报告时间：2023年8月23日 上午9:00开始
报 告 人：钱林义（华东师范大学经济管理学部 教授）
腾讯会议：683-628-745
报告题目：Optimal investment, consumption and insurance strategies under tax-deferral policy
报告摘要：This paper studies the strategy selection problem of individual investment consumption and tax-deferred commercial pension insurance. Under the goal of maximizing the expected utility of terminal wealth at the time of personal consumption and retirement, we analyze the form of the optimal strategy based on the general risk aversion utility function, and obtain the explicit expression of the optimal policy and value function under two kinds of utility functions: exponential utility and power utility function. In addition, we further consider the the optimal choice of consumption, tax-deferred commercial pension insurance and life insurance strategies after the introduction of life insurance purchase decision. In order to study the influence of tax rate, life insurance, income and other parameters on the strategy and value function, this paper gives the numerical analysis of the parameters. Through the analysis of the results and combined with the actual situation, we put forward some targeted and reasonable suggestions to help individuals better manage income and distribute wealth, so as to achieve the optimum of their own goals.
报告人简介：钱林义，男，华东师范大学经济与管理学部统计学院教授，博士生导师，上海市曙光学者，中国准精算师，中国工业与应用数学学会金融数学与工程和精算保险专委会精算保险青年委员会主任，中国现场统计研究会风险管理与精算分会常务理事，中国优选法统筹法与经济数学研究会量化金融与保险分会理事，中国社会保障学会商业保险分会理事。研究方向为概率统计，保险精算。在Insurance: Mathematics and Economics等杂志上发表论文近50篇，专著1本，主持国家课题3项，省部级课题6项；作为子课题负责人参与一项国家社科重大项目和一项国家自科重点项目。曾获上海瑞士再保险精算科学奖三等奖、第十一届全国统计科研优秀成果奖二等奖、上海市优秀博士论文奖、上海市自然科学奖三等奖等奖项。
