Seminar in applied mathematics and statistics

SPEAKER: Mario Wüthrich (ETH Zürich): 

TITLE: From Ruin Theory to Solvency in Non-life Insurance

ABSTRACT: 
We start from ruin theory considerations in the classical Cramer-Lundberg process. These considerations will be modified step by step so that we arrive at today's modern solvency assessments for non-life insurance companies. These modifications include discussions about time horizons, risk measures, claims development processes, financial returns and valuation of insurance liabilities.

Tea and chocolate will be served in room 04.3.15 after the seminar.