[SFdS] Information du groupe BFA
WG Risk - Friday May 20, 2022 - Prof. Sergey FOSS

Dear All,

We have the pleasure thanks to the support of the ESSEC IDS dpt, Institut des Actuaires, LabEx MME-DII, the group BFA (SFdS), to invite you to the seminar by:

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

Date: Friday, May 20 at 12:30 pm (Paris) and 6:30 pm (Singapore)

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


« Two-dimensional ruin probability for subexponential claim size »

We analyse 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).

Kind regards,
Jeremy Heng, Olga Klopp and Marie Kratz
http://crear.essec.edu/working-group-on-risk
and Riada Djebbar (Singapore Actuarial Society - ERM)

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