中央財經(jīng)大學池義春老師作了一場題為“A constructive approach to optimal reinsurance problems(一個建設(shè)性的方法去最優(yōu)再保險問題)”的講座，池義春主要研究領(lǐng)域為相依性分析；風險理論；可變年金。在職研究生講座的主要內(nèi)容是：

　　在這次演講中,我將討論最近發(fā)展的建設(shè)性的方法最優(yōu)再保險的問題。首先,我們展示了這種方法的權(quán)力泛化的箭頭(1963)的結(jié)果回顧保費原則,保留了凸點的優(yōu)化準則。進一步,我們發(fā)現(xiàn)這種方法也適用于一個上限的情況下對再保險公司的預(yù)期損失超過規(guī)定的水平。其次,基于VaR和CVaR最優(yōu)再保險的問題,這種方法是特別有用的在尋找解決方案甚至一般保費原則。最后,應(yīng)用這種方法來解決最優(yōu)再保險問題背景風險也進行了討論。

　　池義春老師的代表性成有：

　　Yichun Chi, Jingping Yang, Yongcheng Qi, “Decomposition of a Schur-constant model and its applications”. Insurance: Mathematics and Economics 44, pp. 398–408, 2009.

　　Yichun Chi, Sebastian Jaimungal, Sheldon X. Lin, “An insurance risk model with stochastic volatility”. Insurance: Mathematics and Economics, in press.

　　Yichun Chi, “Analysis of expected discounted penalty function for a jump diffusion risk model”, submitted.

　　Yichun Chi, “On threshold dividend strategy in a Lévy insurance risk model with exponential upward jump”, submitted.

　　原文：In this talk, I will discuss the recent development of the constructive approach to optimal reinsurance problems. First, we show the power of this approach in the generalization of Arrow (1963)’s results to the retrospective premium principle and the optimization criterion that preserves the convex order. Further, we find that this approach is also applicable to the case of an upper limit on the reinsurer’s expected loss over a prescribed level. Second, for the VaR and CVaR based optimal reinsurance problems, this approach is particularly useful in finding solutions even for a general premium principle. Finally, the application of this approach to solve an optimal reinsurance problem with background risk is also discussed.