Group for Research in Decision Analysis

On the usefulness of mathematics for insurance risk theory - and vice versa

Hansjoerg Albrecher HEC Lausanne, Switzerland

This talk is on applications of various branches of mathematics in the field of risk theory, a branch of actuarial mathematics dealing with the analysis of the surplus process of a portfolio of insurance contracts over time. At the same time such practical problems frequently trigger mathematical research questions, in some cases leading to remarkable identities and connections. Next to the close interactions with probability and statistics, examples will include the branches of real and complex analysis, algebra, symbolic computation, number theory and discrete mathematics.