About
- Department:
- Gender: male
- Post:
- Graduate School:
- Degree: Ph.D.
- Academic Credentials:
- Tel:
- Email: lchen@fem.ecnu.edu.cn
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WorkExperience
2017.09-2019.09 Postdoctoral Fellow, Department of Statistics and Actuarial Science, University of Waterloo, Canada
2019.10-now, Assistant Professor,East China Normal University
Education
2011.9-2017.6 East China Normal University, Ph.D in Statistics
Resume
Lv Chen, an assistant professor at Faculty of Economics and Management, East China Normal University.
Scientific
National Natural Science Foundation of China, The study of Stackelberg equilibrium reinsurance-investment strategy
Academic Achievements
[1] Lv Chen, Yang Shen* (2019). Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. Insurance: Mathematics and Economics, 88, 120-137. [2] Lv Chen, Yang Shen* (2018). On a new paradigm of optimal reinsurance: A stochastic Stackelberg differential game between an insurer and a reinsurer. ASTIN Bulletin, 48(2), 905-960. [3] Linyi Qian, Lyu Chen*, Zhuo Jin, Rongming Wang (2018). Optimal liability ratio and dividend payment strategies under catastrophic risk. Journal of Industrial and Management Optimization, 14(4), 1443-1461.[4] Lv Chen*, Hailiang Yang (2017). Optimal reinsurance and investment strategy with two piece utility function. Journal of Industrial and Management Optimization, 13(2), 737-755.[5] Lv Chen, Linyi Qian, Yang Shen*, Wei Wang (2016). Constrained investment–reinsurance optimization with regime switching under variance premium principle. Insurance: Mathematics and Economics, 71,253-267.
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