代表性论文&科研 |
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Zhang, X., Tian, L.*. Optimal reinsurance and investment problems to minimize the probability of drawdown. Journal of Industrial and Management Optimization, 2024, 20(10): 3148-3164.
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Li, B., Guo, J.*, & Tian, L. (2024). Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference. International Journal of Control, 97(6), 1296-1310.
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Tian, L., Li, G., & Lv, Y*. (2023). Optimal reinsurance and investment problem with the minimum capital deposit constraint. Communications in Statistics-Theory and Methods, 2023, 52(19), 6751-6766.
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Tian, L., & Liu, Z. (2022). Optimal Dividend Strategies in a Renewal Risk Model with Phase-Type Distributed Interclaim Times. Applied Mathematics & Optimization, 2022. |
Tian, L., & Bai, L. (2022). Minimizing ruin probability under the Sparre Anderson model. Communications in Statistics-Theory and Methods,51(6): 1622-1636 |
Tian, L., Xiaoyi Zhang, Yizhou Bai. (2020) Optimal dividend of compound poisson process under a stochastic interest rate. Journal of Industrial & Management Optimization, 16 (5) : 2141-2157. |
Tian, L., Lihua Bai and Junyi Guo, Optimal Singular Dividend Problem under the Sparre Anderson Model. Journal of Optimization Theory and Applications, 2020, 184(2), 603-626. |
Tian, L.and Lihua Bai, Optimal insurance control for insurers with jump-diffusion risk processes. Annals of Actuarial Science, 2019, 13(1), 198-213. |
国家自然科学基金青年基金项目,保险中随机最优控制问题的数值算法及收敛性研究,2023-01-01至2025-12-31 , 30万,主持 |