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
- · Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- · Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model
- · On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
- · Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model
- · Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model
- · The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
- · Optimal investment problem for an insurer and a reinsurer
- · Stochastic differential game formulation on the reinsurance and investment problem
- · Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
- · Optimal investment with multiple risky assets for an insurer with modified periodic risk process