时 间：2024年10月31日09:30 - 11:00
报告人：雍尧棣南方科技大学博士后
地 点：普陀校区理科大楼A1714
主持人：陈律华东师范大学副教授
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.
报告人简介：
雍尧棣，南方科技大学数学系博士后，2022年于香港大学获得统计与精算博士学位。主要研究方向为风险管理与精算，保险经济学及信度理论。截至目前已发表SCI论文9篇。主要研究成果发表在ASTIN Bulletin、North American Actuarial Journal、Journal of Computational and Applied Mathematics 及 Journal of Mathematical Analysis and Applications 等精算和应用数学期刊上。