金融与保险中的最优决策;随机控制与动态优化;
[1] Li, S., Meng, H., Zhou, M*. Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility. Insurance: Mathematics and Economics, 2025.
[2] Li, S., Zhou, M*. Optimal consumption-investment and life insurance demand with progressive estate taxation. North American Actuarial Journal, 2026.
[3] Zhou, M., Li, S., Meng, H*. Portfolio selection and consumption for individuals with truncated quadratic utilities and satiation points. Journal of Mathematical Analysis and Applications, 2025.
[4] Zhou, M., Li, S., Liu, B. Optimal insurance pricing and demands in a stochastic Stackelberg differential game. International Review of Finance, 2026.
[5] 李爽, 周明*. 最优消费、寿险需求与遗产税. 系统工程理论与实践, 2025.
[6] Li, S., Wang, H. Robust irreversible investment strategy with ambiguity to jump and diffusion risk. International Review of Finance, 2023.
[7] Li, S., Shu, L., Shu, X. B., Xu, F. Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays. Stochastics-An International Journal of Probability and Stochastic Processes, 2019.
[8] 周明, 李爽. 生命周期内的个人保险需求与投资消费决策研究综述. 中国精算师, 2024.
主持:基于强化学习的金融统计应用研究,中国人民大学“求是学术–栋梁”育人育才项目
参与:基于行为偏好的保险需求与投资消费随机最优控制问题研究, 国家自然科学基金面上项目