报告人：石本萱（滑铁卢大学）

时间：2024年04月18日 16：00-

地点：数统学院LD402

摘要：In this work, we investigate the revenue-optimal insurance contracts when the risk attitude of the buyer is uncertain. We propose a menu of insurance contracts aimed at ensuring consistent revelation of buyer risk preferences while maximizing the seller’s profit. Our approach involves designing contracts based on a dual utility framework and implementing a nonlinear pricing structure. We identify situations where deductible contracts or coverage limit contracts are optimal.

简介：石本萱，滑铁卢大学精算系在读博士，博士导师为Bin Li和Mario Ghossoub教授。北美SOA准精算师。2023-2024年度Hickman奖学金获得者。本科与硕士就读于太阳成集团，硕士期间师从张志民教授。主要研究方向为Decision Theory, Optimal Insurance 等。

邀请人：张志民

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