报告题目：Optimal Risk Management in Insurance: Implementing Preventive Strategies and Risk Sharing in Risk Models
时 间：2025年11月19日（星期三）9：00
地 点：腾讯会议：149335357
主 办：数学与统计学院
参加对象：感兴趣的老师和学生
报告摘要：We develop an integrated framework for optimal risk management in insurance that jointly considers preventive strategies and risk sharing within risk models. We model an insurer facing risks whose frequency and severity can be influenced by preventive efforts—such as safety programs, monitoring, and contract-based incentives—as well as by exogenous risk-sharing instruments, including deductibles, coinsurance, reinsurance, and capital-market solutions. Within a dynamic risk model, we formalize the insurer’s problem as either minimizing ruin probabilities or maximizing a mean–variance criterion for the terminal surplus process, while accounting for the implementation costs of preventive measures and the cost of risk transfer, subject to solvency and regulatory constraints. We derive analytical conditions characterizing the optimal mix of preventive intensity and risk-sharing structure, and we study how these choices depend on risk characteristics, loading factors, and the insurer’s risk aversion. Numerical illustrations based on classical risk models show that jointly optimizing prevention and risk sharing can substantially reduce ruin probabilities compared to treating these instruments in isolation. The results provide practical guidance for the design of insurance contracts and regulatory incentives.
报告人简介：李婧超，先后于澳大利亚墨尔本大学获得学士、荣誉学士及博士学位。现任深圳大学数学科学学院副教授，硕士生导师，澳大利亚精算师协会精算师，深圳市海外高层次人才，深圳市后备级高层次人才。主要从事保险精算及风险理论的研究。主持四项科研项目包括国家自然科学基金项目，主持四项精算及巨灾相关教研项目，参与四项科研项目，其中作为骨干人员参与科技部重点研发计划子课题。在Insurance, Mathematics and Economics， Journal of Mathematical Analysis and Applications等高水平学术期刊上发表论文十多篇。担任中国现场统计研究会风险管理与精算分会理事，广东省现场统计学会理事。
