PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Victor Nistor, Stephanie Zerby.

Title:Understanding the shape of mortality in practice
Seminar:Probability and Financial Mathematics Seminar
Speaker:Achim Wuebker, Hanover Re
Abstract:
We explain the importance of a precise understanding of different survival curves for insurance companies. A simple frailty model shows how the mortality ratio of two different risk groups develops in time in dependence of the underlying frailty distribution. Moreover, we will see how quasistationary distributions naturally appear in survival analysis.

Room Reservation Information

Room Number:MB114
Date:02 / 05 / 2013
Time:03:45pm - 04:45pm