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Qicai Li Associate Professor


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  Interests: Stochastic control, Mathematical Finance

Journal Articles

  1. Optimal excess-of-loss reinsurance and investment polices under the CEV model.Annals of operations research. 2014, 223(1): 273-290.
  2. Optimal last stock of substitutive service parts.J. Shanghai Jiaotong Univ. Sci. 2015, 20(6):752-757.
  3. Optimal reinsurance and investment policies with the CEV stock market.ACTA Mathematicae Applicatae Sincia, English Series. 2016, 32(3):1-12.



School of Mathematical Sciences, Nanjing Normal University, No.1, Wenyuan Road, Nanjing , P.R.China. ZIP:210023

Phone,+86-25-85898773-8656  Email,