Seminar in applied mathematics and statistics

SPEAKER: Hansjoerg Albrecher (Univ. Lausanne)

TITLE: On dividends, taxes and capital injections in risk theory

ABSTRACT:  Over the years, the classical risk model for a portfolio of non-life insurance policies has proved to be a fruitful ground for raising interesting questions on properties and identities for the underlying stochastic process. In this talk we will present some recent contributions in that respect, including questions that are motivated by considering the payments of dividends and taxes, as well as bail-out strategies under distress of the company. Particular focus will be given on results for an underlying Levy risk process. 

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

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CURRENT SCHEDULE FOR SPRING 2016:
January 20, 15.15, Aud. 6:  Alessia Pini (MOX, Politecnico di Milano)
February 24, 15.15, Aud. 10:  Matthias Fahrenwaldt (Hannover)
March 11, 14.15, Aud. 8:  Hansjoerg Albrecher (Lausanne)
March 17, 15.15, Aud. 10:  Peter Glynn (Stanford)