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学术报告[2025] 085号
(高水平大学建设系列报告1107号)
报告题目: Equilibrium insurance strategies in a three-party hybrid game
报告人:陈密,副教授,福建师范大学
报告时间:2025.09.05 上午10:00-11:00am
讲座地点:腾讯会议 284-365-434
报告内容:This paper investigates the strategic interactions among policyholders, insurers, and reinsurers in the insurance market by proposing a two-layer hybrid game model to analyze the equilibrium strategies of the three parties. In this tripartite game, policyholders optimize their insurance strategies to minimize their risks and costs, while insurers determine optimal premium and risk allocation strategies based on the pricing strategies of reinsurers. Reinsurers, in turn, adjust their competitive reinsurance premium strategies to maximize their profits. Through theoretical derivation and analysis, this paper proves the existence and uniqueness of the equilibrium strategies and provides semi-explicit expressions for these strategies. Finally, numerical simulations reveal that the equilibrium strategies are influenced not only by risk preferences but also by market structure and the interactions among participants.
报告人简历:陈密,男,博士,副教授,福建师范大学统计学系主任。2006年硕士毕业留校工作至今;2013年博士毕业于南开大学概率论与数理统计专业;2015-2016年在香港大学统计精算系从事博士后研究工作。现为分析数学及应用教育部重点实验室、统计学与人工智能福建省高校重点实验室的骨干成员,主要从事风险管理和保险精算等方面的研究。已主持完成国家自然科学基金2项、福建省自然科学基金3项,在Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, Journal of Applied Probability等期刊上发表论文30多篇。
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2025年09月05日