2018年3月—2020年5月 英国威廉集团官网 团队博士后
2020年6月—2021年7月 英国威廉集团官网 讲师
2021年7月—今 英国威廉集团官网 副教授
两类模型不确定下保险公司的最优再保险和投资策略研究 ， 国家自然科学基金项目青年科学基金项目， 主持， 2020-2022
光滑模糊下保险公司的最优再保险和投资策略研究，第64批博士后面上一等资助，主持，2018-2019
保险公司的最优投资决策问题研究，英国威廉希尔公司科学研究基金项目，主持，2018-2020
本科生课程：精算模型，随机过程
研究生课程：金融计量学，量化风险管理，利率模型及衍生品
风险管理，最优再保险决策，养老金管理，最优资产配置
[14]Guan G, Hu X.Time-consistent investment and reinsurance strategies for mean-variance insurers in n-agent and mean-field games. North American Actuarial Journal. In press.
[13]Guan G, Hu X. On the analysis of a discrete-time risk model with INAR (1) processes. Scandinavian Actuarial Journal, 2021: 1-24.
[12] 关国卉、詹家煊、王晓军. 退休计划中整合消费,投资和年金的最优决策研究[J]. 数理统计与管理, 2020, 230: 86-98.
[11] Guan G. Equilibrium and pre-commitment mean-variance portfolio selection problem with partially observed price index and multiple assets. Methodology and Computing in Applied Probability, 2020, 22: 25-47.
[10] Guan G, Wang X. Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility. Scandinavian Actuarial Journal, 2020: 1-23.
[9] Zhu J, Guan G, Li S, et al. Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks. Journal of Computational and Applied Mathematics, 2020.
[8] Guan G, Liang Z. Robust optimal reinsurance and investment strategies for an AAI with multiple risks. Insurance Mathematics & Economics, 2019: 63-78.
[7] Guan G, Liang Z, Feng J. Time-consistent proportional reinsurance and investment strategies under ambiguous environment. Insurance Mathematics & Economics, 2018: 122-133.
[6] 关国卉, 王晓军. 基于仿射模型的我国商业养老年金风险测度分析. 系统工程, 2018, 036: 97-106.
[5] Guan G, Liang Z. Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints. Insurance Mathematics & Economics, 2016: 224-237.
[4] Guan G, Liang Z. A stochastic Nash equilibrium portfolio game between two DC pension funds. Insurance Mathematics & Economics, 2016: 237-244.
[3] Guan G, Liang Z. Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns. Insurance Mathematics & Economics, 2015, 61(61): 99-109.
[2] Guan G, Liang Z. Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Insurance Mathematics & Economics, 2014, 57(57): 58-66.
[1] Guan G, Liang Z. Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks[J]. Insurance Mathematics & Economics, 2014: 105-115.