Bio:
Educational Background
- PhD, Management Science and Engineering, Shanghai Jiaotong University(2015)
- MA, Probability Theory and Mathematical Statistics, Huazhong University of Science and Technology(2004)
- BA, Mathematics and Applied Mathematics, Huanbei Normal University(2001)
Professional Experiences
- Assistant professor, Nanjing Normal University(8.2004-6.2007)
- Lecturer, Nanjing Normal University(7.2007-)
- Postdoctoral position, Nanjing Normal University(10.2015-)
Research
Research Interests: Stochastic control, Mathematical Finance
Journal Articles
- Optimal excess-of-loss reinsurance and investment polices under the CEV model.Annals of operations research. 2014, 223(1): 273-290.
- Optimal last stock of substitutive service parts.J. Shanghai Jiaotong Univ. Sci. 2015, 20(6):752-757.
- Optimal reinsurance and investment policies with the CEV stock market.ACTA Mathematicae Applicatae Sincia, English Series. 2016, 32(3):1-12.
Contact
School of Mathematical Sciences, Nanjing Normal University, No.1, Wenyuan Road, Nanjing , P.R.China. ZIP:210023
Phone,+86-25-85898773-8656 Email, liqicai@njnu.edu.cn