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Optimal Risk Pooling of Peer-to-Peer Insurance

  • 演讲者:陈泽(中国人民大学)

  • 时间:2023-05-12 16:30-17:30

  • 地点:理学院大楼M4009

Abstract:Peer-to-peer insurance models, that jointly incorporate the forms of centralized insurer's underwriting and decentralized peers' risk sharing, are emerging. Under these innovative risk sharing forms, the risk is separated into two layers: the first below-deductible part is shared within a community, and the second above-deductible loss, exceeding the community’s risk-bearing capacity, is covered by an insurer. In this paper, we mathematically formalize two existing peer-to-peer insurance models: the individual-and group-covered models. From the perspective of risk-averse participants, we investigate the existence, closed-form expression, and properties of optimal deductible, the primary feature of peer-to-peer insurance.


报告人简介:陈泽,中国人民大学财政金融学院保险系副教授,中国保险研究所研究员,中国人民大学杰出青年学者 B 岗。博士毕业于比利时鲁汶大学(KU Leuven)和清华大学。研究方向为保险与风险管理、保险科技等,他在国内外保险精算和金融学术期刊发表论文 10 余篇,如 Health Economics, Insurance:Mathematics and Economics, Scandinavian Actuarial Journal , European Financial Management,Methodology and Computing in Applied Probability, Risks 等;并主持和多项横纵向科研课题,如自然科学基金青年基金,教育部哲学社科基金一般项目以及北美精算师协会委托课题等。