报告人:郭先平 中山大学教授
报告题目:The minimization risk-probability in dividend problems
报告时间:2021年4月23日(周五) 上午10:00
报告地点:静远楼1506学术报告厅
报告人简介:
郭先平,中山大学教授,博士生导师,国家杰出青年科学基金获得者,广东省珠江学者特聘教授。1996年于中南大学获博士学位(概率统计专业),2002于中山大学晋升为教授,2003年在中山大学被聘为博士生导师并入选教育部优秀青年教师资助计划,2004年入选教育部新世纪优秀人才支持计划,2008年在国际会议“The 7-th WCICA”上获优秀论文奖. 现任国际(SCI)杂志 Advances in Applied Probability、Journal of Applied Probability、Science China Mathematics、以及中文期刊 《中国科学:数学》、《应用数学学报》和《运筹学学报》的编委。
报告摘要:
This talk concerns with a discrete time optimal dividend problem. Different from the expected discounted dividends in the existing literature, our emphasis is the risk-probability that total discounted dividends of an insurance company do not reach a given dividend goal before ruin. We will show conditions for the existence and computation of an optimal dividend policy that minimizes the risk-probability, identify some properties of the minimization risk-probability in the dividend problem, and characterize the structure of optimal dividend policies. Moreover, we demonstrate our main results with an example.