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陈律
2023-05-10 19:04
  • 陈律
  • 陈律 - 博士 助理教授-华东师范大学-经济与管理学部-个人资料

近期热点

资料介绍

个人简历


个人简介
2017年博士毕业于华东师范大学,2017年9月-2019年9月加拿大滑铁卢大学统计精算系博士后。

研究领域


保险精算、随机控制、金融计量""

近期论文


[1] Lv Chen, Yang Shen* (2019). Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. Insurance: Mathematics and Economics, 88, 120-137.
[2] Lv Chen, Yang Shen* (2018). On a new paradigm of optimal reinsurance: A stochastic Stackelberg differential game between an insurer and a reinsurer. ASTIN Bulletin, 48(2), 905-960.
[3] Linyi Qian, Lyu Chen*, Zhuo Jin, Rongming Wang (2018). Optimal liability ratio and dividend payment strategies under catastrophic risk. Journal of Industrial and Management Optimization, 14(4), 1443-1461.
[4] Lv Chen*, Hailiang Yang (2017). Optimal reinsurance and investment strategy with two piece utility function. Journal of Industrial and Management Optimization, 13(2), 737-755.
[5] Lv Chen, Linyi Qian, Yang Shen*, Wei Wang (2016). Constrained investment–reinsurance optimization with regime switching under variance premium principle. Insurance: Mathematics and Economics, 71,253-267.

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