已发表论文
1. Chen, S., & Yao, H. (2024). Optimal reinsurance strategy with mean-variance premium principle and relative performance concern. RAIRO-Operations Research, 58, 5211-5236.
2. Gu, A., Zhang, X., Chen, S., & Zhang, L. (2024). Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion. Statistical Theory and Related Fields, 8(4), 274-294.
3. 陈树敏, & 陈慧. (2023). 考虑相对财富偏好与均值-方差费率原则下最优再保险策略问题. 系统科学与数学. 已接收.
4. Chen, S., Luo, D., & Yao, H. (2024). Optimal investor life cycle decisions with time-inconsistent preferences. Journal of Banking & Finance, 161, 107115.
5. 陈丹梅, 李仲飞, & 陈树敏. (2024). 信息不对称下新产品研发的合同设计. 系统科学与数学, 44(6), 1675-1688.
6. Gu, A., He, X., Chen, S., & Yao, H. (2023). Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity. Methodology and Computing in Applied Probability, 25(77), 1-19.
7. Guo, Q., Chen, S., Sun, Y., & Schonfeld, P. (2023). Investment timing and length choice for a rail transit line under demand uncertainty. Transportation Research Part B: Methodological, 175, 102800.
8. Gu, A., Chen, S., Li, Z., & Viens, F. G. (2022). Optimal reinsurance pricing with ambiguity aversion and relative performance concern in the principal-agent model. Scandinavian Actuarial Journal, 2022(9), 749-774.
9. 姚海祥, 黎俊伟, 夏晟皓, & 陈树敏. (2021). 基于Apriori算法和神经网络的模糊交易决策. 系统科学与数学, 41(10), 2868-2891.
10. 陈树敏, 曾燕, & 谷爱玲. (2019). R&D企业最优技术投资与分红策略研究. 系统工程理论与实践, 39(6), 1394-1406.
11. Chen, S., Liu, Y., & Weng, C. (2019). Dynamic risk-sharing game and reinsurance contract design. Insurance: Mathematics and Economics, 86, 216-231.
12. Guo, Q., Chen, S., Schonfeld, P., & Li, Z. (2018). How time-inconsistent preferences affect investment timing for rail transit. Transportation Research Part B: Methodological, 118, 172-192.
13. Chen, S., Yang, H., & Zeng, Y. (2018). Stochastic differential games between two insurers with generalized mean-variance premium principle. ASTIN Bulletin, 48(1), 413-434.
14. Chen, S., Li, Z., & Zeng, Y. (2018). Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. SIAM Journal on Financial Mathematics, 9(1), 274-314.
15. 陈树敏, & 郝志峰. (2018). 含不动产项目的保险公司再保险-投资策略. 运筹学学报, 22, 129-141.
16. Chen, S., Zeng, Y., & Hao, Z. (2017). Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model. Insurance: Mathematics and Economics, 74, 31-45.
17. 曾燕, 康俊卿, & 陈树敏. (2016). 基于异质性投资者的动态情绪资产定价. 管理科学学报, 19, 87-97.
18. Chen, S., Wang, X., Deng, Y., & Zeng, Y. (2016). Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences. Insurance: Mathematics and Economics, 67, 27-37.
19. 谷爱玲, & 陈树敏. (2016). 状态相依效用下的超额损失再保险-投资策略. 运筹学学报, 20, 91-104.
20. Chen, S., & Li, Z. (2015). Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs. Acta Mathematicae Applicatae Sinica, 31, 405-426.
21. 李仲飞, 陈树敏, & 曾燕. (2015). 基于时间不一致性偏好与扩散模型的最优分红策略. 系统工程理论与实践, 35, 1633-1645.
22. Chen, S., Li, Z., & Zeng, Y. (2014). Optimal dividend strategies with time-inconsistent preferences. Journal of Economic Dynamics and Control, 46, 150-172.
23. Chen, S. (2014). Optimal dividend payout for classical risk model with risk constraint. Acta Mathematicae Applicatae Sinica, 30, 721-734.
24. Yao, H., Li, Z., & Chen, S. (2014). Continuous-time mean–variance portfolio selection with only risky assets. Economic Modelling, 36, 244-251.
25. Chen, S., & Hao, Z. (2013). Funding and investment decisions in a stochastic defined pension with regime switching. Lithuanian Mathematical Journal, 53, 161-180.
26. 陈树敏, & 何春雄. (2013). 带比例及固定费用的对偶模型分红策略. 应用概率统计, 29, 136-150.
27. Yao, H., Zeng, Y., & Chen, S. (2013). Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon. Economic Modelling, 30, 492-500.
28. Chen, S., Li, Z., & Li, K. (2010). Optimal investment-reinsurance policy for an insurance company with VaR constraint. Insurance: Mathematics and Economics, 47, 144-153.
29. 陈树敏, & 李仲飞. (2010). 带技术投资的保险公司最优策略. 控制理论与应用, 27, 861-866.
30. 陈树敏, & 李仲飞. (2010). 保险公司实业项目投资策略研究. 系统科学与数学, 30, 1293-1303.