绳德磊

时间:2019-04-29 17:09:42  作者:  点击:

绳德磊,男,出生于19828月,副教授,天津大学数学专业金融数学方向博士毕业,University of Waterloo统计与精算科学系访问学者,萄京娱乐场官网网站应用经济学博士后流动站博士后。从事金融数学、保险精算、金融工程相关问题的研究工作。讲授数理金融、保险精算、金融统计方法、金融风险管理、金融随机分析等专业课程。




主要科研成果:

论文

1. Management of the asset-liability ratio with regulation constraints, 2019, forthcoming.

2. Minimum probability function of crossing the regulation bound for asset-liability management, 2019, forthcoming.

3. Optimal insurance-package and investment problem for an insurer, J. Sys. Sci & Info, 2018.

4. Explicit solution of reinsurance--investment problem for an insurer with dynamic income under Vasicek model, Adv. Math. Phy., 2016.

5. Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian Motions, Abs. App. Anal., 2014.

6. Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts, Disc. Dyn. Nat. Soc., 2014.

项目

1、主持中国博士后科学基金面上资助项目(No. 2017M611192).

2、主持萄京娱乐场官网网站青年科学基金项目(No. QN-2017019).

3、参与国家自然科学基金青年基金一项(No. 11301376.

 

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