韩霞

风险量化管理; 保险精算; 风险分担

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）、2024-2025 （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）

(*为通讯作者)

20. Guo, J., Han, X., Wang, H. and Yuen, K. C., 2025. A non-zero-sum game with reinforcement learning under mean-variance framework, ASTIN Bulletin, forthcoming.

19. Guo, J., Han, X. and Wang, H., 2025. Exploratory mean-variance portfolio selection with Choquet regularizers. Quantitative Finance, https://doi.org/10.1080/14697688.2025.2563094.

18. Han, X. and Liu, P., 2025. Robust Λ-quantiles and extreme distributions. Mathematical Finance, forthcoming. Han-Liu-MF.pdf

17. Boonen, T. J.,  Chen, Y., Han, X.*, Wang, Q., 2025. Optimal insurance design with Lambda-Value-at-Risk. European Journal of Operational Research, 327(1), 232-246. Boonen-Chen-Han-Wang-EJOR.pdf

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

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

14. Han, X., Lin, L. and Wang, R., 2025. Diversification quotients: Quantifying diversification via risk measures. Management Science, 71(9), 7990-8006. Han-Lin-Wang-MS.pdf

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

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

11. 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-Wang-Wang-Wu-MF.pdf

10. 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.Han-Li-Landriault-SAJ.pdf

9. 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.Yuan-Han-Liang-Yuen-EJOR.pdf

8. 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-Wang-Zhou-SICON.pdf

7. 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.

6. 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-Liang-Yuen-Yuan-AMO.pdf

5. 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-Liang-Yuen-OCAM.pdf

4. 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-Liang-Young.pdf

3. 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-Liang-OCAM.pdf

2. 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.

1. 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.Han-Liang-Yuen-SAJ.pdf