Research
External Grants
External Grants
2023/01--2025/12, Optimal Reinsurance Design under Mean-Variance Criterion with Heterogeneous Beliefs, PI, 100K, GuangDong Basic and Applied Basic Research Foundation (No. 2023A1515011806)
2020/04--2022/03, On Reliability Design and Optimization of Randomly Weighted Systems, PI, 60K, Natural Science Foundation of Tianjin (No. 20JCQNJC01740), Tianjin Municipal Science and Technology Bureau
2022/01--2024/12, Optimal Reinsurance Design under Asymmetric Information, PI, 300K, National Natural Science Foundation of China (No. 12101336).
Research Interests
Research Interests
Credibility theory
Optimal reinsurance
Systemic risks
Dependent risk models
Stochastic orders
Reliability analysis
Reliability optimization
Figure 1: Topics on Optimal Reinsurance & Credibility Theory & CAT Bonds
Figure 2: Topics on Reliability Analysis & Optimization