报告人 ：李婧超（深圳大学）

时间：2023年02月24日 09:50-

腾讯会议ID：813 461 799

摘要：In this paper, we consider a mixed dividend strategy in a dual risk model. The mixed dividend strategy is the combination of a threshold dividend and a Parisian implementation delays dividend under periodic observation. Given a series of discrete observation points, when the surplus level is larger than the predetermined bonus barrier at observation point, the Parisian implementation delays in dividend is immediately carried out, and the threshold dividend is per-formed continuously during the delayed period. We study the Gerber-Shiu expected discounted penalty function and the expected discounted dividend payments before ruin in such a dual risk model. Numerical illustrations are given to study the influence of relevant parameters on the ruin-related quantities and the selection of the optimal dividend barrier for a given initial surplus level.

简介：李婧超，深圳大学太阳成集团tyc539助理教授，硕士生导师。获得澳大利亚墨尔本大学精算学专业学士，荣誉学士及博士学位。先后获深圳市海外高层次人才，深圳市后备级高层次人才。此外，于2019年获得澳大利亚精算师协会精算团队格。主要研究方向为风险管理、破产理论及保险精算。目前在保险精算顶级期刊Insurance: Mathematics & Economics 等发表多篇学术论文。完成主持国家自然科学基金项目一项，现主持深圳市科研项目两项，作为骨干成员参与科技部重点研发计划子课题等。目前担任中国现场统计研究会风险管理与精算分会理事，广东省现场统计学会理事。

邀请人：张志民

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