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微观理论workshop:Optimal Insurance: Dual Utility, Random Losses and Adverse Selection
发布日期：2022-11-10 12:00 来源：
时间：11月10日（周四）17:00-18:00
地点：ZOOM会议（会议号附在文末）
主讲人：Benny Moldovanu（Professor of Economics at the University of Bonn）
主持老师：吴泽南，石凡奇（经院）；胡岠（国发院）
参与老师：胡涛，吴泽南，石凡奇（经院）；汪浩，胡岠（国发院）；翁翕（光华）
题目: Optimal Insurance: Dual Utility, Random Losses and Adverse Selection
摘要：We study a generalization of the classical monopoly insurance problem under adverse selection (see Stiglitz 1977) where we allow for a random distribution of losses, possibly correlated with the agent's risk parameter that is private information. Our model explains patterns of observed customer behaviour and predicts insurance contracts most often observed in practice: these consist of menus of several deductible-premium pairs, or menus of insurance with coverage limits-premium pairs. The main departure from the classical insurance literature is obtained here by endowing the agents with risk-averse preferences that can be represented by a dual utility functional (Yaari 1987).
主讲人介绍：Benny Moldovanu is Professor of Economics at the University of Bonn, and founding co-director of the Hausdorff Center for Mathematics and of the Reinhard Selten Institute. He has been a Visiting Professor at Yale, Michigan, Northwestern, Tel Aviv and University College London. He is an elected fellow of the Econometric Society, the recipient of the Max Planck Prize, and of the Gossen Prize. He has served as Associate Editor at Econometrica, Journal of Economic Theory, Games and Economic Behavior, and Journal of the European Economic Association. His research focuses on mechanism design and its applications to auctions, dynamic pricing, contests and voting institutions. Benny has advised large firms and governments in the area of auction design and strategy.
会议号: 823 7056 9686
密码: 770555
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微观理论workshop:Optimal Insurance: Dual Utility, Random Losses and Adverse Selection
发布日期：2022-11-10 12:00 来源：
时间：11月10日（周四）17:00-18:00
地点：ZOOM会议（会议号附在文末）
主讲人：Benny Moldovanu（Professor of Economics at the University of Bonn）
主持老师：吴泽南，石凡奇（经院）；胡岠（国发院）
参与老师：胡涛，吴泽南，石凡奇（经院）；汪浩，胡岠（国发院）；翁翕（光华）
题目: Optimal Insurance: Dual Utility, Random Losses and Adverse Selection
摘要：We study a generalization of the classical monopoly insurance problem under adverse selection (see Stiglitz 1977) where we allow for a random distribution of losses, possibly correlated with the agent's risk parameter that is private information. Our model explains patterns of observed customer behaviour and predicts insurance contracts most often observed in practice: these consist of menus of several deductible-premium pairs, or menus of insurance with coverage limits-premium pairs. The main departure from the classical insurance literature is obtained here by endowing the agents with risk-averse preferences that can be represented by a dual utility functional (Yaari 1987).
主讲人介绍：Benny Moldovanu is Professor of Economics at the University of Bonn, and founding co-director of the Hausdorff Center for Mathematics and of the Reinhard Selten Institute. He has been a Visiting Professor at Yale, Michigan, Northwestern, Tel Aviv and University College London. He is an elected fellow of the Econometric Society, the recipient of the Max Planck Prize, and of the Gossen Prize. He has served as Associate Editor at Econometrica, Journal of Economic Theory, Games and Economic Behavior, and Journal of the European Economic Association. His research focuses on mechanism design and its applications to auctions, dynamic pricing, contests and voting institutions. Benny has advised large firms and governments in the area of auction design and strategy.
会议号: 823 7056 9686
密码: 770555
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