时 间：2024年7月23日 08:30- 10:00
地 点🦽：普陀校区理科大楼A1514
报告人🏃🏻♂️：张艺赢南方科技大学助理教授
主持人：陈律上海光辉平台娱乐副教授
摘 要：
In economics analysis, it is very standard for rational agents to undertake actions to lower their risk exposure. Insurance buyers can take some prevention efforts to reduce the size of the potential claims that they face (self-insurance) or reduce the probability of a claim arrival (self-protection). This paper investigates the interplay of prevention efforts and insurance demand under the framework of distortion risk measures. The prevention effort is described by the changing pattern of loss distribution, which given by a family of stochastically ordered probability measures. The menu of optimal effort and insurance demand is explicitly characterized under the self-insurance and self-protection models when the buyers adopt VaR and convex distortion risk measures, respectively. We further provide some comparative static analysis to illustrate the main findings.
报告人简介：
张艺赢🦸♂️，南方科技大学数学系助理教授，副研究员，博士生导师。主要研究兴趣包括最优再保险、保险经济学、系统性风险🟩、信度理论、随机序理论及应用等。研究成果主要发表在保险精算🔬、金融数学、运筹管理和可靠性理论与统计等领域主流期刊，如：Insurance: Mathematics and Economics、ASTIN Bulletin、Scandinavian Actuarial Journal👩🔬、North American Actuarial Journal、Quantitative Finance、European Journal of Operational Research、Naval Research Logistics👨🏻🦱👸、TEST、Reliability Engineering & System Safety、Computers & Industrial Engineering等杂志上。主持或完成省部级自然科学基金4项。