黄玉霞

来源: 时间:2024-03-19

个人基本情况:

黄玉霞,女,山东临沂人,2023年毕业于中央财经大学保险学专业,获经济学博士学位。曾获省优秀毕业生、优秀硕士学位论文以及研究生优秀成果奖等荣誉。在《Insurance: Mathematics and Economics》、《Scandinavian Actuarial Journal》和《Journal of Computational and Applied Mathematics》等期刊发表学术论文多篇。

研究方向:

风险管理、保险精算

代表性学术论文:

[1] Yichun Chi,Yuxia Huang*, Ken Seng Tan. An insurer's optimal strategy towards a new independent business. Scandinavian Actuarial Journal, 2024,1, 89-107.

[2]Yichun Chi, Tao Hu,Yuxia Huang*. Optimal risk management with reinsurance and its counterparty risk hedging. Insurance: Mathematics and Economics, 2023, 113, 274-292.

[3]Yuxia Huang, Chuancun Yin*. A unifying approach to constrained and unconstrained optimal reinsurance. Journal of Computational and Applied Mathematics, 2019, 360, 1-17.

[4] Jiamei Liu,Yuxia Huang, Chuancun Yin*. A probabilistic proof for representations of the Riemann zeta function. Mathematics, 2019, 7, 369.

[5]Yuxia Huang, Chuancun Yin*. Optimal reciprocal reinsurance under GlueVaR distortion risk measures. Journal of Mathematical Finance, 2019, 9, 11-24.

参与课题:

[1]国家自然科学基金面上项目,“基于行为保险学视角的保险需求研究”, 2024.01.01-2027.12.31,在研。

[2]国家自然科学基金面上项目,“多维风险分担以及在异质信念下的最优风险控制”, 2021.01.01-2024.12.31,在研。

[3]国家自然科学基金面上项目,“激励相容约束下最优保险合同设计若干问题研究”, 2020.01.01-2023.12.31,结题。

联系方式:

47-362@gduf.edu.cn