江苏省应用数学（中国矿业大学）中心系列学术报告
报告时间：2026/4/12（周日） 9:30-12:00
报告地点：数学学院A321
报告人：池义春教授 中央财经大学
报告题目:Asymmetric Nash insurance bargaining between risk-averse parties
摘 要:In this talk, we investigate asymmetric Nash bargaining in the context of proportional insurance contracts between a risk-averse insured and a risk-averse insurer, both seeking to enhance their expected utilities. We obtain a necessary and sufficient condition for the Pareto optimality of the status quo and derive the optimal Nash bargaining solution when the status quo is Pareto dominated. If the insured’s and the insurer’s risk preference exhibit decreasing absolute risk aversion and the insurer’s initial wealth decreases in the insurable risk in the sense of reversed hazard rate order, we show that both the optimal insurance coverage and the optimal insurance premium increase with the insured’s degree of risk aversion and the insurer’s bargaining power. If the insured’s risk preference further follows constant absolute risk aversion, we find that greater insurance coverage is induced as the insurer’s constant initial wealth increases.
报告人简介：池义春，中央财经大学龙马特聘教授。2009年在北京大学获得博士学位后，加入中央财经大学中国精算研究院，历任助理研究员、副研究员、研究员。长期从事精算学与风险管理领域研究，主持四项国家自然科学基金项目及两项教育部人文社科重点研究基地重大课题。在精算学领域权威期刊ASTIN Bulletin、Insurance: Mathematics and Economics、North American Actuarial Journal、Scandinavian Actuarial Journal，金融数学期刊Finance and Stochastics、运筹学期刊European Journal of Operational Research、经济学期刊Journal of Economic Behavior and Organization等发表学术论文三十余篇。2012年获北美非寿险精算协会Charles A. Hachemeister奖，2018年入选中央财经大学首届青年龙马学者项目。现任中国现场统计研究会风险管理与精算分会副理事长、中国保险学会智库专家库专家。