报告题目：Life-cycle planning model with rational inattention（基于理性疏忽的生命周期模型）
报告人：王宁助理教授(澳大利亚国立大学)
时间：2026年1月12日下午14:00-16:00
地点：西安交通大学创新港涵英楼5-8001会议室
报告人简介：
王宁，现任教于澳大利亚国立大学金融、精算与统计学院。2020年获华东师范大学统计学博士学位，2021年获澳大利亚麦考瑞大学精算学博士学位。目前在保险精算与数理金融领域知名期刊Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, North American Actuarial Journal和Quantitative Finance上发表论文20余篇，也曾担任多个SCI/SSCI期刊的匿名审稿人。
摘要：
In this study, we investigate the information-based dynamic strategic decision makings in consumption, investment and life insurance purchase for a household with two consecutive generations. A continuous-time model featuring the time-varying information-processing ability of the economic agent is considered. Specifically, we consider the situation where the decision makers cannot observe the states perfectly due to the impact of rational inattention, and they can only observe a noisy signal containing imperfect information about the states. The economic agent can dynamically change the information channel capacity of the private information to adjust the estimation accuracy. Closed-form solutions for value functions and optimal rules are obtained for before and after the death of the wage earner by adopting dynamic programming principle coupled with Hamilton-Jacobi-Bellman (HJB) equations. Finally, numerical studies are provided to illustrate the economic implications of the solutions.
