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荣喜民

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32教418

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 天津大学 硕士
1995.09 - 1998.06 天津大学 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 天津大学理学院 讲师
1997.09 – 2003.06 天津大学理学院 副教授
2003.06 – 2016.12 天津大学理学院 教授
2007.09 – 2016.12 天津大学理学院 博士生导师
2000.09 – 2014.09 天津大学理学院 副院长
2004.09 – 2016.12 天津大学理学院 党委书记
2017.01 –今 天津大学数学学院 教授
2017.01 –今 天津大学数学学院 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

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
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
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

联系我们

地址:天津市海河教育园区雅观路135号32号教学楼,300350
邮箱:maths@tju.edu.cn
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