云亭数学讲坛2023第43讲——朱金霞教授

文章来源:bat365在线平台官网登录发布日期:2023-09-24浏览次数:192

应学院邀请,澳大利亚新南威尔士大学朱金霞教授将来bat365官网作学术报告。

报告题目:Present-biased time preferences and an application to an optimization problem

报告摘要:The standard discounting (time-preference) model assumes that intertemporal preferences are time-consistent. However, there is a wealth of empirical evidence that intertemporal preferences have time-inconsistency:a person's relative preference for well-being at an earlier date over a later date gets stronger as the earlier date gets closer”. We investigate a strategic decision-making problem under a time-inconsistent discounting, namely stochastic quasi-hyperbolic discounting, and employ a game theoretic approach to establish equilibrium results.

报告时间:20239269:30

报告地点:教学9号楼A1611报告厅

邀 请 人:肖鸿民 教授

 届时欢迎广大师生参与交流!


报告人简介

 朱金霞新南威尔士大学风险与精算学院的副教授兼副院长。她的主要研究兴趣包括保险和金融中的随机控制、保险和金融产品定价,风险理论, 以及网络安全风险建模和管理。在运筹学、应用概率和精算科学领域的国际顶尖期刊上发表了多篇研究论文,包括 SIAM Journal on Control and Optimization, European Journal of Operational Research, Stochastic Processes and their Applications, Journal of Applied Probability, Insurance: Mathematics and Economics and ASTIN Bulletin另外还担任the Journal of Industrial and Management Optimization的编辑。


甘肃省数学与统计学基础学科研究中心

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