报告题目：Revisiting optimal insurance design under smooth ambiguity aversion

报告所属学科：应用经济学

报告人：Richard Peter（University of Iowa）

报告时间：2022年12月16日 18:00-21:00

报告地点：Zoom ID: 927 0377 2725

报告摘要：

We analyze optimal insurance design for a risk- and ambiguity-averse policyholder who is uncertain about the distribution of losses and faces linear transaction costs. We use smooth ambiguity preferences, a flexible ambiguity structure, and focus on indemnity schedules that satisfy the principle of indemnity and the no-sabotage condition for incentive compatibility. We characterize optimal insurance contracts and find that the marginal indemnity is either zero or one except at critical points. We then provide a condition for a straight deductible to be optimal and show that this condition is satisfied under various stochastic ordering assumptions on the priors. We discuss specific ambiguity structures, some of which give rise to indemnities with multiple layers. We also derive compara- tive statics. Greater ambiguity aversion always raises insurance demand whereas greater ambiguity has indeterminate effects. For policyholders with relative ambiguity prudence between zero and two, greater ambiguity raises insurance demand.

报告人简介：

Richard Peter is a TriStar Research Fellow and Associate Professor of Finance at the Tippie College of Business, University of Iowa. Peter received his Ph.D. in business from Ludwig Maximilian University in Munich in 2013. His research interests include the risk and uncertainty theory and how it improves our understanding of risk management and insurance behavior. He uses mainly applied microeconomic theory to answer descriptive and normative questions in risk and insurance economics. He has worked on topics such as genetic testing, prevention and precaution, saving over the life cycle, and the link between preferences, uncertainty and behavior. He obtains some awards & honors including Ernst-Meyer Prize-The Geneva Association(2013), Young Economist Best Paper Award-SCOR & European Group of Risk and Insurance Economists(2020). His work has appeared in Management Science, Journal of Risk and Insurance, Operations Research, Economic Theory, Journal of Health Economics, Journal of Risk and Uncertainty etc.

报告题目：家庭医疗护理资源调度与路径优化研究

报告所属学科：管理科学与工程

报告人：殷允强（电子科技大学）

报告时间：2022年12月21日 14:30-18:00

报告地点：腾讯会议：987-927-382

报告摘要：

家庭医疗护理资源调度是一类集成了人员调度、指派规划和路径规划的联合优化问题。该类问题具有多阶段性的特点，存在较强的耦合效应，对模型的求解提出了极大的挑战。本报告主要介绍分支定价定切算法在家庭医疗护理资源调度中的应用。针对开始时间相关的路径优化、柔性时间窗、同步服务等问题特点，主要讨论问题的建模和分解思路，以及如何利用分支定价定切算法进行有效求解。

报告人简介：

殷允强，电子科技大学经济与管理学院教授、博士生导师，国家万人计划青年拔尖人才，四川省杰青。主要从事智能决策与优化、生产与物流运作管理等方面的研究。在NRL、EJOR、TRE、Omega、IEEE Transactions on Cybernetics等国际期刊发表SCI论文多篇。主持国家自然科学基金项目4项，国家社科重大项目1项（子课题负责人）。2014-2021连续8年入选Elsevier 中国高被引学者榜单。现任中国管理科学与工程学会理事、中国优选法统筹法与经济数学研究会智能决策与博弈分会秘书长、中国双法研究会船海经济管理专业委员会副理事长、中国运筹学会排序专业委员会常务事长。

报告题目：Managing The Personalized Order-Holding Problem in Online Retailing

报告所属学科：管理科学与工程

报告人：林云峰（新加坡管理大学(SMU)）

报告时间：2022年12月20日 9:30-12:00

报告地点：腾讯会议：721-746-103

报告摘要：发布

A significant percentage of online consumers place consecutive orders within a short duration. To reduce the total order arrangement cost, an online retailer may consolidate consecutive orders from the same consumer. We investigate how long the retailer should hold the consumer’s orders before sending them to a third-party logistics provider (3PL) for processing. In this order-holding problem, we optimize the holding time to balance the total order arrangement cost and the potential delay in delivery. We show that the optimal order-holding decisions follow a threshold-type policy that is straightforward to implement: Hold any pending orders if the holding time is within a threshold, or send them to the 3PL otherwise. We find that the threshold is higher for “plus” consumers, female consumers, and consumers in the age group of 16-25. The threshold for tier-1 cities is lower than that for tier-2 to tier-4 cities but higher than that for tier-5 cities.

报告人简介：

林云峰，新加坡管理大学(SMU)李光前商学院运营管理学副教授，新加坡管理大学管理硕士(MiM)项目的学术主任，于美国佐治亚理工学院获工业与系统工程博士和硕士学位。现任长江学者讲座教授，MPA研究员、李光前研究员和NOL研究员；兼任《Production and Operations Management》和《Naval Research Logistics》期刊的副编辑。研究方向包括电子商务和市场分析、在线平台、仓储论、可持续城市物流、灵活劳动力和资源管理；曾在《Operations Research》、《Management Science》、《Manufacturing and Service Operations Management》和《Production and Operations Management》上发表多篇高质量论文。林教授在新加坡管理大学讲授运营管理的本科和研究生课程，曾荣获大学优秀教学创新教师奖；也曾为阿里巴巴、马士基、麦克马斯特-卡尔公司、圣淘沙名胜世界、施耐德电气、淡马锡控股和Zalora等公司提供咨询服务。

报告题目：Data-Driven Markov Decision Processes with Parameter Uncertainty: Application to Remanufacturing Planning

报告所属学科：管理科学与工程

报告人：向一莎（美国休斯敦大学（University of Houston））

报告时间：2022年12月21日 10:00-11:30

报告地点：腾讯会议: 283-848-502

报告摘要：

We consider the problem of remanufacturing planning with the objective of minimizing the negative environmental impacts while sustaining profitable growth. Determining the optimal remanufacturing timing, first and foremost, requires modeling of the state transitions of a system. The estimation of these probabilities, however, often suffers from data inadequacy and is far from accurate, resulting in serious degradation in performance. To mitigate the impacts of the uncertainty in transition probabilities, we develop a novel data-driven modeling framework for remanufacturing planning in which decision makers can remain robust with respect to statistical estimation errors. We model the remanufacturing planning problem as a robust Markov decision process, and construct ambiguity sets that contain the true transition probability distributions with certainty using historical data. We further establish structural properties of optimal robust policies and insights for remanufacturing planning. A computational study on the NASA turbofan engine shows that our data-driven decision framework consistently yields better worst-case performances and higher reliability of the performance guarantee.

报告人简介：

Dr. Yisha Xiang is the associate professor of Industrial Engineering at the University of Houston. Her current research and teaching interests involves data-driven decision-making under uncertainty and statistical machine learning. Her research has been funded by National Science Foundation, including a CAREER grant, and industry. She has published articles in refereed journals, such as INFORMS journal on computing, IISE Transactions, European Journal of Operational Research, and Naval Research Logistics. She was the recipient of the P.K. McElroy award, Stan Oftshun award, and Doug Ogden award for best papers at the Reliability and Maintainability Symposium. Dr. Xiang received her B.S. in Industrial Engineering from Nanjing University of Aero. & Astro., China, and M.S and Ph.D. in Industrial Engineering from University of Arkansas. She serves as an Associate Editor for IISE Transactions and IEEE Transactions Automation Science and Engineering. She also currently serves as the Chair-elect of the INFORMS Quality, Statistics, and Reliability Sector, and President-elect of the IISE Quality Control and Reliability Engineering Division. She is a member of IISE and INFORMS.

报告题目：Cost Metafrontiers are Nonconvex in the Outputs since the Metafrontier is Nonconvex: The Price of a Convexification Strategy

报告所属学科：应用经济学

报告人：Kristiaan KERSTENS（IESEG管理学院）

报告时间：2022年12月21日 17:00-21:00

报告地点：腾讯会议: 916-647-052

报告摘要：

Metafrontier analysis is widely used to account for technological heterogeneity among producers. The approach involves combining a number of group-specific production possibilities sets to form a production possibilities metaset. Even though the union of the group sets normally results in a nonconvex metaset, most authors proceed as if the metaset is convex. Kerstens, O'Donnell and Van de Woestyne (2019) obtain new results on the union operator on sets under various assumptions. They then use a production context to empirically illustrate that the popular convexification strategy is highly questionable. In this paper we transpose their results on the union operator from a production context to a cost context: this is new. We then explore the extent to which a convexification strategy is tenable when estimating a cost metafrontier. We use a secondary data set to illustrate the main issues. We establish that the convexification strategy leads to potentially-biased estimates of the cost metafrontier and associated measures of efficiency.

报告人简介：

Kristiaan KERSTENS is the Director of research (research professor) at the French National Centre for Scientific Research (Centre National de la Recherche Scientifique, CNRS), and also a Professor of Economics at IESEG School of Management. His research focuses on efficiency measurement (benchmarking) of private and public sector organizations, productivity indices and indicators, and portfolio optimization with higher moments. His work has been published in leading international journals, including Operations Research, Management Science, European Journal of Operational Research, Economic Theory, American Journal of Agricultural Economics, Journal of Economic Dynamics and Control, Journal of Banking and Finance, etc. He also serves as the Associate Editor for several international refereed journals including Journal of Productivity Analysis.

报告题目：我国“双碳”战略实施及“十四五”气候政策展望

报告所属学科：管理科学与工程

报告人：柴麒敏（国家气候战略中心）

报告时间：2022年12月16日 14:00-16:00

报告地点：腾讯会议：231-588-479

报告摘要：

从党的二十大报告有关“双碳”工作的决策部署解读入手，综述全球气候治理最新进展及关键科学问题、主要国家应对气候变化政策和行动比较，并对我国应对气候变化国家战略及“双碳”政策体系、国家重点碳专项研究产出进行深入探讨，提出推动“双碳”相关科学研究支撑工作的建议。

报告人简介：

柴麒敏，国家气候战略中心战略规划部主任，清华大学现代管理研究中心研究员，对外经贸大学绿色金融与可持续发展研究中心副主任、客座教授，贵州理工学院客座教授，中国环境科学学会碳达峰碳中和专委会秘书长，中国能源研究会能源系统工程专委会副秘书长，全球气候战略委员会委员，碳中和50人论坛特约研究员，斯坦福大学访问学者。作为政府代表团成员长期参与联合国气候变化谈判，作为主要执笔者参与了本世纪中叶长期温室气体低排放发展战略、中国国家自主贡献、国家碳达峰碳中和目标论证、应对气候变化专项规划、国家控制温室气体排放工作方案、重点领域和地方达峰方案等政策文件的撰写，成果多次获得国家发展改革委优秀研究成果奖、环境保护科学技术奖、能源软科学研究优秀成果奖。

报告题目：数字经济反垄断科学监管：逻辑与挑战

报告所属学科：应用经济学

报告人：林平（山东大学经济学院）

报告时间：2022年12月16日 10:00-12:30

报告地点：腾讯会议：310-904-515

报告摘要：

主要论述反垄断监管误差社会成本的概念及其非完备可观测性，并用决策理论框架刻画误差成本极小化监管力度，进行理论拓展，并得到系列政策启示：比如，最优监管力度在新业态领域、市场进入活跃的行业相对较低，而在金融行业相对较高；对创新行业的科学监管要求“慎之又慎”；反垄断“精准监管”包含合理选择执法重点与精准评估个案行为两个层次，二者缺一不可；在制度安排上，应当赋予执法机构合理的自由裁量权，以“可信”方式保证执法的独立性。

报告人简介：

林平，山东大学经济学院院长、讲席教授、竞争政策研究中心主任，主持国家自然科学基金重大项目《数字经济反垄断理论与政策研究》（1200万）等多项。美国明尼苏达大学经济学博士，中国经济体制改革研究会理事，中国工业经济学会竞争政策专业委员会顾问。曾任国际竞争网络(ICN)香港非政府顾问，香港行政上诉委员会委员和香港电讯行业竞争上诉委员会委员(香港特首任命)，香港经济学会会长，香港政府研究资助委员会评审组专家。在Journal of Economic Theory，International Economic Review，Journal of Financial Economics，Journal of International Economics，Journal of Development Economics, 《管理世界》等经济学和管理学一流期刊上发表论文100余篇；编写（香港）教材多部，合作主持译著4部，曾为《国际反托拉斯经济学手册》撰写中国部分和负责协调日本部分（2014），入选“中国高被引学者”榜单等；为国家市场监督管理总局反垄断局、香港竞争事务委员会、和亚洲发展银行等机构长期进行反垄断咨询工作和竞争政策研究。