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“海外名家”讲学计划:保险计量经济学中的因果推断

2018-04-27   

Prof. Richard Butler

Butler教授是“当代最出色的计量经济学家”之一,他对计量经济学在风险管理与保险研究领域的应用有深远的影响。他长期担任《风险与保险杂志》实证研究方向的联席主编。

Prof. Butler is one of the best econometricians in our time. He influences how econometrics should be applied in the risk management and insurance research. He served as the co-editor of theJournal of Risk and Insurancefor a long time,responsible for empirical submissions.

保险计量经济学中的因果推断

2018年5月14日至18日,北京大学经济学院302

Causal Inference in Insurance Econometrics

May 14thto May 18th, 2018; Room 302, School of Economics, Peking University

Lecture

Topics

Time

1

The Geometry of Causal Inference (and Quantile Regressions)

9am-11:50am, May 14th, Monday

2

Applications of Instrumental Variables, Regression Discontinuities, and Matching

2pm-4:50pm, May 15th, Tuesday

3

Applications of Fixed Effects Models with Panel Data Sets

9am-11:50am, May 16th, Wednesday

4

Regressions when Time is Important:  Integrated Time Series and Duration Modeling

9am-11:50am, May 17th, Thursday

5

The Impact of Market Access on Insurance Demand

(PKU-CCISSR bi-weekly seminar)

10am-11:30am, May 18th, Friday

6

Ph.D. students and faculty seminar

(Four invited talks on research projects)

2pm-4:50pm, May 18th, Friday


本系列讲座对北京大学和部分在京保险院系的学生和教师免费开放,授课语言为英文。学生应当具备本科计量经济学基础,建议具有保险、金融或经济学背景。请填写本通知第二页附件中的风险评估问卷,发邮件到ccissr@126.com报名,邮件标题说明“报名Butler教授课程,姓名、专业、年级、校园卡号”,报名截止日期5月11日中午12点。

The lectures are free open to all students and faculties of the Peking University and to some other RMI departments in Beijing. All lectures will be in English. Students taking the lectures are expected to master the undergraduate level econometrics, preferably with also insurance, finance, or economics background. To register, please kindly fill the risk assessment form attached to this notice and send an email toccissr@126.com, titled with Registration for lectures of Prof. Butler, and your name, program and year, and ID number. The registration will be closed at 12pm, May 11th.

主办:北京大学国际合作部 北京大学经济学院

承办:北京大学经济学院 风险管理与保险学系

Hosted by the Department of Risk Management and Insurance, School of Economics, Peking University, and the Office of International Relations, Peking University.


Appendix

Risk Assessment: Someone among your classmates applies for several foreign positions (say--Singapore, Canada, USA, Germany) in Advanced Research (Actuarial or Risk Management Consulting) or University Teaching. What is the likelihood of getting a job offer conditional on the indicated conditions holding during schooling (P(offer|schooling conditions) ). Speculate on the left hand column probability, given that the right hand conditions hold (Y=yes, it holds; N=No, it does not hold; 1st=top quintile, 2nd=second quintile, 3rd=third quintile):


Example:

P(Offer|conditions)

Siblings, one or more

Family overseas

Attended conference overseas

Good English speaker

Published article with adviser

Ask questions in class

Class rank

.75

Y

Y

Y

Y

Y

Y

1st


Now your turn (PLEASE FILL IN THE LEFT HAND PROBABILITIES THAT YOU THINK APPLY):

P(Offer|conditions)

Siblings, one or more

Family overseas

Attended conference overseas

Good English speaker

Published article with adviser

Ask questions in class

Class rank

 

N

N

Y

N

N

N

1st

 

Y

N

N

Y

Y

Y

2nd

 

N

Y

N

Y

N

N

3rd

 

Y

N

N

N

Y

N

1st

 

N

Y

N

Y

N

Y

2nd

 

N

N

N

Y

N

Y

3rd

 

Y

N

N

N

N

N

1st

 

N

N

N

Y

N

Y

2nd

 

N

Y

Y

Y

Y

N

3rd


We will use this example in class, during a brief module on cyber-security risk, to talk about how econometrics can be used to assess rare events like data-breaches of computer systems, etc.

  • 北京大学经济学院

  • 北大经院人

  • 经院校友办