應學院邀請，澳大利亞新南威爾士大學朱金霞教授将來我院作學術報告。
報告題目：Present-biased time preferences and an application to an optimization problem
報告摘要：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.
報告時間：2023年9月26日9:30
報告地點：教學9号樓A區1611報告廳
邀 請 人：肖鴻民 教授
屆時歡迎廣大師生參與交流！
報告人簡介
朱金霞，新南威爾士大學風險與精算學院的副教授兼副院長。她的主要研究興趣包括保險和金融中的随機控制、保險和金融産品定價，風險理論, 以及網絡安全風險建模和管理。在運籌學、應用概率和精算科學領域的國際頂尖期刊上發表了多篇研究論文，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。另外還擔任the Journal of Industrial and Management Optimization的編輯。
甘肅省數學與統計學基礎學科研究中心
77779193永利
