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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, 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.

(2) 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. 

(3)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.

(4)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. 

(5)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.

(6)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. 

(7)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!