个人简介
工作经历
2017.9-2019.9 加拿大滑铁卢大学统计与精算学系博士后
2019.10-至今 华东师范大学经济与管理学部统计交叉科学研究院讲师
教育经历
2011.9-2017.9 华东师范大学统计学院博士
近期论文
查看导师最新文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
Lv Chen, Yang Shen* (2019). Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. Insurance: Mathematics and Economics, 88, 120-137.
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.
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.
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.
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.
京公网安备 11010802027423号