荣喜民
- 教师拼音名称：Rong Ximin
- 出生日期：1963-09-06
- 性别：男
- 职称：副教授
- 所属院系：数学学院
- · Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
- · A continuum percolation model for stock price fluctuation as a L,vy process
- · Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model
- · Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
- · Optimal investment for the defined-contribution pension with stochastic salary under a CEV model
- · Portfolio selection problem with multiple risky assets under the constant elasticity of variance model