韩霞

风险理论; 金融保险中的随机最优控制; 风险度量

本科生： 

高等数学 2022-2023 （春季） 2023-2024、 2024-2025 （秋季）

风险理论基础  2023-2024 （春季）

 研究生：

风险理论 2022-2023 （春季）2023-2024 （春季）

量化风险管理 2024-2025 （秋季）

Han, X., Wang, R. and  Wu, Q.,  2025. Monotonic mean-deviation measures. Finance and Stochastics, forthcoming. 

Han, X. Wang,  Q., Wang, R.  and Xia,  J.,  2025. Cash-subadditive risk measures without quasi-convexity. Mathematics of Operations Research, forthcoming.

Han, X., Lin, L. and Wang, R., 2025. Diversification quotients: Quantifying diversification via risk measures. Management Science,https://doi.org/10.1287/mnsc.2023.00513.

Boonen, T. J.,  Han, X.*,  2024. Optimal insurance with mean-deviation measures. Insurance: Mathematics and Economics, 118, 1-24.

Han, X., Lin, L. and Wang, R. 2023. Diversification quotients based on VaR and ES. Insurance: Mathematics and Economics, 113, 187-197.

Han, X., Wang, B., Wang, R. and Wu, Q., 2023. Risk concentration and the mean-Expected Shortfall criterion. Mathematical Finance, 34(3), 819-846.

Han, X., Landriault, D. and  Li, D., 2023. Optimal reinsurance contract in a Stackelberg game framework: A view of social planner. Scandinavian Actuarial Journal, 2024(2), 124-148.

Yuan, Y., Han, X.*, Liang, Z. and Yuen, K. C., 2023. Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. European Journal of Operational Research, 311(2), 581-595.

Han, X., Wang, R. and Zhou, X. Y., 2023. Choquet regularization for continuous-time reinforcement learning. SIAM Journal on Control and Optimization, 61(5), 2777-2801. 

Han, X., Liang, Z., Yuan, Y. and Zhang, C., 2022. Optimal per-loss reinsurance and investment to minimize the probability of drawdown. Journal of Industrial and Management Optimization, 18(6), 4011 - 4041.

Han, X., Liang, Z., Yuen, K. C. and Yuan, Y., 2021. Minimizing the probability of absolute ruin under ambiguity aversion. Applied Mathematics and Optimization, 84, 2495-2525.

Han, X., Liang, Z. and Yuen, K. C., 2021. Minimizing the probability of absolute ruin under the mean-variance premium principle. Optimal Control Applications and Methods, 42(3), 786-806. 

Han, X., Liang, Z. and Young, V. R., 2020. Optimal reinsurance strategy to minimize the probability of drawdown under a Mean-Variance premium principle.Scandinavian Actuarial Journal, 2020(10), 879-903.

Han, X. and Liang, Z., 2020. Optimal reinsurance and investment in danger-zone and safe-region. Optimal Control Applications and Methods, 41(3), 765-792.

Han, X., Liang, Z. and Zhang, C., 2019. Optimal proportional reinsurance with common shock dependence to minimize the probability of drawdown. Annals of Actuarial Science, 13(2), 268-294.

Han, X., Liang, Z. and Yuen,  K. C., 2018. Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. Scandinavian Actuarial Journal, 2018(10), 863-889.