1月12日，中山大学金融学教授, 博士生导师李仲飞来我校学术会堂702报告厅做了一场题为"Optimal time-consistent investment and reinsurance policies for mean-variance insurers"的讲座，此为我院精算论坛的第一期讲座，由中国精算研究院陈建成教授亲自主持，保险学院党总支书记李晓林教授、中国精算研究院副院长徐景峰、周明等教师及学生参加了此次讲座。

李仲飞教授现任广东省教授,广东省人文社科重点研究基地中山大学金融工程与风险管理研究中心主任，中山大学社会科学处处长，国家社会科学基金学科评审组专家。

此次讲座主要内容为：

This talk investigates the optimal time-consistent policies of an investment-reinsurance problem and an investment-only problem under the mean-variance criterion for an insurer whose surplus process is approximated by a Brownian motion with drift. The financial market considered by the insurer consists of one risk-free asset and multiple risky assets whose price processes follow geometric Brownian motions. A general verification theorem is developed, and explicit closed-form expressions of the optimal polices and the optimal value functions are derived for the two problems. Economic implications and numerical sensitivity analysis are presented for our results. Our main findings are: (i) the optimal time-consistent policies of both problems are independent of their corresponding wealth processes; (ii) the two problems have the same optimal investment policies; (iii) the parameters of the risky assets (the insurance market) have no impact on the optimal reinsurance (investment) policy; (iv) the premium return rate of the insurer does not affect the optimal policies but affect the optimal value functions; (v) reinsurance can increase mean-variance utility.