(一)主要科研项目 (1) 江西省教育厅科技项目,GJJ201403,源自投资消费与寿险购买的若干数学问题及其最优投资策略的研究,2021/01-2023/12,3.0万元,已结题,主持 (2) 江西省教育厅, 江西省高校人文社会科学项目, JC23110, 复杂市场环境下DC型养老保险基金最优投资与风险管理的研究, 2024-01 至今, 2万元, 在研, 主持 (二)主要著作论文 [1] Optimal investment strategies for DC pension plan with administrative fees and return of premiums clauses under the Heston model [J]. Journal of the Operations Research Society of China, 2023, Doi:10.1007/s40305-023-00505-0. [2] Optimal investment strategy for asset-liability management with a defaultable bond under stochastic default intensity [J]. Systems Science & Control Engineering, 2024, 12(1): 1-20. [3] Optimal investment strategy for asset-liability management under the Heston model [J]. Optimization, 2019, 68(1): 1-26. [4] Extended regularity criteria for the Navie-Stokes-Maxwell system [J]. Bulletin of the Malaysian Mathematical Sciences Society, 2019, 42(5): 2039-2046. [5] Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework [J]. Journal of Computational and Applied Mathematics, 2017, 317: 371-387. [6] Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks [J]. Mathematical Methods of Operations Research, 2017, 85(3): 491-519. [7] Optimal dynamic asset-liability management with stochastic interest rates and inflation risks [J]. Chaos, Solitons & Fractals, 2017, 103: 460-469. [8] 混合模型下具有动态违约边界的债券定价,应用概率统计,2019,35(1):28-38. [9] 均值-方差准则下具有利率和通胀双重风险的资产负债管理问题 [J]. 应用数学, 2020, 33(1):228-239. |