李丹萍

1. Insurance: Mathematics and Economics、Journal of Computational and Applied Mathematics、Journal of Industrial and Management Optimization, Journal of Applied Mathematics and Computing、Communications in Statistics-Theory and Methods、 Asia Pacific Management Review等杂志匿名审稿人

2. Mathematical Reviews评论员

3. 中国运筹学会金融工程与金融风险管理分会理事；中国工业与应用数学学会会员；上海市统计学会会员

金融工程、保险精算、资源经济

计量经济学（本科生）、证券投资分析（本科生）、投资学（本科生）、概率论与数理统计（本科生）

1. 国家自然科学基金/青年基金项目,“模糊厌恶情景下养老基金最优集中化和分散化投资策略研究”.

2. 上海市教委晨光项目, “基于背景风险和风险约束的养老基金投资策略研究”.

3. 华东师范大学2019年度人文社会科学海外发文项目, “基于随机微分博弈的保险市场竞争保费问题研究”.

发表学术论文

2019年--至今

金融工程与保险精算

1. Lv Chen, David Landriault, Bin Li, Danping Li* (2021). Optimal dynamic risk sharing under the time-consistent mean-variance criterion. Mathematical Finance, Forthcoming.

2. Danping Li, Virginia R. Young* (2021). Bowley solution of a mean-variance game in insurance. Insurance: Mathematics and Economics, Forthcoming.

3. Danping Li*, Bin Li, Yang Shen (2021). A stochastic differential game for insurance market with competitive premium. Journal of Computational and Applied Mathematics, 389, 113349.

4. Danping Li, Yongzeng Lai, Lin Li* (2020). Optimal asset allocation with heterogeneous discounting and stochasticincome under CEV model. Journal of the Operational Research Society, 71(12), 2013-2026.

5. Ling Zhang, Danping Li*, Yongzeng Lai (2020). Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochasticvolatility, Journal of Computational and Applied Mathematics, 368, 112536.

6. Jiaqin Wei, Danping Li, Yan Zeng* (2020). Robust optimal consumption-investment strategy with non-exponential discounting. Journal of Industrial and Management Optimization, 16(1), 207-230.

7. Danping Li, Virginia R. Young* (2019). Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. Insurance: Mathematics and Economics, 87, 143-152.

8. Danping Li*, Xiaotao Liu, Hailong Liu (2020). Optimal investment strategy for a family with a random household expenditure under the CEV model. Communications in Statistics-Theory and Methods, Forthcoming

9. Yajie Wang, Ximin Rong, Hui Zhao, Danping Li* (2019). Optimal investmentproblem between two insurers with value-added service. Communications in Statistics-Theory and Methods, Forthcoming.

计量经济方法在资源经济中的应用

1. Cunfang Li, Danping Li*, Xiaoxu Zhang (2019). Why can China's coal resource-exhausted enterprises cross the district to transfer? Resources Policy, 60, 94-105.

2014-2018年

1. Danping Li, Yan Zeng*, Yang Shen (2018). Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility. Insurance: Mathematics and Economics, 78, 72-86.

2. Danping Li, Yan Zeng*, Hailiang Yang (2018). Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. Scandinavian Actuarial Journal, 2018(2), 145-171.

3. Yan Zeng, Danping Li* Zheng Chen, Zhou Yang (2018). Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. Journal of Economic Dynamics and Control, 88, 70-103.

4. David Landriault, Bin Li, Danping Li, Virginia R. Young* (2018). Equilibrium strategies for the mean-variance investment problem over a random horizon. SIAM Journal of Financial Mathematics, 9(3), 1046-1073.

5. Danping Li, Dongchen Li, Virginia R. Young* (2017). Optimality of excess-loss reinsurance under a mean-variance criterion. Insurance: Mathematics and Economics, 75, 82-89.

6. Danping Li, Ximin Rong, Hui Zhao, Bo Yi* (2017). Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Insurance: Mathematics and Economics, 72, 6-20.

7. Danping Li, Ximin Rong, Hui Zhao* (2017). Equilibrium excess-of-loss reinsurance -investment strategy for a mean-variance insurer under stochastic volatility model. Communications in Statistics-Theory and Methods, 46(19), 9459-9475.

8. Bin Li, Danping Li*, Dewen Xiong (2016). Alpha-robust mean -variance reinsurance-investment strategy. Journal of Economic Dynamics and Control, 70, 101-123.

9. David Landriault, Bin Li, Danping Li*, Dongchen Li (2016). A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Insurance: Mathematics and Economics, 71, 284-294.

10.Yan Zeng, Danping Li*, Ailing Gu (2016). Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Insurance: Mathematics and Economics, 66, 138-152.

11.Danping Li, Ximin Rong, Hui Zhao* (2016). The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model.IMA Journal of Management Mathematics, 27(2), 255-280.

12.Danping Li, Ximin Rong, Hui Zhao* (2016). Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model. Computational and Applied Mathematics, 35(2), 533-557.

13.Danping Li, Ximin Rong, Hui Zhao* (2016). Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model. Journal of Systems Science and Complexity, 29(2), 428-454.

14.Danping Li, Ximin Rong, Hui Zhao* (2015). Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk. Insurance: Mathematics and Economics, 64, 28-44.

15.Danping Li, Ximin Rong, Hui Zhao* (2015). 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, 283, 142-162.

16.Danping Li, Ximin Rong, Hui Zhao* (2015). Stochastic differential game formulation on the reinsurance and investment problem. International Journal of Control, 88, 1861-1877.

17.Danping Li*, Ximin Rong, Hui Zhao (2015). Optimal investment problem for an insurer and a reinsurer. Journal of Systems Science and Complexity, 28(6), 1326-1343.

18.Danping Li, Ximin Rong, Hui Zhao* (2014). 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, 255, 671-683. 

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