教师队伍

荣喜民

2019-06-02 19:02

荣喜民

  • 职称:

  • 教授

  • 院系:

  • 数学系

  • 电子邮箱:

  • rongximin@tju.edu.cn

  • 办公地点:

  • 北洋园校区58教318

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研究方向

金融数学;精算数学,风险管理;金融工程

教育背景

1981.09 - 1985.06       天津技术师范学院       学士
1988.09 - 1991.03       bat365正版唯一官网       硕士
1995.09 - 1998.06       bat365正版唯一官网       博士

工作经历

1985.09 - 1988.06       山西省太原市十三冶建设公司建筑工程学校       教师
1991.09 – 1997.06       bat365正版唯一官网理学院       讲师
1997.09 – 2003.06       bat365正版唯一官网理学院       副教授
2003.06 – 2016.12       bat365正版唯一官网理学院       教授
2007.09 – 2016.12       bat365正版唯一官网理学院       博士生导师
2000.09 – 2014.09       bat365正版唯一官网理学院       副院长
2004.09 – 2016.12       bat365正版唯一官网理学院       党委书记
2017.01 –今       bat365正版唯一官网       教授
2017.01 –今       bat365正版唯一官网       博士生导师

教学工作

开设课程      
本科生课程       《金融市场学》、《衍生资产定价理论》、《组合证券投资》、《高等数学》
研究生课程       《金融数学》、《 应用数学基础》、《应用泛函分析》、《工程科学计算》
学生指导       毕业硕士生46人(在读6人);博士生10人(在读4人)      
竞赛指导       指导学生多次获得美国及全国数学建模竞赛一、二等奖。      
教改项目      
教材编纂      
教改论文      

科研工作

1、2019-2022 国家自然基金面上项目:基于相关性的保险人的投资与再保险的理论和方法研究。 主持      
2、2018-2021 国家自然基金面上项目:含有可违约资产和信用衍生品的保险公司最优投资与再保险问题研究。第二      
3、2014-2016       国家自然基金项目:随机利率与随机波动率模型下保险公司最优投资与再保险问题研究。第二      
4、2009-2012       天津市自然科学基金:广义动力系统与非线性控制系统的动力学研究。第二      
5、2007-2009       天津市自然科学基金:不确定系统的Robust优化方法研究。第二

主要荣誉

天津市教学成果一等奖:全面提升大学数学教学质量的机制研究与实践 (2009)。

学术兼职

1、中国工程概率统计学会常务理事;
2、中国高等教育学会理科教育专业委员会常务理事;
3、天津市现场统计学会副理事长
 

其它

发表论文

  • 1.Li Danpng,Rong Ximin,Zhao Hui,Bo Yi, Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model.Insurance Mathematics and Economics,2017,72(1),6-20.SCI:EJ9GH

  • 2.Li Danping,Rong Ximin, Zhao Hui, On the constant elasticity of variance model for the utility maximization problem with multiple risky assets.IMA Journal of Management Mathematics,2017,28(2),299-320.SCI:EU4MN

  • 3.Li Danping,Rong Ximin, Zhao Hui, Equilibrium excess-of-loss reinsurance-investment strategy for a mean-variance insurer under stochastic volatility model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2017,46,19,9459-9475.SCI:FF1PP

  • 4.Li Danping, Rong Ximin, Zhao Hui, Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model .COMPUTATIONAL & APPLIED MATHEMATICS ,2016,35(2),533-557. SCI: DQ0YZ

  • 5.Zhao Hui, Rong Ximin, The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. IMA JOURNAL OF MANAGEMENT MATHEMATICS ,2016,27(2),255-280. SCI: DJ5GX

  • 6.Zhao Hui,Rong Ximin, Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model . JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY ,2016,29(2),428-454. SCI: DI3AC

  • 7.Li Danping,Rong Ximin, Zhao Hui, Equilibrium excess-of-loss reinsuranceinvestmentstrategy for a mean-varianceinsurer under stochastic volatility model. Communication in Statistics- Theory and Methods,2016. DOI: 10.1080/03610926.2016.1212071

  • 8.Li Danping,Rong Ximin, Zhao Hui, Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk .INSURANCE MATHEMATICS & ECONOMICS,2015,64,28-44. SCI: CS5QU

  • 9.Li Danping,Rong Ximin, Zhao Hui, Optimal investment problem for an insurer and a reinsurer .JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2015,28(6),1326-1343. SCI: CX7IM

  • 10.Li Danping,Rong Ximin, Zhao Hui, Stochastic differential game formulation on the reinsurance and investment problem .INTERNATIONAL JOURNAL OFCONTROL,2015,88(9),1861-1877. SCI: CN1ES

  • 11.Li Danping,Rong Ximin, Zhao Hui, Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model ,Journal of Computational and Applied Mathematics, 2015,283(1), 142-162. SCI:CE2KR

  • 12.Wang Ning,Rong Ximin, A continuum percolation model for stock price fluctuation as a Lévy. Journal of Systems Science and Complexity, 2015,28(1),175-189. SCI:A26PR

  • 13.Li Danping,Rong Ximin, Zhao Hui, Optimal investment with multiple risky assets for an insurer with modified periodic risk process. Journal of Systems Science and Complexity,2015,28(4),997-1014.

  • 14.Li Danping, Rong Ximin, Zhao Hui, Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model. Journal of Computational and Applied Mathematics, 2014,255(1), 671-683. SCI:241XK

  • 15.Chang Hao, Rong Ximin, Legendre Transform-Dual Solution for a Class of Investment and Consumption Problems with HARA Utility. Mathematical Problems in Engineering, DOI: 10.1155/2014/656438,2014. SCI: AJ1VL

  • 16.Zhao Hui, Rong Ximin, Zhao Yonggan, Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model. Insurance: Mathematics and Economics, 2013, 53(3), 504-514. SCI: 275ES

  • 17.Zhang Chubing, Rong Ximin, Zhao Hui, Optimal investment for the defined-contribution pension with stochastic salary under a CEV model. Applied Mathematics-A Journal of Chinese Universities Series B,2013,28(2),187-203. SCI:163XX

  • 18.Chang Hao,Rong Ximin, Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process. Journal of Applied Mathematics,DOI: 10.1155/2013/348059,2013. SCI: 253WA

  • 19.Zhao Hui, Rong Ximin, Portfolio Selection Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model. Insurance: Mathematics and Economics,2012,50(1),179-190. SCI: 892CL

  • 20.Zhao Hui, Rong Ximin, Optimal Investment Problem with Taxes, Dividends and Transaction Costs under Constant Elasticity of Variance (CEV) Model.WSEAS Transactions on Mathematics,2012,12(3),243-255. EI:20132116354422



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