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歡迎光臨武漢大學經濟與管理學院!
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經濟學高級研究論壇第153期
時間:2020-12-24    點擊數:

講座題目:Optimal commissions and subscriptions in mutual aid platforms

報告人:曾燕

報告時間:2020年12月26日19:00-20:30

報告地點:騰訊會議ID:511 603 992

主辦單位:武漢大學經濟與管理學院數理經濟與數理金融系

主持人:林乾


內容摘要:This paper investigates an operation mechanism for mutual aid platforms to develop more sustainably and profitably. A mutual aid platform is an online risk-sharing platform for risk-heterogeneous participants, and the platform extracts revenues by charging commissions and subscriptions to participants. A modeling framework is proposed to identify the optimal commissions and subscriptions for mutual aid platforms. Participants are divided into different types based on their loss probabilities and values derived from the platform. We present how these commissions and subscriptions should be set in a mutual aid plan to maximize the platform’s revenues. Our analysis highlights the importance of accounting for risk heterogeneity in mutual aid platforms. Specifically, different types of participants should be charged different commissions/subscriptions depending on their loss probabilities and values on the platform. Adverse selection occurs on the platform if participants with different risks are treated equally. Our results also show that the platform’s maximum revenue will be lower if a common fee is applied to all participants. The numerical results of a practical example illustrate that the optimal commission/subscription scheme makes considerable improvements in platform revenue over the current scheme implemented by the platform.


主講人簡介 :曾燕,男,中山大學嶺南學院教授、博士生導師。其主要從事金融工程、風險管理、保險精算、數字普惠金融與金融經濟學等領域的研究,國家社科基金重大項目首席專家、廣東省青年珠江學者、廣東省自然科學基金杰出青年項目獲得者、霍英東教育基金項目獲得者、廣東省高?!扒О偈こ獭迸囵B對象;主持了國家自科面上項目等10余項課題;在本領域著名期刊上發表學術論文70余篇,其中SCI/SSCI收錄40篇;研究成果獲得廣東省哲學社科優秀成果一等獎(省級)、第七屆高等學??茖W研究優秀成果三等獎(部級)等。


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