. The focus is to find the optimal joint strategies for maximizing the insurance company's value. We will discuss the different forms of optimal strategies under some common premium principles. The influence of transaction costs and terminal value at the time of bankruptcy are considered.