周宪:Introduction to Credibility Theory

时间:2018-04-24浏览:10设置

时间:4月27日(本周五)下午1点-2点

地点:统计楼103
报告人:Xian Zhou,Department of Actuarial Studies and Business Analytics,Macquarie University, Sydney Australia

报告题目:Introduction to Credibility Theory
报告简介:The credibility theory aims to assess and predict future risks based on the information from both individual’s own claim experience and the relevant population of policyholders. It uses the Bayesian methodology and best linear approximation to derive simple but attractive formulae to calculate risk premiums.
This talk will introduce basic concepts and ideas of the credibility theory in three sections:
 1. The greatest accuracy credibility theory;
 2. The B¨uhlmann and B¨uhlmann-Straub models; 
 3. The empirical Bayes estimation.
 Topics include the concept of credibility; the Bayesian premium; the credibility premium; the B¨uhlmann model; the B¨uhlmann-Straub model; empirical Bayes estimation of structural parameters.

报告人简介:周宪于1971年离开中学后在徐汇区药材公司工作,直至1977年恢复高考后入读上海交通大学。1982年毕业获得应用数学学士。1983年赴美国加州圣巴巴拉大学攻读硕博学位,1984年获统计学硕士,1988年完成数学统计专业博士学位。周宪完成学业后先后在西澳大学,香港理工大学和麦考瑞大学担任讲师,高级讲师和副教授,目前在麦考瑞大学精算与商业分析系主讲精算学课程。他的研究方向包括生存分析,随机调度和精算学。先后在统计,运筹和精算专业的国际期刊上发表过一百多篇合作学术论文。

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