rongximin@tju.edu.cn
运筹学与控制论
未公开
教授
风险投资和保险产品定价研究

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含有可违约资产和信用衍生品的保险公司最优投资与再保险问题研究

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基于相关性的保险人的投资与再保险的理论和方法研究

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随机利率与随机波动率模型下保险公司最优投资与再保险问题研究

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不确定系统的Robust优化方法研究

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广义动力系统与非线性控制系统的动力学研究

Optimal investment problem for an open-end fund with dynamic flows

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Optimal investment strategy for a DC pension plan with mispricing under the Heston model

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Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans

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Optimal investment problem between two insurers with value-added service

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Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon

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Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market

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Mean-variance problem for an insurer with default risk under a jump-diffusion risk model

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Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model

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CIR模型下保险公司最优投资再保险策略研究

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跳-扩散模型下保险公司的博弈问题

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On the constant elasticity of variance model for the utility maximization problem with multiple risky assets

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保险公司和再保险公司的最优投资策略

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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model

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Equilibrium excess-of-loss reinsuranceinvestment strategy for a mean-variance insurer under stochastic volatility model

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Optimal investment strategy for the DC plan with the return of premiums

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The Optimal Investment Problem for an Insurer and a Reinsurer under the Constant Elasticity of Variance Model

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Heston模型下保险公司与再保险公司的博弈

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Worst-Case Investment and Reinsurance Optimization for an Insurer under Model Uncertainty

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Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston

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Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model

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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflat

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Optimal investment problem for an insurer and a reinsurer

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Stochastic differential game formulation on the reinsurance and investment problem

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Time-consistent Reinsurance-investment Strategy for an Insurer and a Reinsurer with Mean-variance Criterion under the CEV Mo

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A Continuum Percolation Model for Stock Price Fluctuation as a Lévy

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CEV模型下基于二次效用最大化的资产-负债管理模型

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Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model with Diffusion

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Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model

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Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts

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Legendre Transform-Dual Solution for a Class of Investment and Consumption Problems with HARA Utility

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Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV

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Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian M

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Optimal Control of Investment-Reinsurance Problem for an Insurer with Jump-Diffusion Risk Process: Independence of Brownian M

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An Investment and Consumption Problem with CIR Interest Rate and Stochastic Volatility

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Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market

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带有随机消费的保险基金投资问题

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Optimal Investment for the Defined-contribution Pension with Stochastic Salary under a CEV Model

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Optimal Investment and Consumption Decisions under the Ho-Lee Interest Rate Model

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Dynamic Mean-variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process

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Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model

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Vasicek利率模型下带有负债的投资组合优化

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Optimal Excess of Loss Reinsurance and Investment Problem for an Insurer with Jump-diffusion Risk Process under the Heston Mo

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Optimal Investment and Consumption Decisions under the Constant Elasticity of Variance Model

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CEV模型下有随机工资DC型养老金的最优投资

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Optimal Investment Problem with Taxes, Dividends and Transaction Costs under Constant Elasticity of Variance (CEV) Model

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Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model

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常弹性方差模型下保险人的最优投资策略

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均值-方差模型下DC型养老金的随机最优控制

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仿射利率模型下确定缴费型养老金的最优投资

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周期风险模型下的保险基金最优投资研究

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Ho-Lee 利率模型下资产-负债管理的最优投资策略

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Heston模型下确定缴费型养老金的投资组合优化

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Portfolio Selection Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model

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借贷利率限制下的效用投资组合

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复制情形下效用投资组合选择的最优控制

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不完全金融市场下基于二次效用函数的动态资产分配

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西方养老金最优化管理研究综述

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Robust Portfolio Selection Problem for an Insurer With Exponential Utility Preference

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随机参数和随机资金流环境下基于二次效用函数的投资组合优化

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Optimal investment with multiple risky assets for an insurer with modified periodic risk process