主讲人 ：杨静平（北京大学金融数学系）

时   间：11月24日（周二）下午15：00-16：00

地   点 ：数学科学学院 412 教室

主   办 ：数学科学学院

备注： In this talk, the author will introduce one method to approximate the individual risk model in insurance: the Compound Poisson random variable’s approximation. By minimizing the expectation of the absolute deviation of the compound Poisson random variable from the true total loss in the individual risk model, we investigate the optimal compound Poisson random variable and the numerical calculation of the approximation error. We also discuss the influence of the Poisson parameter on the approximation error.