报告人：张艺赢 助理教授（南方科技大学）

报告时间：2021年10月27日，17:00-19:00

报告地点：腾讯会议（会议 ID：514 391 822）

链接 https://meeting.tencent.com/dm/i1d1hs32UcBa

报告摘要：

The Bowley solution refers to the optimal pricing density for the reinsurer and optimal ceded loss for the insurer when there is a monopolistic reinsurer. In a sequential game, the reinsurer first sets the pricing kernel, and thereafter the insurer selects the reinsurance contract given the pricing kernel. The reinsurer then selects the optimal pricing function by maximizing his/her own terminal wealth. In this talk, I shall firstly present some of our recent works mainly focused on the study of Bowley reinsurance contract under the framework of distortion risk measures. Part of ongoing works and some thoughts on future research will be also presented and discussed.

报告人简介：
张艺赢，南方科技大学数学系助理教授，博士生导师。主要研究领域包括风险管理与保险精算、应用概率及可靠性理论与统计。主持国家自然科学基金青年项目和天津市自然科学基金青年项目各1项。