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：
- Hui Zhao. Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. Insurance: Mathematics and Economics. 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: Mathematics and Economics. 2013,53 (3):504-514
- Danping Li. Stochastic differential game formulation on the reinsurance and investment problem. International Journal of Control. 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: Mathematics& Economics. 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 Management Mathematics. 2017,28 (2):299-320
- Hui Zhao. Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Journal of Mathematical Analysis and Applications. 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: Mathematics and Economics. 2017,72 :6-20
- Zhao Hui. Time-consistent Investment-reinsurance Strategies towards Joint Interests of the Insurer and the Reinsurer under CEV Models. 2019
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