赌博网站
学术报告[2025] 084号
(高水平大学建设系列报告1106号)
报告题目: Optimal investment-consumption-insurance strategy for households under health shock risk and subjective health beliefs
报告人：王文元，教授，福建师范大学
报告时间：2025.09.05 上午09:00-10:00am
讲座地点：腾讯会议 284-365-434
报告内容：In this talk, we propose an optimal investment, consumption and insurance problem of households under the influence of health shock risks and subjective health beliefs. A non homogeneous Markov process is adopted to model the health status of the wage earner. Under a subjective health belief model, the impact of subjective perceptions about health risks on households' investment, consumption and insurance strategies is explored. The insurance market is enlarged to include basic medical insurance, critical illness insurance, commercial medical insurance and life insurance; and, household wealth under different insurance combinations are compared with each other. Based on optimal control theory, the corresponding Hamilton-Jacobi-Bellman (HJB) equations are established and solved, and explicit expressions for households' optimal investment, consumption and insurance strategies are obtained. The empirical analysis explores the time trend of health status changes. In addition, sensitivity analyses of important parameters show that households holding optimistic health beliefs invest more conservatively and consume more. Health insurance portfolios are more effective in hedging health risks than single coverage.
报告人简历：王文元，男，博士，福建师范大学数学与统计学院教授、博士生导师、博士后合作导师。主要研究方向有保险金融数学、概率论与随机过程、随机控制与优化。目前主要研究兴趣为最优投资问题和基于机器学习的随机控制问题。近年来以第一或通讯作者身份在保险精算期刊Insurance: Mathematics and Economics/Scandinavian Actuarial Journal/European Actuarial Journal，运筹学期刊Mathematics of Operations Research，随机控制期刊Applied Mathematics and Optimization/Journal of Optimization Theory and Applications，理论与应用概率期刊Journal of Theoretical Probability/Advances in Applied Probability/Journal of Applied Probability/Extremes等上发表论文50余篇。主持国家自然科学基金项目4项。曾先后入选厦门市高层次人才、福建省新世纪优秀人才支持计划、福建师范大学高端人才计划等。
欢迎师生参加！
邀请人：李婧超
赌博网站
2025年9月5日
