讲座题目：Smooth Models of Decision Making under Ambiguity and Consistency Imprecision

　　报告人：李静远

　　报告时间：2018年12月26日(周三)下午15点30分

　　报告地点：经管院A208

　　主办单位：数理经济与数理金融系

　　主持人：魏立佳

　　摘要: In this paper, we establish three axiomatically founded smooth ambiguity models by relaxing the consistency axiom in Klibanoff, Marinacci, and Mukerji (2005) to the imprecise consistency axiom. The first model is able to accommodate the Ellsberg Paradox (Ellsberg 1961) without imposing different preferences in different stages and characterizes ambiguity attitudes via risk vulnerability (Gollier and Pratt 1996) and consistency imprecision. The second and third models recover Klibanoff, Marinacci, and Mukerji (2005)'s model as a special case.

　　简介：李静远，Texas A&M 经济学博士， 香港岭南大学财务保险系教授。研究方向为风险与不确定性。主要研究成果发表在 Journal of Economic Theory, Journal of Mathematical Economics 以及Journal of Risk and Insurance上。