时 间：2025-04-18（周五）10:00 - 11:30
报告人：张艺赢 南方科技大学副研究员
地 点：普陀校区理科大楼A1514
主持人：陈律 华东师范大学副教授
摘 要：
In this work, we investigate Stackelberg equilibrium strategies between community-based insurance (CBI) demand and government interventions--ex ante premium subsidies and ex post disaster relief--in catastrophe risk management. We develop a continuous-time framework where aggregate community losses follow a compound Poisson process, integrating dual government mechanisms to analyze their interplay. By solving extended HJB equations, we derive equilibrium insurance strategies for communities under mean-variance preferences and optimize government expenditure policies. First, we show that subsidies and relief exert opposing effects on risk retention: higher subsidies reduce retention (promoting risk transfer), while greater relief expectations incentivize retention due to anticipated post-disaster compensation. Second, for DMRL risks, optimal subsidies are derived with closed-form solutions under proportional or truncated relief structures, depending on the disaster probability and the relief trends. Third, we creatively prove that the cost-minimizing relief function adopts a proportional form relative to pre-retention claims, aligning with empirical practices such as FEMA's aid caps. Extensions to loss-increasing and ambiguous relief probabilities demonstrate robustness, mirroring static expected-utility results. Our work advances policy design by quantifying trade-offs between subsidies and relief, offering actionable insights for enhancing societal resilience. Government can strategically balance interventions to stabilize insurance markets, mitigate fiscal exposure, and incentivize proactive risk management--critical for addressing climate-driven threats. This study bridges theoretical rigor with practical relevance under the dynamic risk models, providing a framework for optimizing public-private catastrophe risk-sharing mechanisms. This is a joint work with Fudong Wang (SUSTech) and Zhibin Liang (NNU).
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）保险设计、系统性风险、信度理论等。研究成果主要发表在保险精算、金融数学和运筹管理等领域主流期刊，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。担任国际SCIE期刊《Hacettepe Journal of Mathematics and Statistics》编委会成员（统计学Area Editor）。