姓 名

李博晗

职 称

讲师

性 别

男

研究方向

金融数学，数理经济

出生年月

1991年12月

联系方式

bohanli995@gmail.com

最后学历

博士

毕业学校

南开大学

介 绍:

Education

Ÿ2016-09 ~ 2021-06, Nankai University,   Ph.D supervised by Prof. Junyi Guo

Ÿ2014-09 ~ 2016-06, Nankai University,   MSc. supervised by Prof. Lihua Bai

Academic Appointments

Ÿ2023-04 ~ Now, Soochow   University, Lecturer

Ÿ2021-03 ~ 2023-04, Chinese   University of Hong Kong, Postdoc

Research Interests

ŸMathematical Finance

ŸInsurance and   Reinsurance

ŸMean Filed Game and   Mean Field Type Control

ŸPartial Differential   Equations

ŸForward Backward Differential   Equations

Published Papers

[1]  Li, B., & Guo, J. (2021). Optimal Investment and   Reinsurance Under the Gamma Process. Methodology and Computing in   Applied Probability, 23, 893-923.

[2]  Li, B., & Guo, J. (2021). Optimal reinsurance and   investment strategies for an insurer under monotone mean-variance   criterion. RAIRO-Operations Research, 55(4),   2469-2489.

[3]  Li, B., Guo, J., & Tian, L. (2023). Optimal investment   and reinsurance policies for the Cramér-Lundberg risk model under monotone   mean-variance preference. International Journal of Control,   (just-accepted), 1.