发表论文(工作论文请见SSRN主页)
英文论文:
12. Coping with Longevity via Hedging: Fair Dynamic Valuation of Variable Annuities. (with Runhuan Feng, Hong Li and Tianyu Yang). Insurance: Mathematics and Economics. (2024)
11. Fence off Black Swans: The Economics of Insurance for Vaccine Injury. (with Bingzheng Chen and Yu Mao). Oxford Bulletin of Economics and Statistics. (2024)
10. Cost-Effectiveness, Fairness and Adverse Selection in Mutual Aid (with Runhuan Feng, Li Wei and Jiaqi Zhao), European Financial Management. (2023)
9. Long‐term effect of childhood pandemic experience on medical major choice: Evidence from the 2003 severe acute respiratory syndrome outbreak in China (with Yuan Wang, Yanjun Guan, Jie Guo and Rong Xu), Health Economics. 2023, 32(5): 1120-1147.
8. Financial Literacy Confidence and Retirement Planning: Evidence from China (with Bingzheng Chen), Risks. 2023, 11(2): 46.
7. Hedge inflation risk of specific purpose guarantee funds (with Bingzheng Chen, Yi Hu and Hai Zhang), European Financial Management. 2022, 28(4): 1104-1136.
6. A tail measure with variable risk tolerance: Application in dynamic portfolio insurance strategy (with Cuixia Chen, Yufeng Shi and Wentao Hu), Methodology and Computing in Applied Probability. 2022, 24(2): 831-874.
5. Optimal strategic pandemic control: Human mobility and travel restriction (with Cuixia Chen, Yufeng Shi and Wentao Hu), Mathematical Biosciences and Engineering. 2021, 18(6): 9525-9562.
4. Fair dynamic valuation of insurance liabilities via convex hedging (with Bingzheng Chen, Jan Dhaene and Tianyu Yang), Insurance: Mathematics and Economics, 2021, 98: 1-13.
3. Fair dynamic valuation of insurance liabilities: A loss averse convex hedging approach (with Bingzheng Chen and Jan Dhaene), Scandinavian Actuarial Journal, 2020(9), 792–818.
2. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency (with Karim Barigou and Jan Dhaene), Insurance: Mathematics and Economics, 2019, 88: 19-29.
1. Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency (with Jan Dhaene, Ben Stassen, Karim Barigou and Daniel Linders), Insurance: Mathematics and Economics, 2017, 76: 14-27.
中文论文:
3. 网络互助的低发病率之谜与解释:基于某头部网络互助平台的证据和分析(与黎韬、魏丽、冯琦合作),《保险研究》, 2022,No.413(09):109-127
2. 中国的年金谜题与养老金领取行为研究——基于企事业年金领取偏好的调查(与陈秉正合作),《经济学报》, 2018(2)
1. 分红型保险产品经营分析——双驱动型动态最优资产负债管理视角的探讨(与何宇佳、陈秉正合作), 《投资研究》, 2016(6):72-85.
学术报告:
2023年:UIUC Actuarial Seminar、南方科技大学数学学院Seminar、北京大学风险管理与保险系Workshop、中国保险与风险管理国际年会CICIRM12th(2023)、CIRF (2023)
2022年:对外经济贸易大学保险学院Seminar、南方科技大学数学学院Seminar、深圳大学Seminar、Insurance: Mathematics and Economics Congress 2022、中国保险与风险管理国际年会CICIRM11th(2022)、CIRF (2022)、APRIA Conference (2022)
2021年:西南财经大学保险学院Workshop、EFMA Annual Meeting 2021 、Insurance: Mathematics and Economics Congress 2021、中国保险与风险管理国际年会CICIRM10th(2020/2021)
2020年:首都经济贸易大学、“双法”会议量化金融与保险分会
2019年:南开大学、南方科技大学、第二届金融科技会议(中央财经大学)
2018年:The 11th International Account and Finance Doctoral Symposium(Bangor),中国保险教育论坛(济南),中国保险与风险管理国际年会CICIRM9th(保定)
2017年:International Congress on IME(Vienna)、中国保险与风险管理国际年会CICIRM8th(桂林)
2016年:中国保险与风险管理国际年会CICIRM7th(西安)
2015年:International Congress on IME(Liverpool)、中国保险与风险管理国际年会CICIRM6th(杭州)
科研项目:
n 2022-2024,国家自然科学基金青年项目,基于精算保守性视角的保险负债市场一致性评估方法研究,主持
n 2021-2024,教育部人文社科一般项目,审慎监管视角的保险负债市场一致性评估方法研究,主持
n 2019-2020,中国人民大学新教师启动经费项目,中国网络互助模式研究课题,主持
n 2018-2019,北美精算师协会(SOA),中国年金市场专题课题,主持