应学院邀请，澳大利亚新南威尔士大学朱金霞教授将来我院作学术报告。
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：2023年9月26日9:30
报告地点：教学9号楼A区1611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等。另外还担任the Journal of Industrial and Management Optimization的编辑。
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