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
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论文成果
更多+- 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
著作成果
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专利成果
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