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孟辉

博士生导师硕士生导师

个人信息更多+

主页地址： http://teacher.cufe.edu.cn/menghui/zh_CN/index.htm
所在单位：保险学院、精算研究院
职称：研究员

论文成果

当前位置：中文主页 - 科学研究 - 论文成果

Ming Zhou,Hao Zhou,孟辉.Optimal consumption and investment in an incomplete market with hedgeable stochastic income,European Journal of Operational Research,330/311-325
Shuang Li,孟辉,Ming Zhou.Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility,Insurance Mathematics ＆ Economics,2025/125/103165
Ming Zhou,Shuang Li,孟辉.Portfolio selection and consumption for individuals with truncated quadratic utilities and satiation points,Journal of Mathematical Analysis and Applications,551/129686
Yeshunying Wang,孟辉,廖朴.Optimal Reinsurance Strategy Based on the Lundberg Exponent,Journal of Systems Science ＆ Complexity,38（5）/2108–2124
Zixuan Li,孟辉,Ming Zhou.Optimal insurance contract under mean-variance preference with value at risk constraint,Insurance Mathematics ＆ Economics,123/103115
孟辉,王业舜英,周明.Optimal Reinsurance Arrangement Under Heterogeneous Beliefs: A Unified Method with Piecewise Modification,SIAM Journal on Financial Mathematics,2024/15(4)/1020-1046
张万路,孟辉.Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle,Communications in Statistics-Theory and Methods,53/1/113-143
孟辉,Wei Li,Zhou Ming.Multiple per-claim reinsurance based on maximizing the Lundberg exponent,Insurance Mathematics & Economics,112/33-47
孟辉,Pengyu Wei,张万路,Sheng Chao Zhuang.Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility,SIAM Journal on Financial Mathematics,13/3903-943
孟辉,魏丽,周明.模糊厌恶下保险人的鲁棒再保险策略,中国科学:数学,51/11/1791-1818

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