活动地点：

活动类型：研究生课程

主讲人：

活动时间：

活动内容：December 15, Morning (Monday)                           地点：数学中心五楼演讲厅

9:00-10:00                 R. Norberg教授专题演讲
10:20-11:20                R. Norberg教授专题演讲

December 15, Afternoon                                 地点：数学中心五楼演讲厅

14:00-15:00                R. Norberg教授专题演讲
15:20-16:20                R. Norberg教授专题演讲



December 16, Morning  (Tuesday)                  地点：数学中心五楼演讲厅

9:00-10:15                 R. Norberg教授专题演讲
10:30-11:45                R. Norberg教授专题演讲

December 16, Afternoon           地点：数学中心210办公室（Office 210）

14:30-16:00                      答疑时间（Office Time）




December 17, Morning (Wednesday)            地点：数学中心五楼演讲厅

9:00-10:15                 R. Norberg教授专题演讲
10:30-11:45                R. Norberg教授专题演讲

December 17, Afternoon                                 地点：数学中心五楼演讲厅

14:00-15:15                R. Norberg教授专题演讲
15:30-16:45                R. Norberg教授专题演讲





December 18, Morning (Thursday)                 地点：数学中心五楼演讲厅

9:00-10:15                 R. Norberg教授专题演讲
10:30-11:45                R. Norberg教授专题演讲




演讲内容：
Professor R. Norberg就以下专题作系列演讲：
Risk and Stochastics in Life Insurance:
1. Introduction.
2. Payment streams and interest
3. Mortality.
4. Insurance of a single life.
5. Markov chains in life insurance.
6. Safety loadings and bonus.
7. Life history statistics.
8. Payments and intensities depending on state duration
9. Financial mathematics in insurance.

Ragnar NORBERG is Professor of Statistics in London School of Economics. He received his PhD in 1989 from University of Oslo. He was Associate Professor of Statistics at the University of Oslo from 1974 to 1980. Since 1980, he has been full Professor of Statistics / Insurance Mathematics, first at the the University of Oslo and then at the University of Copenhagen, and now in the London School of Economics. During his career, Norberg has received many honors. He was elected to Socio Corrispondente of Italiano degli Attuari in 2002, and Honorary Fellow of the Institute of Actuaries in 1999. He also got the David Garrick Halmstad Memorial Prize for best paper in actuarial science (Society of Actuaries, USA). He wrote following paragraph about his research interests:
“Certain forms of uncertainty make life interesting but less safe. I was always intrigued by the various forms of risk that are associated with human life and activity and how they can be mitigated for the individual by contractual risk exchange between two or more parties. Certain forms of certainty make life interesting and more safe. I was always attracted to mathematics because it allows of statements that are non-trivial and still indisputably true. These two areas of interest synthesize perfectly into actuarial/financial mathematics, which gives precise contents to notions of risk and develops methods for measuring and controlling it. I work broadly in life and non-life insurance mathematics and general risk theory, in the interface between these actuarial disciplines and mathematical finance, and with associated probabilistic and statistical problems. Here are some keywords for my current research:
o Optimal stochastic control in life insurance
o Dynamical sensitivity analysis in insurance and finance
o Ruin problems with stochastic interest
o Heterogeneity models in life insurance
o Selection phenomena in life insurance
o Numerical methods in insurance and finance
o Counting processes in financial mathematics
o Variance component estimation in linear empirical Bayes models (credibility)”