26.04.2024, 15:00
– 2.09.0.14
Forschungsseminar: Gruppen und Operatoralgebren
Properties of affine cellular algebras
Christian Lomp (University of Porto)
Hélène Guérin (Rennes )
I will present some risk measures for insurance models, the classical ruin and different parisian
ruins, who are linked to occupation times of the surplus process. Some explicit results will be
given in the specific case of spectrally negative Lévy processes in terms of scale functions.