中央财经大学池义春老师作了一场题为“A constructive approach to optimal reinsurance problems(一个建设性的方法去最优再保险问题)”的讲座，池义春主要研究领域为相依性分析；风险理论；可变年金。在职研究生讲座的主要内容是：

　　在这次演讲中,我将讨论最近发展的建设性的方法最优再保险的问题。首先,我们展示了这种方法的权力泛化的箭头(1963)的结果回顾保费原则,保留了凸点的优化准则。进一步,我们发现这种方法也适用于一个上限的情况下对再保险公司的预期损失超过规定的水平。其次,基于VaR和CVaR最优再保险的问题,这种方法是特别有用的在寻找解决方案甚至一般保费原则。最后,应用这种方法来解决最优再保险问题背景风险也进行了讨论。

　　池义春老师的代表性成有：

　　Yichun Chi, Jingping Yang, Yongcheng Qi, “Decomposition of a Schur-constant model and its applications”. Insurance: Mathematics and Economics 44, pp. 398–408, 2009.

　　Yichun Chi, Sebastian Jaimungal, Sheldon X. Lin, “An insurance risk model with stochastic volatility”. Insurance: Mathematics and Economics, in press.

　　Yichun Chi, “Analysis of expected discounted penalty function for a jump diffusion risk model”, submitted.

　　Yichun Chi, “On threshold dividend strategy in a Lévy insurance risk model with exponential upward jump”, submitted.

　　原文：In this talk, I will discuss the recent development of the constructive approach to optimal reinsurance problems. First, we show the power of this approach in the generalization of Arrow (1963)’s results to the retrospective premium principle and the optimization criterion that preserves the convex order. Further, we find that this approach is also applicable to the case of an upper limit on the reinsurer’s expected loss over a prescribed level. Second, for the VaR and CVaR based optimal reinsurance problems, this approach is particularly useful in finding solutions even for a general premium principle. Finally, the application of this approach to solve an optimal reinsurance problem with background risk is also discussed.