报告题目：Epidemic Modelling and Actuarial Application for Pandemic Insurance: A Case Study of Victoria, Australia

报告摘要：With the recent outbreak of COVID-19, evaluating the epidemic risk appears to be a pressing issue of global concern and one of the major challenges recently. In the fight against pandemics, the ability to understand, model, and forecast the transmission dynamics of infectious diseases plays a crucial role.

This paper provides an overview of foundational compartment models and introduces the SVEI3RD model to study the dynamics of COVID-19. A meticulous data calibration procedure is employed to study the evolution trend of an actual pandemic using real-world data from Victoria, Australia. Additionally, the paper discusses innovative applications of epidemic models to the insurance industry, which are currently under investigation. Through the use of the newly developed analytically tractable model, insurance companies are able to determine fair premium levels during an outbreak. Moreover, the paper provides practical guidance for insurance companies by examining the variation in reserve levels over time.

报告时间：2023年12月6日 14:30-15:30

报告地点：6165cc金沙总站检测中心211教室

报告人简介：陈平，墨尔本大学经济及工商管理学院精算研究中心助理教授，澳大利亚精算师协会准精算师，香港大学精算学博士。研究领域包括资产、负债、股息等投资组合优化问题；随机微分博弈下再保险投资的开环均衡决策问题；目标福利计划（TBP）等混合养老金系统管理问题；以及传染病保险的建模和精算应用等。在保险精算领域顶级期刊《Insurance: Mathematics and Economics》, 《Scandinavian Actuarial Journal》, 《ASTIN Bulletin》, 以及《Journal of optimization theory and application》, 《Economic Modelling》, 《Operation research letters》等经济和控制领域的国际知名期刊上发表学术论文30余篇。兼职《ASTIN Bulletin》，《Economic Modelling》，《Journal of Economic Dynamics and Control》，《Journal of Optimization Theory and Applications》等十余个优秀期刊的审稿人。