讲座题目：Exploratory Optimal Reinsurance under the Mean-Variance Criterion
主讲人：David Landriault 教授
主持人：李丹萍 教授
开始时间：2025-10-27 13:30
讲座地址：普陀校区理科大楼A1514
主办单位：统计学院
报告人简介：
David Landriault is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. Professor Landriault held a Tier-II Canada Research Chair in Insurance Risk Processes from 2011 to 2021. He also served as the Associate Chair for Actuarial Science within the Department for a period of 6 years. Professor Landriault is an Associate Editor of the top-tier actuarial journal, Insurance: Mathematics and Economics. He is also a Fellow of both the Canadian Institute of Actuaries and the Society of Actuaries. Professor Landriault’s research interest relates to the applications of quantitative risk management techniques to assess and actively manage a variety of insurance and financial risks. Most specifically, Professor Landriault’s areas of research expertise include ruin theory, insurance risk processes, stochastic control problems in insurance and finance and variable annuities.
报告内容：
Minimal surfaces in spheres are characterized by the condition that their embedding functions are eigenfunctions on the surface with its induced metric. The metric on the surface turns out to be an extremal for the eigenvalue among metrics on the surface with the same area. In recent decades, this extremal property has been used to construct new minimal surfaces by eigenvalue maximization. There is an analogous theory for minimal surfaces in the euclidean ball with a free boundary condition. In this talk we will describe new work that generalizes this idea to products of balls. We will describe the general theory and apply it in a specific case to explain and generalize the Schwarz p-surface, which is a free boundary minimal surface in the three dimensional cube with one boundary component on each face of the cube. We will show how the method can be used to construct such surfaces in rectangular prisms with arbitrary side lengths.
