个人简历

工作经历
2018年3月—今 中国人民大学统计学院 讲师
基金项目
两类模型不确定下保险公司的最优再保险和投资策略研究 ， 国家自然科学基金项目青年科学基金项目， 主持， 2020-2022
光滑模糊下保险公司的最优再保险和投资策略研究，第64批博士后面上一等资助，主持，2018-2019
保险公司的最优投资决策问题研究，中国人民大学科学研究基金项目，主持，2018-2020
开设课程
金融计量学 量化风险管理 利率模型及衍生品

研究领域

最优再保险决策，养老金管理，最优资产配置""

近期论文

Guan G. Equilibrium and Precommitment Mean-Variance Portfolio Selection Problem with Partially Observed Price Index and Multiple Assets[J]. Methodology and Computing in Applied Probability, 2020, 22(1): 25-47.
Guan G, Wang X. Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility[J]. Scandinavian Actuarial Journal, 2020: 1-23.
Zhu J, Guan G, Li S, et al. Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks[J]. Journal of Computational and Applied Mathematics, 2020.
Guan G, Liang Z. Robust optimal reinsurance and investment strategies for an AAI with multiple risks[J]. Insurance Mathematics & Economics, 2019: 63-78.
Guan G, Liang Z, Feng J, et al. Time-consistent proportional reinsurance and investment strategies under ambiguous environment[J]. Insurance Mathematics & Economics, 2018: 122-133.
关国卉, 王晓军. 基于仿射模型的我国商业养老年金风险测度分析[J]. 系统工程, 2018, 036(012):97-106.
Guan G, Liang Z. Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints[J]. Insurance Mathematics & Economics, 2016: 224-237.
Guan G, Liang Z. A stochastic Nash equilibrium portfolio game between two DC pension funds[J]. Insurance Mathematics & Economics, 2016: 237-244.
Guan G, Liang Z. Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns[J]. Insurance Mathematics & Economics, 2015, 61(61): 99-109.
Guan G, Liang Z. Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework[J]. Insurance Mathematics & Economics, 2014, 57(57): 58-66.
Guan G, Liang Z. Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks[J]. Insurance Mathematics & Economics, 2014: 105-115.