报告人：Vesna Rajić，教授，贝尔格莱德大学

邀请人：李伟

报告时间：2022年5月24日下午14:00-15:00

腾讯会议ID：337 145 620

报告人简介：Vesna Rajić，塞尔维亚贝尔格莱德大学经济学院的年轻教授，1997年本科毕业于贝尔格莱德大学数学学院理论数学专业，2002年在贝尔格莱德大学数学学院获得概率统计专业硕士学位，2007年获得贝尔格莱德大学经济学院统计科学专业博士学位，并留校讲授精算数学与统计分析方面的课程，具有扎实的数学理论基础和丰富的统计教学经验。她的科研课题主要集中在应用数学与统计、非线性分析、精算数学方面。目前担任塞尔维亚本国期刊“Ekonomikapreduzeća”以及国际著名期刊“Journal of Statistics: Advances in Theory and Applications“，”Journal of Economic and Social Studies”的编委会委员，著有Risk measurement and control in insurance以及Quantitative Models in Economics两本专著。是塞尔维亚统计学会会员；塞尔维亚数学学会会员；经济学院理事会理事；经济学家科学学会会员；教授委员会委员，也是7个会议的项目委员会成员。是Neural Computing and Applications; FPTA; Journal of Applied Mathematics; Journal of Uncertainty Analysis and Applications; Journal of Statistical Computation and Simulation; Journal of Applied Statistics; Yujor; Economic Annals; Ekonomikapreduzeća这些杂志的审稿人。

报告题目1：AN OVERVIEW OF DIFFERENT RESAMPLING METHODS

ABSTRACT：Resampling methods allow us to quantify uncertainty by calculating standard errors, confidence intervals and performing significance tests. They require fewer assumptions than traditional methods and generally give more accurate answers. Resampling is a computationally intensive statistical technique in which multiple new samples are generated from the data sample or from the population inferred by the data sample. Certain statistics of interest are then calculated for each of these new samples, and the resulting multiple calculated values of the statistics are then analysed in order to investigate and estimate various properties (e.g., the sampling distribution, the error, the bias) of the statistics. We make an overview of different resampling methods: bootstrap, jackknife, permutation tests.

报告题目2：ANALYSIS OF VARIABILITY OF ACQUISITION COSTS OF INSURANCE COMPANIES

ABSTRACT：Acquisition costs represent an important part of the expense loading when calculate gross premiums. Firstly, we use the regression model with an acquisition costs as explanatory variable and the premium as a dependent variable. We check all the assumptions for the linear regression model and describe how acquisition costs affect the premium. Special emphasis is placed on the variability of acquisition costs expressed through the coefficient of variation. In order to analyze the variability using a sample of 16 insurance companies, we construct different confidence intervals for the coefficient of variation: Studenttconfidence interval, Bootstrap-tconfidence interval, Percentile confidence interval, BCa confidence interval, Jackknife confidence interval and Bayesian intervals.