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
精算论坛讲座第143期-钱林义(7月2日)
报告题目：Valuation of Risk-Based Premium of PrivatePension Plan with Termination
报告时间：2018年7月2日(周一)下午2:30—3:30
报告人：钱林义教授（华东师范大学统计学院）
钱林义，男，华东师范大学统计学院教授，中国工业与应用数学学会保险精算青年专业委员会主任，研究方向为概率统计，保险精算。发表论文40余篇，其中20多篇论文被SCI、SSCI期刊检索，专著1本，主持国家课题3项，省部级课题5项。曾获上海瑞士再保险精算科学奖三等奖、第十一届全国统计科研优秀成果奖二等奖、上海市优秀博士论文奖等奖项。
摘要：
This paper concentrates on the premium valuationof pension insurance provided by the Pension Benefit Guaranty Corporation(PBGC). As a reinsurance avenue, defined benefit plan sponsor gets protectionfrom the PBGC in case that the pension fund fails to make pension payments aspromised or that the plan sponsor does not stay in business any longer.Different from the previous works, we consider a more realistic model andmanage to obtain closed-form pricing formulas. We dynamically evaluate therisk-based fair premium according to the performance of pension fund andsponsor asset. Our paper takes into account not only economic environment, butalso different premium designs in terms of different specifics of sponsorcompany and pension fund. Numerical simulations are carried out to demonstrate ourresults.
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！
