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【经管大讲堂2019第059期】

发布日期:2019-09-05 浏览次数:213 作者: 编辑:

报告题目:Risk Invulnerability

报告所属学科:应用经济学

报告人:Jingyuan Li(Lingnan University, Hong Kong)

报告时间:2019年9月7日 11:00

报告地点:将军路校区经管辅楼A0405室

报告摘要:

We extend the classical risk vulnerability definition proposed by Gollier and Pratt (1996) and propose a new definition namely risk invulnerability which is to say a desirable background risk that has a positive mean value exceeding the precautionary saving premium makes a decision maker less risk averse with respect to other independent risk. We apply the concept to a corporate under stochastic wealth and threat of liquidation.

报告人简介:

Jingyuan Li is a Professor and Head in the Department of Finance and Insurance, Lingnan University, Hong Kong. He obtained his doctoral degree from Texas A&M University (2004). He was the associate editor for Journal of Risk and Insurance. His research focuses on theory of risk management and insurance. He has published articles in Journals: Journal of Economic Theory, Journal of Risk and Insurance, Journal of Mathematical Economics, Insurance: Mathematics and Economics, Economics Letters, Journal of Macroeconomics and Journal of Economics etc.


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