【主讲人】 曾郁仁 教授
【主持人】 高明 助理教授

【报告摘要】Knowing how small violation of stochastic dominance rules that would be accepted by individuals is a prerequisite to applying almost stochastic dominance criteria. Unlike previous results obtained by experiments, this paper estimates an acceptable violation of stochastic dominance rules with 940,904 real data observations on the choices of deductibles in automobile theft insurance. We find that, for all policyholders in the sample who optimally chose a low deductible, the upper bound estimate of the acceptable violation ratio is 8.198E-08, which is close to zero. On the other hand, considering most decision makers, such as 99% (95%) of the policyholders in the sample, who optimally chose the low deductible, the upper bound estimate of the acceptable violation ratio is 0.0399 (0.0727). Our results provide reference values for the acceptable violation ratio for applying almost stochastic dominance rules.

【主讲人介绍】曾郁仁（Larry Y. Tzeng）教授现执教于台湾大学财务金融系所，2010年迄今为特聘教授。曾教授于Temple University取得Risk Management, Insurance, and Actuarial Science方向的博士学位（1996），相关论文发表于Management Science、Operations Research、Journal of Econometrics、Economic Theory、Journal of Banking and Finance和风险管理与保险领域三大顶尖学术期刊Journal of Risk and Insurance、Journal of Risk and Uncertainty、Geneva Risk and Insurance Review。根据Morris Danielson和Jean Heck合著的“Analysis of Publication Activity in the Leading Risk Management and Insurance Journals: 1984-2013”，曾教授在风险管理与保险领域三大顶尖学术期刊的发表论文篇数，1984-2013年全球排名第十八，2004-2013年全球排名第五。

曾郁仁教授有丰富的学术任职。他于2016-2018年担任台湾大学财务金融系所主任；2019年迄今担任European Group of Risk and Insurance Economists的主席，是担任此职务的首位亚洲学者；2012-2015年、2018年迄今担任台湾大学经济计量研究中心主任，该中心目前每年负责超过人民币一千万的研究预算。此外，2006年到2018年，他担任Journal of Risk and Insurance的副主编，目前担任Risk Management and Insurance Review、APRIA Journal、Journal of Risk Finance等期刊的编辑委员。