报告人：池义春研究员 中央财经大学
报告题目：Insurance Demand with Upper Limits on the First Two Moments of Coverage
时 间：2016年12月16日 (星期五) 14:00 ~ 17:00
地 点：旗山校区理工北楼601报告厅
主 办：数学与计算机科学学院, 福建省分析数学及应用重点实验室, 数学研究中心
参加对象：统计和金融数学专业师生。
报告摘要：In this talk, the design of an optimal insurance policy is discussed from the perspective of a risk-averse insured who would like to maximize the expected utility of the final wealth. In contrast to the previous studies, we assume that the upper limits on the first two moments of coverage are imposed by an insurer to restrict its risk exposure and completely determine the quantity of the insurance premium. We derive the optimal insurance policy explicitly, and find that it heavily depends upon the values of the upper limits. Finally, the effects of the insured's initial wealth on the demand for insurance are studied in detail.
专家简介：池义春博士，现为中央财经大学中国精算研究院研究员。近年在North American Actuarial Journal，ASTIN Bulletin，Insurance: Mathematics and Economics，Scandinavian Actuarial Journal等国际知名学术期刊发表学术论文近20篇。曾主持和参与过国家自然科学基金青年项目、人文社科重点基地重大项目、北美精算师协会CKER项目等，现主持国家自然科学基金面上项目(No. 11471345)。曾访学多伦多大学统计学和滑铁卢大学统计精算系。
