报告题目：second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
报告时间：2024年7月 2 日（星期二）16:00-17:30
报告地点：翡翠湖校区科教楼b座1008
报 告 人：汪世界
工作单位：安徽大学
主办单位：合肥工业大学经济学院
报告简介
this talk discusses the second order asymptotic expansions for tail probabilities of discounted aggregate claims in two types of continuous-time renewal risk models with constant interest force，including continuous-time renewal risk models without and with by-claims. by firstly constructing the randomly weighted kesten-type inequality for second order subexponential random variables, second order asymptotic formulae for these two types of continuous-time risk models are built. in comparison of the first order asymptotic formulae, our results are more superior and precise, which are demonstrated by some simple numerical studies.
报告人简介
汪世界，安徽大学副教授，大数据与统计学院统计系主任。目前主要从事重尾理赔下的风险模型理论、极值风险理论、应用随机过程等方面的研究工作。主持国家自然科学基金天元基金项目一项，主持安徽省自然科学基金面上项目一项，主持安徽省高校自然科学研究基金重点项目两项，主持高等学校省级优秀青年人才基金项目一项。在《insurance: mathematics & economics》《journal of mathematical analysis and applications》《journal of applied probability》《statistics & probability letters》《chinese annals of mathematics, series b》《应用数学学报》《应用概率统计》等国内外学术期刊上发表论文近四十篇，其中sci收录三十余篇。国内外多个sci杂志的匿名审稿人。
