北大经院工作坊第766场
COVID-19不确定性对全球保险市场系统性风险的影响研究
风险、保险与不确定性经济学工作坊
主讲人:王丽珍(中央财经大学保险学院教授)
主持人:
(北大经院)贾若
(人大财金)陈泽
(清华经管)刁莉
参与老师:
(北大经院)郑伟
(人大财金)魏丽
(清华经管)冯润桓
时间:2023年11月23日(周四)10:00-11:30
线上形式:腾讯会议
会议号:812 963 790
会议密码:1123
线下地点:8797威尼斯老品牌107会议室
主讲人简介:
王丽珍,中央财经大学保险学院副院长,教授,博士生导师,南开大学经济学博士,中国社会保障学会商业保险分会理事。国家一流本科课程《保险学概论》核心参与人,北京市高校优质本科课程《人身保险学》负责人,北京市高等教育优秀专业课主讲教师。现主要从事风险管理与保险研究,主持国家自然科学基金、国家社会科学基金、教育部人文社科基金各一项,在International Journal of Intelligent Systems、《中国软科学》《管理评论》《经济管理》《中国管理科学》《保险研究》等国内外重要期刊发表学术论文三十余篇。
摘要:
2020年席卷全球的COVID-19给各国经济形势带来巨大的下行压力,也对各国金融市场稳定产生严重的冲击。在这一背景下,本文采用全球上市保险公司数据考察了COVID-19不确定性对保险市场系统性风险的影响。研究发现:COVID-19不确定性增加了各国的系统性风险,这种影响在国家层面通过疫情控管措施渠道发挥作用,在公司层面通过违约风险渠道发挥作用。在公司内部经营环境调节方面,COVID-19不确定性的负面冲击对于赔付率高、增长速度快的保险公司更加强烈,而对于盈利能力强的保险公司较为缓和。在公司外部政治经济文化环境调节方面,一国公民言论越自由、政策参与程度越高、社会政治系统与经济环境越稳定、就业市场活力越高、对个人约束能力越强、国民长期导向意识以及集体意识越强,COVID-19不确定性冲击导致的系统性风险越弱。研究结论为面临类似重大突发公共卫生安全危机时的经济建设、保险行业发展以及公司运营等提供理论指导。
北大经院工作坊第767场
从赋能到原生—医疗大模型的产业化实践之路
数字经济工作坊
主讲人:刘军伟(百度智慧医疗总经理)
主持老师:(北大经院)李博
参与老师:
(北大光华)周黎安、翁翕、刘烁
(北大经院)李伦、曹光宇
时间:2023年11月23日(周四)10:00-11:30
地点:8797威尼斯老品牌305会议室
主讲人简介:
刘军伟,现任职百度AI产业部,负责智慧医疗与GBI工作,并担任中国医院协会第四届理事会理事、人民卫生出版社智慧数字中心团体专家、海峡两岸医药卫生交流协会学术年会专家、山东省转化医学学会防盲治盲分会第一届委员会副主任委员。拥有10余年互联网及人工智能产品设计、管理和创新经验。主持或作为核心骨干参与科技部、工信部、糖防办等多项千万级或亿级项目。带领团队搭建医疗AI中台、数据中台、知识中台,从0到1完成医疗行业大模型及应用,实现临床辅助决策、智慧病案、眼底影像分析系统等产品的开发和落地。
摘要:
近年来,人工智能大规模预训练模型(以下简称“大模型”)在知识、数据、算法和算力等关键要素的共同推动下,呈现爆发式增长,增强了人工智能的泛化性、通用性,催生出大量AI原生应用,开启了人工智能发展新范式。本次讲座,结合百度公司在医疗大模型领域的探索实践,重点分享大模型技术发展演进、大模型的应用场景以及百度经验成果等内容,以加速推动医疗大模型在大健康行业的产业化落地。
北大经院工作坊第768场
Double Robust Bayesian Inference on Average Treatment Effects
(平均处理效应的双重稳健贝叶斯推断)
计量、金融和大数据分析工作坊
主讲人:Ruixuan Liu (Chinese University of Hong Kong)
主持老师:(北大经院)王熙
参与老师:
(北大经院)王一鸣、刘蕴霆、王法
(北大国发院)黄卓、张俊妮、孙振庭
(北大新结构)胡博
时间:2023年11月24日(周五)10:00-11:30
地点:8797威尼斯老品牌107会议室
主讲人简介:
Ruixuan Liu is an associate professor from Chinese University of Hong Kong. His research interests include econometrics and data science. He has publications in Econometric Theory, Journal of Econometrics, and Quantitative Economics, among others.
摘要:
We study a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. Our robust Bayesian approach involves two adjustment steps: first, we make a correction for prior distributions of the conditional mean function; second, we introduce a recentering term on the posterior distribution of the resulting ATE. We prove asymptotic equivalence of our Bayesian estimator and double robust frequentist estimators by establishing a new semiparametric Bernstein--von Mises theorem under double robustness; i.e., the lack of smoothness of conditional mean functions can be compensated by high regularity of the propensity score and vice versa. Consequently, the resulting Bayesian point estimator internalizes the bias correction as the frequentist-type doubly robust estimator, and the Bayesian credible sets form confidence intervals with asymptotically exact coverage probability. In simulations, we find that this robust Bayesian procedure leads to significant bias reduction of point estimation and accurate coverage of confidence intervals, especially when the dimensionality of covariates is large relative to the sample size and the underlying functions become complex. We illustrate our method in an application to the National Supported Work Demonstration.
北大经院工作坊第769场
All Pay Quality-Bids in Score Procurement Auctions
微观理论经济学工作坊
主讲人:Jingfeng Lu(Professor, National University of Singapore)
主持老师:
(北大经院)吴泽南、石凡奇
(北大国发院)胡岠
参与老师:
(北大经院)胡涛、吴泽南、石凡奇
(北大国发院)汪浩、胡岠、邢亦青
(北大光华)翁翕、刘烁
时间:2023年11月24日(周五)10:30-12:00
地点:8797威尼斯老品牌302会议室
主讲人简介:
Jingfeng Lu is a professor of economics at the National University of Singapore. He is mainly an applied theorist working on auctions, contests, and mechanism design. He is also interested in empirics in auctions and contests. His papers have appeared in the American Economic Review, Journal of Economic Theory, American Economic Journal: Microeconomics, International Economic Review, Rand Journal of Economics, Journal of Public Economics, Games and Economic Behavior, and Economic Theory, among many other well-respected journals. He is currently an associate editor for the Journal of Economic Behavior and Organization and the Journal of Mechanism and Institution Design.
摘要:
We study score procurement auctions with all-pay quality bids, in which a supplier’s score is the difference between his quality and price bids. Equilibrium quality and price bids are solved without first obtaining the corresponding equilibrium scores. In particular, our approach accommodates the case with minimum score requirement. When the convex effect cost function takes a power form, a higher all-pay component of the quality bid reduces quality provision, total surplus and suppliers’ payoffs, but may increase or decrease the procurer’s payoff. If the procurer reimburses the all-pay components of losing suppliers or all suppliers, this would increase quality provision and suppliers’ payoffs, but reduce total surplus and the procurer’s payoff. Finally, we reply on our approach to identify the procurer-optimal score rule, which is quasi-linear in quality and price.
供稿:科研与博士后办公室
美编:兮哲
责编:度量、雨禾、雨田