【个人简介】
保险学系讲师,中央财经大学保险学专业(精算科学方向)博士毕业,中国精算师协会准会员(ACAA)。
【教育与工作经历】
2013.09—2017.06,中央财经大学,保险学(精算)专业,本科
2017.06—2022.06,中央财经大学,保险学专业(精算科学方向,硕博连读),博士
2022.07至今,70200app永利任教
【研究方向】
随机控制理论及其在保险精算中的应用。
【科研成果】
论文
[1] Yike Wang, Jingzhen Liu, Tak Kuen Siu (2022). Investment-consumption-insurance optimization problem with multiple habit formation and non-exponential discounting. Finance & Stochastics (SCI/SSCI). In press.
[2] Yike Wang, Jingzhen Liu, Jiaqin Wei (2022). Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach. Stochastic - An International Journal of Probability and Stochastic Processes (SCI). In press. doi: 10.1080/17442508.2022.2070433
[3] Jingzhen Liu, Yike Wang, Ning Zhang (2021). Optimal reinsurance and dividend under model uncertainty. Journal of System Science & Complexity (SCI). In press.
[4] Jingzhen Liu, Yike Wang, Ming Zhou (2021). Utility maximization with habit formation of interaction. Journal of Industrial & Management Optimization (SCI), 17(3), 1451-1469. doi: 10.3934/jimo.2020029.
【邮箱】
yikewang7246@email.cufe.edu.cn