代表性学术成果
英文论文
23.Dynamic Optimal Adjustment Policies of Hybrid Pension Plans under Habitual Persistence(with Yuting Jia, Zongxia Liang and Sheng Wang), Mathematics and Financial Economics, forthcoming.
22.Asset Allocation via Life-Cycle Adjusted PPI Strategy: Evidence from the U.S. and China Stock Market(with Shengqi Yang), Applied Economics, Vol.57, p251-266, 2025.
21.Optimal Consumption and Investment in Pooled Annuity Funds with and without Fund Managers(with Zongxia Liang and Zhaojie Ren), Scandinavian Actuarial Journal, Vol.2025, p79-116, 2025.
20.Optimal Mix among PAYGO, EET and Individual Savings(with Zongxia Liang，Zhaojie Ren and Yilun Song), Scandinavian Actuarial Journal, Vol.2024, p463-505, 2024.
19. Robust Dividend, Financing, and Reinsurance Strategies under Model Uncertainty with Proportional Transaction Costs(with Guohui Guan, Zongxia Liang, Yang Liu and Litian Zhang), North American Actuarial Journal, Vol.28, p261-284, 2024.
18.Dynamic Optimal Adjustment Policies of Hybrid Pension Plans, Insurance: Mathematics and Economics(with Zongxia Liang and Sheng Wang), Vol.106, p46-68, 2022.
17.Optimal Asset Allocation, Consumption and Retirement Time with the Variation in Habitual Persistence(with Zongxia Liang, Yilun Song and Qi Ye), Insurance: Mathematics and Economics, Vol. 102, p188-202, 2022.
16.Optimal Contribution Rate of PAYGO Pension (with Zongxia Liang, Yilun Song and Qi Ye), Scandinavian Actuarial Journal, Vol.2021, p505-531, 2021.
15.Optimal DB-PAYGO Pension Management towards a Habitual Contribution Rate (with Zongxia Liang and Fengyi Yuan), Insurance: Mathematics and Economics, Vol.94, p125-141, 2020.
14.Weighted Utility Optimization of the Participating Endowment Contract (with Zongxia Liang, Yang Liu and Ming Ma), Scandinavian Actuarial Journal, Vol.2020, p577-613, 2020.
13.The Bilateral Effects of Platform-Sponsored Collateral in Peer-To-Peer (P2P) Lending: Evidence from China (with Xiaojun Shi and Qi Jin), Emerging Markets Finance and Trade, Vol. 56, p771-795, 2020.
12.How Can Government Support Affect Behaviors of Investors and Rating Agencies in a Corporate Bond Market? Evidence from China 's Corporate Bond Market (with Bo Huang and Liqing Chen). Emerging Markets Finance and Trade, Vol. 56, p485-507, 2020.
11.Optimal Control of DC Pension Plan Management under Two Incentive Schemes (with Zongxia Liang, Yang Liu and Ming Ma), North American Actuarial Journal, Vol. 23, p120-141, 2019.
10.Tunneling Behaviors of Two Mutual Funds (with Zongxia Liang and Xiaoyang Zhao), Journal of Industrial and Management Optimization, Vol. 14, p1617-1649, 2018.
9.The Impact of Bond Rating Downgrades on Common Stock Prices in China (with Bo Huang, Shanshan Xiong and Yirui Zhang), Economic and Political Studies, Vol. 6, p209-220, 2018.
8.Optimal Pension Decision under Heterogeneous Health Statuses and Bequest Motives (with Zongxia Liang), Journal of Industrial and Management Optimization, Vol. 13, p1641-1659, 2017.
7.Optimal Asset Allocation and Benefit Outgo Policies of DC Pension Plan with Compulsory Conversion Claims (with Zongxia Liang), Insurance: Mathematics and Economics, Vol. 61, p227-234, 2015.
6.Optimal Investment Strategy for the DC Plan with the Return of Premiums Clauses in a Mean-Variance Framework (with Zongxia Liang), Insurance: Mathematics and Economics, Vol. 53, p 643-649, 2013.
5.Optimal Dynamic Asset Allocation Strategy for ELA Scheme of DC Pension Plan during the Distribution Phase (with Zongxia Liang), Insurance: Mathematics and Economics, Vol.52, p404-410, 2013.
4.Risk Analysis of Paygo Retirement Insurance System with Population and Earning Fluctuations: A Comparison Between China and the U.S. , Actual Problems of Economics, Vol.12, p420-430, 2011.
3.Optimal Financing and Dividend Control of the Insurance Company with Fixed and Proportional Transaction Costs (with Zongxia Liang)，Insurance：Mathematics and Economics. Vol.44, p88-94，2009.
2.Optimal Control of the Insurance Company with Proportional Reinsurance Policy under Solvency Constraints (with Ping Hou and Zongxia Liang), Insurance：Mathematics and Economics. Vol.43, p474-479, 2008.
1.Optimal Financing and Dividend Control of the Insurance Company with Proportional Reinsurance Policy (with Zongxia Liang), Insurance：Mathematics and Economics, Vol.42, p976-983, 2008.
中文论文
12.农村养老服务模式与“时间银行”（与莫一茗合作）,《中国金融》,2025年第11期。
11.合作养老模式下的养老决策研究（与莫一茗合作）,《应用经济学评论》,2025年第2期。
10.基于参保者收入异质性的养老金结构优化问题研究（与王论意合作）,《保险研究》，2024年第2期。
9.基于随机建模的个人养老金账户内涵收益率研究（与莫一茗合作）,《保险研究》，2023年第7期。
8.养老金奖惩机制对退休决策的影响研究--基于累积前景理论的视角（与莫一茗合作），《保险研究》，2022年第10期。
7.基于CPT效用的养老金补缴内涵价值分析--以山东省1978-2016年经验数据为例（与冷嫣然合作），《管理科学学报》，2020年第4期。
6. 基于均值回复的逆周期策略在组合保险中的应用研究 (与冯健，张书华合作)，《保险研究》，2017年第11期。
5. DC型养老金积累期最优资产配置问题研究 (与梁宗霞合作)，《保险研究》，2016年第6期。
4. 生命周期、风险偏好和积累水平对DC型养老金资产配置策略的影响研究（与梁宗霞合作），《经济理论与经济管理》，2016年第4期。
3. DC型企业年金最优资产配置和给付方案问题研究，《中国管理科学》，2015年第8期。
2. 利率市场化对政策性银行融资模式的影响及对策研究 (与许荣，马晓轩，刘泽洋合作)，《金融监管研究》，2015年第1期。
1. 现收现付制养老保险风险量化及应对策略,《保险研究》, 2010年第8期。
教材与专著
《金融工程》（郭彪，何林 编著），中国人民大学出版社，2025。
《DC型养老金管理问题研究》，经济科学出版社， 2017。
《基于随机最优控制的动态保险资金管理问题研究》，知识产权出版社，2014。
科研项目
2025-2026，人大国发院项目。
2016-2018，DC型养老金最优资产配置与给付方案问题研究，自然科学基金青年项目。
2013-2015，商业养老金管理中的连续时间精算模型与动态优化问题研究，北京高校青年英才计划。
2012-2014，各层次养老保险管理机构最优管理策略问题研究，教育部人文社科青年基金项目。
2010-2012，养老保险中的若干优化问题研究，中国人民大学科学研究项目。
2010-2011，保险公司最优控制策略问题研究，中国保险学会研究课题。
