![]() |
个人信息Personal Information
讲师(高校)
教师拼音名称:yuanyu
电子邮箱:
职务:保险精算系主任(主持工作)
办公地点:阅江楼349
职称:讲师(高校)
毕业院校:南京师范大学
个人简介Personal Profile
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), 美国密歇根大学数学系访问学者,保险精算系主任(主持工作),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》、《再保险》、《风险管理》,全英文课程《Insurance》等。
2. 主持项目:
(1)国家自然科学基金青年项目(2023.1.1-2025.12.31)
(2)江苏省高校自然科学面上项目(2023.1.1-2025.6.30)
3. 近几年发表文章:
(1)Yuan Yu, Liang Zhibin, Han Xia. (2023). Robust optimal reinsurance in minimizing the penalized expected time to reach a goal. Journal of Computational and Applied Mathematics. 420(2023). 114816. (SCI)
(2)Yuan Yu, Liang Zhibin, Han Xia. (2022). Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion. Mathematical Methods of Operations Research. 96(2022). 259-290. (SCI)
(3)Yuan Yu, Liang Zhibin, Han Xia. (2022). Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. Scandinavian Actuarial Journal. 4(2022). 328-355. (SCI/SSCI)
(4)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. (SCI)
(5)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. (SCI)
4. 硕士招生:保险专硕
欢迎对保险精算,统计,数学感兴趣的学生与我联系!