南开保险精算学术讲座

南开保险精算学术讲座是南开保险与精算研究院主办的系列讲座，旨在搭建保险精算领域学术交流平台、推动相关领域的研究与合作。讲座主题涵盖保险精算、风险管理、随机过程、大数据等多个领域，欢迎校内外师生积极参加！

报告人：吴学渊

报告题目： Bonus-malus Systems vs Delays in Claim Settlements: Analysis of Ruin Probabilities / 赔付折扣系统与理赔结算延误：理赔破产概率分析

摘要： Our paper explores a discrete-time risk model with time-varying premiums, investigating two types of correlated claims: main claims and by-claims. Settlement of the by-claims can be delayed for one time period, representing real-world insurance practices. We examine two premium principles based on reported and settled claims, using recursively computable finite-time ruin probabilities to evaluate the performance of time-varying premiums. Our findings suggest that, under specific assumptions, a higher probability of by-claim settlement delays leads to lower ruin probabilities. Moreover, a stronger correlation between main claims and their associated by-claims results in higher ruin probabilities. Lastly, the premium adjustment principles based on settled claims experience contribute to higher ruin probabilities compared to those based on reported claims experience, assuming all other factors remain constant. Notably, this difference becomes more pronounced when there is a high likelihood of by-claim delays.

讲座时间： 2024年11月24日（周日）下午14：00 

讲座地点：南开大学金融学院116

欢迎校内外师生参加！

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