1. 个人简介

     袁雨，男，1993年9月生，江苏溧阳人，中共党员，全球金融风险专业人士协会会员（Global Association of Risk Professionals），金融风险管理师（Financial Risk Manager）, 保险精算系主任，通过CAA考试A1-A7，SOA考试FM，IFM，MP，SRM等科目。研究方向为数理金融和保险精算学，在国际四大保险精算期刊《Scandinavian Actuarial Journal》等多个SCI/SSCI期刊发表学术论文。授课课程包含《统计学》、《数理金融》、《再保险》、《风险管理》，全英文课程《Insurance》等。

2. 主持项目与课题：

（1）国家自然科学基金青年项目（2023.01-2025.12）

 （2）江苏省高校自然科学面上项目（2023.01-2025.06）  

 

3. 访问经历：

 2018.07-2019.01  美国密歇根大学数学系 ，访问学者，     访问 Prof. Virginia Young

 2023.07-2023.08  香港大学统计与精算系， 助理研究员 ， 访问 Prof. K. C. Yuen

4. 近几年发表文章：

（1）Yu Yuan, Kam Chuen Yuen, Fudong Wang. (2025). Stackelberg equilibrium reinsurance contract with smooth ambiguity under thinning-dependence framework.Scandinavian Actuarial Journal. Online.

（2）Yu Yuan, Qicai Li, Wenxin Sun. (2024). Equilibrium per-loss reinsurance strategy with delay factors and ambiguity aversion under the cooperation framework. Mathematical Control and Related Fields. 15(2). 712-739.

（3）Yu Yuan, Kexin Wang (21保险本科), Caibin Zhang. (2024).  Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. Annals of Operations Research. 335.441-467.

（4）Yu Yuan, Xia Han, Zhibin Liang, Kam Chuen Yuen. (2023). Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. European Journal of Operational Research. 311(2), 581–595.

（5）Yu Yuan, Zhibin Liang, Xia Han. (2023). Robust optimal reinsurance in minimizing the penalized expected time to reach a goal. Journal of Computational and Applied Mathematics. 420(2023). 114816. 

（6）Yu Yuan, Hui Mi. (2023). Robust optimal asset-liability management with delay and ambiguity aversion in a jump-diffusion market. International Journal of Control.  96(12). 3083-3099.

（7）Yu Yuan, Zhibin Liang, Xia Han. (2022). Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion. Mathematical Methods of Operations Research. 96(2022). 259-290.

（8）Yu Yuan, Zhibin Liang, Xia Han. (2022). Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. Scandinavian Actuarial Journal. 4(2022). 328-355. 

（9）Yu Yuan, Hui Mi, Hui Chen. (2022). Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market. Optimization. 71(10). 2789-2818.

（10）Xia Han, Danping Li, Yu Yuan. (2024). Robust reinsurance contract and investment with delay under mean-variance framework. Communications in Statistics - Theory and Methods. 53(24), 8614-8658.

（11） Caibin Zhang, Zhibin Liang, Yu Yuan. (2024). Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure. European Journal of Operational Research. 355(1). 213-227.

（12）Xia Han, Zhibin Liang, Kam Chuen Yuen, Yu Yuan. (2022). Minimizing the Probability of Absolute Ruin Under Ambiguity Aversion. Applied Mathematics & Optimization. 84(2022). 2495-2525. 

（13）Xia Han, Zhibin Liang, Yu Yuan, Caibin Zhang. (2022). Optimal per-loss reinsurance and investment to minimize the probability of drawdown. Journal of Industrial and Management Optimization. 18(6). 4011-4041. 

  

5. 硕士招生： 管工学硕，保险专硕， 数据分析与决策雷丁硕士。

欢迎对风险管理与保险数学感兴趣的同学联系！