教育部人文社科重点研究基地中央财经大学中国精算研究院学术活动

精算论坛第273期讲座

(2025年11月24日)

讲座主题1：Financial Data Analysis with Privacy Preservation

摘要：Privacy-preserving data analysis is gaining significant attention in the current era of big data, driven by growing public concerns about data privacy. This focus is particularly crucial for financial data analysis, given the heightened importance of digital finance and FinTech as well as the sensitive nature of financial data. We develop a series of privacy-preserving algorithms to address various critical aspects of data analysis, including data collection, statistical inference, and resampling. The privacy preservations of these algorithms are justified theoretically in the sense of carefully formulated definitions. Furthermore, we demonstrate the applications of these algorithms to machine learning.

报告人：蔡宁教授

蔡宁现任香港科技大学（广州）金融科技学域（系）教授及学域主任，国家级高层次人才，同时担任广州市金融科技前沿研究重点实验室主任。之前曾于香港科技大学先后担任助理教授、副教授及教授。他于哥伦比亚大学获得运筹学博士学位，并于北京大学获得概率统计学士和硕士学位。他的研究方向主要包括金融科技、金融工程、绿色金融以及金融和经济中的随机建模。他现在担任 Operations Research Letters 金融工程领域的领域主编，并曾于2015年至2023年担任 Operations Research 的副主编。他的研究成果曾发表于多个顶级学术期刊，包括 Management Science, Operations Research, Mathematics of Operations Research, Mathematical Finance 和 INFORMS Journal on Computing。

讲座主题2：Pareto-efficient insurance under the model uncertainty

摘要：In this talk we look into the optimal insurance contracting problem from the perspective of Pareto optimality. The potential policyholder (PH) and finitely many insurers all apply distortion risk measures for insurance negotiation and are assumed to be ambiguous about the underlying loss distribution. Ambiguity is modeled via sets of probability measures for each agent, and those sets are generated through Wasserstein balls around possibly different benchmark distributions. We derive the analytical forms of the optimal indemnity functions and the worst-case survival functions from all the parties’ perspectives. We illustrate more implications through numerical examples.

报告人：姜文骏 副教授

姜文骏现在是加拿大卡尔加里大学数学统计系的副教授。他于2019年在加拿大西安大略大学取得统计博士学位（精算方向）。他主要从事最优（再）保险和风险分担的研究。他的主要成果发表于EJOR, IME, SIFIN, ASTIN, SAJ, NAAJ, FRL上。

讲座时间：2025年11月24日（周一）

下午14:30-17:00

报告地点：沙河二教316

邀 请 人：池义春