教学成果和荣誉
《人身保险》,北京市精品课程
代表性学术成果
专著:
2010, Stochastic Risk Models for Insurance, GLOBAL-LINK PUBLISHER, HONG KONG.
论文:
- 2010,《十大产业振兴计划”对我国A股市场相关行业拉动作用的实证分析》,《经济纵横》第6期
- Li Wei (2010),Pricing maturity guarantee with dynamic withdrawal benefit(第三作者) Insurance:Mathematics and Economics(sci),Vol.47, No.2, 216-223
- Li Wei and Qinghe Tang (2010),Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (第二作者、通讯作者) Insurance:Mathematics and Economics(sci), Vol.46, ,SI, 19-31
- Qihe Tang and Li Wei(2010),Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence, Insurance Mathematics & Economics, Vol.46, , 19-31
- Li Wei(2009),Ruin probability in the presence of interest earnings and tax payments, , Insurance Mathematics & Economics, Vol.45, , 133-138
- Li Wei (2009),Ruin probability of the renewal model with risky investment and large claims,Science In China, SER. A, Vol.52, No.7, 1539-1545
- Xuemiao HAO, Qihe Tang and Li Wei(2009),On the maximum exceedance of a sequence of random variables over a renewal threshold, , Journal Of Applied Probability, Vol.46, No.2, 559-570
- Li Wei(2008),The ruin probability in the presence of extended regular variation and optimal investment, , ACTA MATHEMATICAE APPLICATAE SINICA, Vol.24, No.4, 649-654.
- 2007,涂永红,魏丽,《直接投资地区技术溢出效应的实证分析》,《金融研究》第(08B)期
- Ming Zhou, Li Wei and Junyi Guo (2006),Some Results behind Dividend Problems, ACTA MATHEMATICAE APPLICATAE SINICA, Vol.22, No.4, 681–686
- Rong Wu and Li Wei (2004),The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate, Scandinavian Actuarial Journal, No.2, 121–132
- Li Wei and Hailiang Yang (2004),Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions, ACTA MATHEMATICAE APPLICATAE SINICA, Vol.20, No.3, 495–506
- Rong Wu, Guojing Wang and Li Wei (2003),Joint distributions of some actuarial random vectors containing the time of ruin, Insurance Mathematics & Economics, Vol.33, , 147-161
- Li Wei and Rong Wu (2002),The joint distributions of several important actuarial diagnostics in the classical risk model, Insurance Mathematics & Economics,Vol.30, No.3, 451—462
科研项目:
项目
2008.06-2010.06国家科技支撑重大项目子课题“村镇信用风险定价技术和信用评级技术”负责人,项目编号:2006BAJ07B01
2006.01-12国家自然科学青年基金(项目负责人),项目编号:70501028
2006.01-2009.12国家社科基金重点研究项目(主要参加者),项目编号:05&ZD008
2006.01-2008.12国家自然科学面上基金(主要参加者),项目编号:10571167
省部级项目
2007.09-2009.12北京市人才资助项目(项目负责人),项目编号:20071D1600800421
校级项目
2010.01-12中国人民大学重点项目(项目负责人),项目编号:10XNA001
2009.01-12中国人民大学重点项目(项目负责人),项目编号:08XNA001
2007.01-12中国人民大学种子项目(项目负责人),项目编号:06XNB001
2006.01-12中国人民大学青年教师资助项目(项目负责人),项目编号:05XNB001
学术奖励
2009年8月获得中国运筹学会颁发的“钟家庆奖”(国家一级学会)