時   間：2024年10月31日09:30 - 11:00

報告人：雍堯棣南方科技大學博士后

地   點：普陀校區(qū)理科大樓A1714

主持人：陳律華東師范大學副教授

摘   要：

This paper examines the mechanism design of catastrophe insurance from the perspective of governmental interventions, considering both ex ante and ex post measures sequentially being into effect. The decision-maker (hereafter, DM) considers purchasing catastrophe insurance with premium subsidies backed by the government. The DM will select the optimal insurance policy to minimize her terminal risk exposure, and her risk preference is characterized by distortion risk measures. The government will determine the optimal subsidy level by minimizing total fiscal expenditures, which encompass both premium subsidy expenses and disaster relief payouts. Our findings demonstrate that premium subsidies can increase DM's insurance demand and result in better alignment with government expenditure objectives when compared to policies that rely solely on ex post relief measures. Moreover, the analysis is also extended to a more general setting where the subsidy is dependent on the loss magnitude.

報告人簡介：

雍堯棣，南方科技大學數(shù)學系博士后，2022年于香港大學獲得統(tǒng)計與精算博士學位。主要研究方向為風險管理與精算，保險經(jīng)濟學及信度理論。截至目前已發(fā)表SCI論文9篇。主要研究成果發(fā)表在ASTIN Bulletin、North American Actuarial Journal、Journal of Computational and Applied Mathematics 及 Journal of Mathematical Analysis and Applications 等精算和應用數(shù)學期刊上。