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电子邮箱: guangh08@163.com

教育经历

2008.09-2012.07 理学学士:数学与应用数学,清华大学
2012.09-2016.07 统计学博士,清华大学

研究方向

概率论,随机分析以及随机控制在金融保险中的运用,再保险策略,养老金问题,最优投资问题

会议论文

Guan G.H., Liang Z.X. (2016). A stochastic Nash equilibrium portfolio game between two DC pension funds. Insurance: Mathematics and Economics, 70, 237--244.

Guan G.H., Liang Z.X. (2016). Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints. Insurance: Mathematics and Economics, 69, 224--237.

Guan G.H., Liang Z.X. (2015). Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. Insurance: Mathematics and Economics}, 61, 99--109.

Guan G.H., Liang Z.X. (2014). Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Insurance: Mathematics and Economics, 57, 58--66.

Guan G.H., Liang Z.X. (2014). Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks. Insurance: Mathematics and Economics, 55, 105-115.