时 间：2022年11月21日（周一）9：00-11：00
地 点：线上，腾讯会议：398-325-243
主 题：An axiomatic theory for anonymized risk sharing（匿名风险分担的公理化理论）
主讲人：王若度（Ruodu WANG）加拿大滑铁卢大学教授
主持人：钱林义教授
主 办：经济与管理学部、华东师范大学中国经济研究中心
摘 要：
We study an axiomatic framework for anonymized risk sharing. In contrast to traditional risk sharing settings, our framework requires no information on preferences, identities, private operations and realized losses from the individual agents, and thereby it is useful for modeling risk sharing in decentralized systems. Four axioms natural in such a framework -- actuarial fairness, risk fairness, risk anonymity, and operational anonymity -- are put forward and discussed. We establish the remarkable fact that the four axioms characterize the conditional mean risk sharing rule, revealing the unique and prominent role of this popular risk sharing rule among all others in relevant applications of anonymized risk sharing. Several other properties and their relations to the four axioms are studied, as well as their implications in rationalizing the design of Bitcoin mining pools.
报告人简介：
王若度，加拿大滑铁卢大学精算科学与计量金融学教授，国际数理统计学会会士。研究方向为概率统计、精算、金融风险管理和金融工程。2021年获得北美精算师协会（SOA）Early Career奖（该奖项全球首位获奖者），2018年获加拿大自然科学与工程基金会DAS奖。担任ASTIN Bulletin 和European Actuarial Journal的联合主编；Canadian Journal of Statistics、Journal of Mathematical Economics及Acta Mathematicae Applicatae Sinica (English Series)编委。