| 翻訳と辞書 |
| Michael R. Powers ： ウィキペディア英語版 |
Michael R. Powers
Michael Roland Powers (born November 19, 1959) is the Zurich Group Professor of Risk Mathematics at Tsinghua University’s School of Economics and Management, where he holds a dual appointment in Tsinghua's Schwarzman Scholars program. An internationally recognized insurance scholar, he was a 2011 recipient of China’s ''Qian Ren Ji Hua'' award.〔See http://www.sem.tsinghua.edu.cn/en/powers.〕 In 2013, he won the Kulp-Wright Book Award for ''Acts of God and Man: Ruminations on Risk and Insurance'' (2012, Columbia University Press).〔See http://cup.columbia.edu/book/978-0-231-15366-9/acts-of-god-and-man.〕
==Research==
Powers has published over eighty articles and book chapters on a variety of risk-related topics, with particular focus on issues of government regulation and public policy.〔See http://www.sem.tsinghua.edu.cn/portalweb/appmanager/portal/semEN?_nfpb=true&_pageLabel=P12601436201288346617220.〕 His major research contributions include: the introduction of intertemporal discounting into collective risk theory (actuarial ruin theory);〔Powers, M. R., 1995, "A Theory of Risk, Return, and Solvency," ''Insurance: Mathematics and Economics'', 17, 2, 101-118.〕 the derivation of the “Powers-Shubik square-root rule” for the approximate number of reinsurance companies operating in a national insurance market;〔Powers, M. R. and Shubik, M., 2006, "A 'Square-Root Rule' for Reinsurance," ''Revista de Contabilidade e Finanças'' (''Review of Accounting and Finance''), 17, 5, 101-107.〕 and a utility-theoretic solution of the Two Envelopes Paradox.〔Powers, M. R., 2015, "Paradox-Proof Utility Functions for Heavy-Tailed Payoffs: Two Instructive Two-Envelope Problems," ''Risks'', 3, 1, 26-34.〕 A frequent collaborator of Martin Shubik, he is responsible for promoting the application of game-theoretic modeling in insurance and actuarial science.〔See, e.g., Powers, M. R., Shubik, M., and Yao, S. T., 1998, "Insurance Market Games: Scale Effects and Public Policy," ''Zeitschrift für Nationalökonomie'' (''Journal of Economics''), 67, 2, 109-134; Powers, M. R. and Shubik, M., 2001, "Toward a Theory of Reinsurance and Retrocession," ''Insurance: Mathematics and Economics'', 29, 2, 271-290; and Powers, M. R., 2007, "Using Aumann-Shapley Values to Allocate Insurance Risk: The Case of Inhomogeneous Losses," ''North American Actuarial Journal'', 11, 3, 113-127.〕 In ''Acts of God and Man'', he proposes a science of risk based upon: a fundamentalist Bayesian (i.e., subjective/judgmental) approach to modeling uncertainty; a formal distinction between the "aloof" risks of insurance and the "non-aloof" risks of other financial markets; and a personalized scientific method emphasizing randomized controlled studies, mathematical and game-theoretic modeling, and statistical simulation.〔See http://www.scienceofrisk.com/.〕
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
■ウィキペディアで「Michael R. Powers」の詳細全文を読む
スポンサード リンク
| 翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|