教育部人文社科重点研究基地中央财经大学中国精算研究院学术活动

精算论坛第142期讲座-周晓文

(2018年6月19-20日)

短期课程题目：Gerber-Shiu Risk Theory

短期课程时间：2018年6月19-20日（周二、周三）上午09:00—12:00

报告人：Xiao-wen Zhou

Dr. Xiao-wen Zhou is a full professor in the Department ofMathematics and Statistics at Concordia University. Prof. Zhou received hisPh.D. in statistics from University of California at Berkeley in May 1999.After graduation, he held a postdoctoral fellow at University of BritishColumbia from August 1999 to June 2001 before joining Concordia University in July 2001. Now, his researchinterests include Levy processes and their applications in actuarial andfinancial mathematics. Together with his co-authors, Prof. Zhou has beenpublishing a lot of papers in the well-known journals such as Journal ofApplied Probability, Risk, Statistics and Probability Letters, Insurance:Mathematics and Economics, Methodology and Computing in Applied Probability,etc. His research has been financially supported by National Science Foundationof China Grant for Key Research Projects (No. 11731012), NSERC Research GrantRGPIN-2016-06704, etc.

短期课程简介：This course gives abrief introduction of fluctuation theory for spectrally negative Levy processes.It covers topics including Levy-Khintchine formula, Wiener-Hopf factorization,scale functions and exit problems for spectrally negative Levy processes. Someapplications in risk theory will be discussed. The lectures are based onGerber-Shiu Risk Theory authored by Andreas Kyprianou.

报告地点：中央财经大学学术会堂南楼506（精算院会议室）

欢迎各位老师和同学积极参加！