报告题目：Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest
报告人：何敬民 天津理工大学教
报告摘要：The diffusion risk model is considered in the presence of liquid reserves, credit and debit interest. For arbitrary boundary and any interval, the Laplace-Stieltjes transform (LST) of some exit times of the risk process are derived. The results are then used to find the probability and mathematical expectation of the exit times. Finally, several numerical examples be discussed in order to illustrate the applications of the LST of some exit times.
报告人简介：何敬民，天津理工大学教授，硕士生导师。主要研究由逐段决定马尔可夫过程、扩散过程来刻画的风险过程，研究内容涉及首出时、负持续时、实质性破产等方面的研究。研究成果发表于《Communications in Statistics-Theory and Methods》、《Communications in Statistics-Simulation and Computation》、《Journal of the Korean Statistical Society》、《Statistic and Probability Letters》等国家数学期刊。主持完成国家自然科学基金项目1项和教育部人文社科项目1项，参与完成国家自然科学基金项目5项；公开发表论文20余篇，其中SSCI检索2篇，SCI检索8篇，EI检索3篇。
报告邀请人：概率统计团队
报告时间：2020.12.04 10:00-11:00
报告地点：腾讯会议ID:693712557
