2015-09 至 2020-07  南京师范大学, 统计学, 博士  导师：梁志彬教授

2017.09  至 2018.02； 2018.08 至 2019.01 密歇根大学，数学系 - visiting student 访问导师：Virgina R. Young教授2011-09  至 2015-07  河北工业大学, 数学与应用数学, 学士 

2022-09 至 今, 南开大学, 数学科学学院, 讲师

2020-09 至 2022-08, 滑铁卢大学统计与精算系, 博士后  导师：David Landriault教授,  王若度教授

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 （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）

Publications

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

2. Han, X., Wang, B., Wang, R. and Wu, Q., 2023. Risk concentration and the mean-Expected Shortfall criterion. Mathematical Finance, doi: 10.1111/ mafi.12417.

3. Han, X., Landriault, D., and  Li, D., 2023. Optimal reinsurance contract in a Stackelberg game framework: A view of social planner. Scandinavian Actuarial Journal, doi: 0.1080/ 03461238.2023.2220219.

4. 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.

5. 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. 

6. Han, X., Liang, Z., Yuan, Y., 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.

7. 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.

8. 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. 

9. 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.

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

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

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

Manuscripts

1. Boonen, T. J.,  Han, X.*, 2023. Optimal insurance with mean-deviation measures. arXiv: 2312.01813.

2. Han, X., Wang, R. and Wu, Q., 2023. Monotonic mean-deviation measures. arXiv: 2312.01034.

3. Guo, J., Han, X., Wang, H., 2023. Exploratory mean-variance portfolio selection with Choquet regularizers. arXiv: 2307.03026.

4. Yuan, Y., Han, X.*, Liang, Z., and Yuen, K. C., 2023. Minimizing the penalized probability of absolute ruin with extremely ambiguity-averse and ambiguity-loving preferences. SSRN: 4401539.

5. Han, X., Lin, L. and Wang, R. 2022. Diversification quotients: Quantifying diversification via risk measures.  arXiv: 2206.13679.

6. Han, X., Wang, Q., Wang, R. and Xia, J., 2022. Cash-subadditive risk measures without quasi-convexity. arXiv: 2110.12198.6.