Zhao Hui
School
School of Mathematics
Professional Title
Associate professor
Discipline
Mathematical Finance
Contact Information
zhaohuimath@tju.edu.cn
Peiyang Park Campus: No.135 Yaguan Road, Haihe Education Park, Tianjin
Education Background
- Doctoral degree| Tianjin University| Management Science and Engineering| 2011
- Master’s Degree| Tianjin University| Operational Research and Control Theory| 2008
- Bachelor’s Degree| Nankai University| Information and Computing Science| 2006
Research Interests
- portfolio selection, application of stochastic control in finance and insurance, actuarial science,
Positions & Employments
-
2016.12-2019.12
School of Mathematics | Tianjin University | Associate professor -
2014.9-2016.12
School of Science | Tianjin University | Associate professor -
2011.7-2014.8
School of Science | Tianjin University | Lecturer
Academic Achievements
- Papers
- [1] Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
- [2] Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
-
- [3] Stochastic differential game formulation on the reinsurance and investment problem
- [4] Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
- [5] On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
- [6] Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
- [7] Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- [8] Time-consistent Investment-reinsurance Strategies towards Joint Interests of the Insurer and the Reinsurer under CEV Models