Dividend payment schemes for insurance portfolios

Anfiteatro 0:31, Departamento de Matemática Aplicada, FCUP
Thursday, 7 September, 2006 - 09:30

A classical problem in collective risk theory is how to incorporate dividend payments to shareholders out of the free surplus of an insurance company. In this seminar we will give an overview of the field, describe recent developments on an intuitive level and will address the questions which payout schemes maximize the expected discounted dividend payments over the lifetime of the portfolio.

Speaker: 

Hansjoerg Albrecher Graz University of Technology & RICAM, Austrian Academy of Sciences, Linz, Austria