Assistant Professor, Mathematics & Statistics
- Stochastic control in finance and insurance
- Optimal insurance design
- Retirement planning
- Machine learning in finance and insurance
- Landriault, D., Li, B., Li, D., and Wang, Y. (2021). High-Water mark fee structure in variable annuities. Journal of Risk and Insurance (in press).
- Li, D., and Young, V.R. (2020). Maximizing utility of consumption with a constraint on expected time in poverty. Annals of Finance 16, 63-99.
- Li, D., Li, D., and Young, V.R. (2017). Optimality of excess-loss reinsurance under a mean–variance criterion. Insurance: Mathematics and Economics 75, 82-89.
- Landriault, D., Li, B., Li, D. , and Li, D. (2016). A pair of optimal reinsurance–investment strategies in the two-sided exit framework. Insurance: Mathematics and Economics 71, 284-294.
- Chen, X., Landriault, D., Li, B., and Li, D. (2015). On minimizing drawdown risks of lifetime investments. Insurance: Mathematics and Economics 65, 46-54.
- MATH 3P75 (Fall 2021)
- MATH 2P75 (Winter 2022)
