报告题目:Optimal investment and reinsurance strategies under 4/2 stochastic volatility model 报告时间:2021年11月11日下午15:00-16:00报告地点:腾讯会议 ID:914 562 161报告摘要:In this talk, we consider a mean-variance investment-reinsur...[详细]
报告题目:Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times时间:2021年11月9日下午15:00-16:00地点:腾讯会议 ID:132 323 885报告摘要: In this paper, the classical compound Poisson model under period...[详细]
报告(一):Unifying inference for linear regression with near-integrated variables时间:2021年10月1日9:00-10:00地点:腾讯会议681828077报告摘要:In linear time series regression, for least square estimators, there is a discrepancy in the...[详细]
报告题目:Bowley Reinsurance under Distortion Risk Measures时间:10月7日 10:30-11:30地点:统计学院213报告厅报告摘要: The Bowley solution refers to the optimal pricing density for the reinsurer and optimal ceded loss for the insurer whe...[详细]
报告(一):On the explosion of the number of fragments in the simple exchangeable fragmentation-coalescence processes.时间: 9月24日 9:00-10:00地点: 腾讯会议 ID 号:809 992 067报告摘要: We consider the exchangeable fragmentation-coa...[详细]
报告人:刘民千 南开大学英才教授 报告地点:统计学院213会议室 主办单位:统计学院 报告(一) 报告题目:统计试验设计漫谈 报告摘要:统计学是收集和分析数据的艺术与科学,而试验设计则是统计学中开发最早、影响最大的分支之一,为现代...[详细]
报告人:林路 教授 报告地点:统计学院213室主办单位:统计学院报告(一)报告题目:Online Updating Statistics for Heterogenous Updating Regressions via Homogenization Techniques报告摘要:We propose a homogenization strategy to represent th...[详细]
报告题目:Fully Bayesian Inference for Structured Elastic Net报告人:王海斌 教授 报告摘要:Structured elastic net is a rather general and flexible technique of regularization and variable selection, which includes the elastic net, the ...[详细]