李丹萍




个人资料
部门： 经济与管理学部
性别： 女
专业技术职务： 副教授
毕业院校： 天津大学
学位： 博士
学历： 博士
联系电话：
电子邮箱： dpli@fem.ecnu.edu.cn
办公地址： 中北校区理科大楼A1706
通讯地址： 上海市普陀区中山北路3663号华东师范大学中北校区理科大楼A1706
邮编： 200062
传真：


工作经历
2017.02-2019.02 加拿大滑铁卢大学统计与精算系博士后
2018.09-今 华东师范大学经济与管理学部统计学院副教授




教育经历
2008.09-2012.06 天津大学数学与应用数学专业理学学士
2010.03-2012.06 南开大学金融学专业经济学学士
2012.09-2017.01 天津大学运筹学与控制论专业理学硕士
2014.09-2017.01 天津大学金融数学专业理学博士
2015.08-2016.08 加拿大滑铁卢大学精算学专业国家公派联合培养博士研究生






个人简介
李丹萍，女，华东师范大学副教授，主要研究方向为金融工程、保险精算，发表学术论文20余篇，主持1项国家自然科学基金青年项目和上海市晨光计划项目。



社会兼职
1. Insurance: Mathematics and Economics、Journal of Computational and Applied Mathematics、Journal of Industrial and Management Optimization, Journal of Applied Mathematics and Computing、Communications in Statistics-Theory and Methods、 Asia Pacific Management Review等杂志匿名审稿人

2. Mathematical Reviews评论员

3. 中国运筹学会金融工程与金融风险管理分会理事；中国工业与应用数学学会会员；上海市统计学会会员



研究方向
金融工程、保险精算、资源经济



开授课程
计量经济学（本科生）、证券投资分析（本科生）、投资学（本科生）、概率论与数理统计（本科生）




科研项目
1. 国家自然科学基金/青年基金项目,“模糊厌恶情景下养老基金最优集中化和分散化投资策略研究”, 2019.1-2021.12
2. 上海市教委晨光项目, “基于背景风险和风险约束的养老基金投资策略研究”, 2019.1-2021.12
3. 华东师范大学2019年度人文社会科学海外发文项目, “基于随机微分博弈的保险市场竞争保费问题研究”, 2019.4-2022.4




学术成果
发表学术论文
2019年---
1.Danping Li, Virginia R. Young* (2019). Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Insurance: Mathematics and Economics, 87, 143-152.
2.Danping Li, Yongzeng Lai, Lin Li* (2019). Optimal asset allocation with heterogeneous discounting and stochasticincome under CEV model. Journal of the Operational Research Society, forthcoming.
3.Yajie Wang, Ximin Rong, Hui Zhao, Danping Li* (2019). Optimal investmentproblem between two insurers with value-added service. Communications in Statistics-Theory and Methods, forthcoming.
4.Jiaqin Wei,Danping Li, Yan Zeng* (2019). Robust optimal consumption-investment strategy with non-exponential discounting.Journal of Industrial and Management Optimization, forthcoming.
5.Cunfang Li, Danping Li*, Xiaoxu Zhang (2019). Why can China's coal resource-exhausted enterprises cross the district to transfer?Resources Policy, 60, 94-105.


2014-2018年
1.Danping Li, Yan Zeng*, Yang Shen (2018). Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility. Insurance: Mathematics and Economics, 78, 72-86.
2.Danping Li, Yan Zeng*, Hailiang Yang (2018). Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Scandinavian Actuarial Journal, 2018(2), 145-171.
3.Yan Zeng, Danping Li* Zheng Chen, Zhou Yang (2018). Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Journal of Economic Dynamics and Control, 88, 70-103.
4.David Landriault, Bin Li, Danping Li, Virginia R. Young* (2018). Equilibrium strategies for the mean-variance investment problem over a random horizon. SIAM Journal of Financial Mathematics, 9(3), 1046-1073.
5.Danping Li, Dongchen Li, Virginia R. Young* (2017). Optimality of excess-loss reinsurance under a mean-variance criterion. Insurance: Mathematics and Economics, 75, 82-89.
6.Danping Li, Ximin Rong, Hui Zhao, Bo Yi* (2017). Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Insurance: Mathematics and Economics, 72, 6-20.
7.Danping Li, Ximin Rong, Hui Zhao* (2017). Equilibrium excess-of-loss reinsurance -investment strategy for a mean-variance insurer under stochastic volatility model. Communications in Statistics-Theory and Methods, 46(19), 9459-9475.
8.Bin Li, Danping Li*, Dewen Xiong (2016). Alpha-robust mean -variance reinsurance-investment strategy. Journal of Economic Dynamics and Control, 70, 101-123.
9.David Landriault, Bin Li, Danping Li*, Dongchen Li (2016). A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Insurance: Mathematics and Economics, 71, 284-294.
10.Yan Zeng, Danping Li*, Ailing Gu (2016). Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Insurance: Mathematics and Economics, 66, 138-152.
11.Danping Li, Ximin Rong, Hui Zhao* (2016). The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model.IMA Journal of Management Mathematics, 27(2), 255-280.
12.Danping Li, Ximin Rong, Hui Zhao* (2016). Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Computational and Applied Mathematics, 35(2), 533-557.
13.Danping Li, Ximin Rong, Hui Zhao* (2016). Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Journal of Systems Science and Complexity, 29(2), 428-454.
14.Danping Li, Ximin Rong, Hui Zhao* (2015). Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Insurance: Mathematics and Economics, 64, 28-44.
15.Danping Li, Ximin Rong, Hui Zhao* (2015). Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Journal of Computational and Applied Mathematics, 283, 142-162.
16.Danping Li, Ximin Rong, Hui Zhao* (2015). Stochastic differential game formulation on the reinsurance and investment problem. International Journal of Control, 88, 1861-1877.
17.Danping Li*, Ximin Rong, Hui Zhao (2015). Optimal investment problem for an insurer and a reinsurer. Journal of Systems Science and Complexity,28(6), 1326-1343.
18.Danping Li, Ximin Rong, Hui Zhao* (2014). Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model. Journal of Computational and Applied Mathematics, 255, 671-683.




荣誉及奖励
天津市优秀博士论文
天津大学优秀博士论文