赵慧
- 教师名称：赵慧
- 教师拼音名称：Zhao Hui
- 出生日期：1984-01-29
- 性别：女
- 学科：Mathematical Finance
- 职称：副教授
其他联系方式
- 邮编：
- 通讯/办公地址：
- 邮箱：
基本信息
研究方向
获奖情况
论文成果
- 暂无内容
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- Hui Zhao.Portfolio selection problem with multiple risky assets under the constant elasticity of variance model.Insurance: Mathem....2012,50 (1):179-190
- Hui Zhao.Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model.Insurance: Mathem....2013,53 (3):504-514
- Danping Li.Stochastic differential game formulation on the reinsurance and investment problem.International Jou....2015,88 (9):1861-1877
- Danping Li.Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk.Insurance: Mathem....2015,64 (3):28-44
- Hui Zhao.On the constant elasticity of variance model for the utility maximization problem with multiple risky assets.IMA Journal of Ma....2017,28 (2):299-320
- Hui Zhao.Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security.Journal of Mathem....2016,437 (2):1036-1057
- Danping Li.Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model.Insurance: Mathem....2017,72 :6-20
- Zhao Hui.Time-consistent Investment-reinsurance Strategies towards Joint Interests of the Insurer and the Reinsurer under CEV Models.2019
教育经历
- 2008.9-2011.6 Tianjin University Management Science and Engineering 博士
- 2006.9-2008.6 Tianjin University Operational Research and Control Theory 硕士
- 2002.9-2006.6 Nankai University Information and Computing Science 学士
工作经历
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2016.12 -2019.12
|School of Mathematics|Tianjin University|Associate professor
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2014.9 -2016.12
|School of Science|Tianjin University|Associate professor
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2011.7 -2014.8
|School of Science|Tianjin University|Lecturer