时间：2020年11月28日8：00－12：00

腾讯会议：300344600

1. 报告题目：Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory

报告摘要：

 Following the work of Cheng and Cheng (2018), we reexamine the tail probability of randomly weighted sums of dependent subexponential random variables. Precisely speaking, let $\{X_n, n \ge 1\}$ be real-valued and commonly distributed random variables satisfying a general dependence structure proposed in Ko and Tang (2008), and random weights $\{\theta_n, n\ge 1}$ be positive, bounded above and arbitrarily dependent random variables, but independent of $\{X_n, n \ge 1\}$. Under some mild conditions, we achieve the asymptotic behavior of tail probability for both randomly weighted finite and infinite sums. Finally, an application of the obtained results to a nonstandard continuous-time renewal risk model is proposed.

报告人：安徽大学汪世界

时间：11月28日 08:00-09:00

2. 报告题目：A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model

报告摘要：Consider a nonstandard renewal risk model in which claims and inter-arrival times form a sequence of independent and identically distributed random pairs, with each pair obeying arbitrary dependence or size-dependence structure. In the case of heavy-tailed claims, we obtain the asymptotic behavior of finite-time ruin probability with the uniformity

in time in some infinite regions.

报告人：南京审计大学  杨洋

时间：11月28日 09:00-10:00

3. 报告题目：On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims

报告摘要：This paper considers a non-standard renewal risk model with constant force of interest, where each main claim may derive a delayed claim occurring after a random period of time. By means of recent asymptotic results for randomly weighted sums of subexponential random variables, we obtain some precise asymptotic expansions for the finite-time ruin probability when the main claims have a common subexponential tail.

报告人：杨海忠西安财经大学

时间：11月28日 10:00-11:00

4. 报告题目：Precise large deviations for the aggregate claims in a dependent compound renewal risk model

报告摘要：We consider a dependent compound renewal risk model, where the inter-arrival times

of accidents and the claim numbers follow a dependence structure characterized by a conditional tail probability and the claim sizes have a pairwise negatively quadrant dependence structure or a related dependence structure with the upper tail asymptotical dependence structure. When the distributions of the claim sizes belong to the dominated variation distribution class, we give the asymptotic lower and upper bounds for the precise large deviations of the aggregate claims.

报告人：苏州科技大学  王开永

时间：11月28日 11:00-12:00

邀请人：程东亚