Webinar “Two-dimensional ruin probability for subexponential claim size”

The Working Group on Risk - CREAR, with the support of the IDS dpt , Institut des Actuaires, LabEx MME-DII and the group BFA-SFdS, has the pleasure to invite you to the seminar by:

Prof. Sergey FOSS, Professor in Applied Probability, Maxwell Institute and Heriot-Watt University, Edinburgh, UK

“Two-dimensional ruin probability for subexponential claim size”

Friday, May, 20 2022 12:30 pm (CET)

Dual format: ESSEC Paris La Défense (CNIT), Room TBA, and via Zoom, please click here (Password/Code : WGRisk)

Topics
We analyze the asymptotics of the ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premia in specific proportions when the initial reserves of both companies tend to infinity and a generic claim size has a subexponential distribution. The talk is based on a joint work with Dima Korshunov (Lancaster) and Sbigniew Palmowski (Wroclaw).

Attending this webinar will enable you to acquire 6 points PPC CERA.