姓名:闫明

职称：副教授

电子邮件：yanming19860207@163.com

教学情况：应用随机过程、投资学、数值分析及应用、多元统计分析

研究领域：金融数学、保险精算、动态博弈论

科研情况：

主持科研项目：

1. 2018-06至2021-01，主持完成天津市社会科学规划项目——人口老龄化背景下养老保险基金管理的对策研究，项目号TJGLQN18-005。

2. 2019-03至2025-03，主持教育部人文社会科学研究项目青年项目,——考虑代际公平和可持续发展的养老金管理问题研究：基于动态博弈模型的决策分析，项目号19YJC630199。

3. 2024年1月至今，主持国家自然科学基金项目——养老基金决策中具有差异化目标的博弈问题研究，项目号12301610。

论文情况：

1. Yan Ming, Hao Xueyan, Zhang Zhipeng, Zhang Shuhua;Equilibrium strategies in a defined benefit pension plan game with regime switching,Journal of Mathematical Analysis and Applications, 2024, 540, 128576.SCI收录.DOI:10.1016/j.jmaa.2024.128576

2. Peng Fanyi, Yan Ming, Zhang Shuhua;Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models. Communications in Statistics - Theory and Methods,2025,54(12), 3529–3555.SCI收录.DOI:10.1080/03610926.2024.2395883

3. PengFanyi, YanMing, and ZhangShuhua;Deep learning solution of optimal reinsurance-investment strategies with inside information and multiple risks, Math. Meth. Appl. Sci.2025, 48(3),2859-2885.SCI收录.DOI:10.1002/mma.10465

4. 田静,张志鹏,闫明,大宗商品市场与股票市场的尾部相依结构及溢出效应研究,统计与决策, 2023, 633(21), 132-137, CSSCI收录. DOI:10.13546/j.cnki.tjyjc.2023.21.024

5. Yan Ming; Cao Zheng; Wang Ting; Zhang Shuhua ; Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause, Communications in Statistics - Theory and Methods, 2022, 51(22): 7980-8011.SCI收录.DOI:10.1080/03610926.2021.1887236

6. Yan Ming; Yang Hongtao; Zhang Lei; Zhang Shuhua ; Optimal investment-reinsurance policy with regime switching and value-at-risk constraint, Journal of Industrial and Management Optimization, 2020, 16(5): 2195-2211. SCI收录. DOI:10.3934/jimo.2019050

7. Yan Ming; Peng Fanyi; Zhang Shuhua ; A reinsurance and investment game between two insurance companies with the different opinions about some extra information, Insurance: Mathematics andEconomics, 2017, 75: 58-70.SCI收录. DOI:10.1016/j.insmatheco.2017.04.002

8. Yan Ming; Gong Wei; Yan Ningning ; Finite element methods for elliptic optimal control problems with boundary observations, Applied Numerical Mathematics, 2015, 90(C): 190-207. SCI收录,10.1016/j.apnum.2014.11.011

9. Yan Ming; Chang Lili; Yan Ningning ; Finite element method for constrained optimal control problems governed by nonlinear elliptic PDEs, Mathematical Control and Related Fields, 2012, 2(1): 183-194.

学生参加竞赛情况：

1. 2021年参加全国第二届研究生工业与金融大数据建模与计算邀请赛获一等奖

2. 2022年参加全国研究生数学建模大赛获全国三等奖

学术与业界兼职：

1. 天津市数学会理事

2. 腾星云科技有限公司系统研发咨询

（更新于2025年10月）