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Lévy processes in collective risk theory

Jevgenijs Ivanovs
(Department of Mathematics, Aarhus University)
Wednesday, 18 January, 2017, at 13:15-14:00, in Aud. D1 (1531-113)
In this talk I will provide an introduction to applied probability models in risk theory. After presenting classical results, I will proceed to some intriguing recent observations. The focus will be on structural probabilistic identities concerning dividends, capital injections and various ruin concepts, including Parisian ruin and ruin declared by an independent Poissonian observer.

This talk aims at a general mathematical audience, and hence specialized technical material will be avoided.
Contact person: Niels O. Nygaard