中国精算研究院

Jingfeng XU

Professor

Contact Information

Address:

China Institute for Actuarial Science (CIAS)

Central University of Finance and Economics (CUFE)

Shahe Higher Education Park, Changping District,Beijing, P.R.China,102206

Email:

xujf_cufe@126.com

Telephone:

(+86)13911638864  

Professional Credential/Affiliations

Ÿ In charge of China's Actuary Qualification Examination

Ÿ Invited expert of Beijing Social Security Insurance Regulatory Commission

Employment

· Oct 2010 - 2015Vice Dean

CIAS, School of Insurance, CUFE

Beijing, P.R. China

· Since Oct 2004Associate Professor

Actuarial Science and Mathematical Finance

CIAS, School of Insurance, CUFE

Beijing, P.R. China

· July 1999-Sept 2004 Lecturer

Financial Engineering

School of Insurance, CUFE

Beijing, P.R. China

· Sept 2001-July 2006PhD and MS Program

Functional Analysis

School of Mathematics, Nankai University,

Tianjin, China

Publications

· Bingqing Li, Pu Liao, and Jingfeng Xu. An OLG Model for Optimal Investment and Insurance Decisions. Journal Risk and Insurance, 2015, 82(1): 149–172.

· Jing-Feng Xu, Pu Liao. Crop Insurance, Premium Subsidy and Agricultural Output [J]. Journal of Integrative Agriculture, 2014, 13(11): 2537-2545.

· Jian Liu, Weixing Wu, Jingfeng Xu, et al. An Accurate Binomial Model for Pricing American Asian Option [J]. Journal of Systems Science & Complexity, 2014, 27(5): 993-1007.

· Jingfeng. Xu, Ming Zhou. Optimal risk control and dividend distribution policies for a diffusion model with terminal value [J]. Mathematical & Computer Modelling, 2012, 56(7-8):180-190.

· Jingfeng Xu, Jian Liu. A note on set families and codes [J]. ArsCombinatoria, 2012, 105, 293-298.

· Guoce Xin, Jingfeng Xu. A Short Approach to Catalan Numbers Modulo [J]. Electronic Journal of Combinatorics, 2011, 18(1):629-645.

· Ming Zhou, Hongbin Dong, Jingfeng Xu. Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium [J]. Journal of Systems Science & Complexity, 2011, 24(1):156-166.

· Jing Xu, Jian Liu, Haijian Zhao. Financial Forecasting: Comparative Performance of Volatility Models in Chinese Stock Markets[C]// International Joint Conference on Computational Sciences & Optimization. IEEE Xplore, 2011:1220-1225.

· Jing Xu, Hai Zhao, ZheyuanZhong. Pricing Lookback Options with Dividends[C]// Fourth International Joint Conference on Computational Sciences and Optimization. IEEE Computer Society, 2011:1226-1231.

· Jingfeng Xu, Yulong Li. Research on the Effect of Deferred-tax Policy Based on the Consumption-saving Models [J]. East China Economic Management, 2016, 30(10):178-184.

· Jingfeng Xu, Suyuan He. Analysis on the Investment of Convertible Bond under New Insurance Law: Based on Portfolio Theory [J]. Journal of Insurance Professional College (Bimonthly), 2015, 29(5):12-16.

· Jingfeng Xu, Pu Liao. Study on the relationship between Financial Structure and Economic Growth-From the Perspective of the Supply of Funds [J]. Collected Essays on Finance and Economics, 2014, V179(03):40-46.

· Sujin Zheng, Jingfeng Xu, Lu Xiong. Measuring the Risk Margin of Life Insurance Liability in Light of the Newly Issued China Accounting Standards and Solvency II [J]. MANAGEMENT REVIEW, 2013, 25(3):159-170.

· Jingfeng Xu, Haoran Zhu. Research on Asset Allocation of Life Insurance Companies in China [J]. Insurance Studies, 2013(1):41-48.

· Cunwen Tao, Jingfeng Xu. Insurance Regulation Efficiency and Its Assessment [J]. Insurance Studies, 2012(10):8-13.

· Jingfeng Xu, Pu Liao. Risk Management of Variable Annuities under Fixed Multiplier Balance Management [J]. Financial Studies, 2012(08):75-79.

Research Programs

· National Social Science Fund General Project "Study on Financial Risks of China's Basic Old-Age Insurance System under the Background of Population Aging"; Grant No .: 16BJY186; Starting and Ending Time: 2016.6.20-2019.12.31

· Beijing Philosophy and Social Sciences Planning Office, Major Project of Beijing Social Science Fund "Research on Supply and Demand of China's Elderly Products under the Background of Population Aging"; Approval No .: 15ZDA47; Starting and ending time: 2016.1.1-2018.12.31

· Ministry of Education, Humanities and Social Sciences, Key Research Base Major Project "variable annuity pricing and risk management"; approval number: 14JJD790001; beginning and ending time: 2014.6.30-2017.6.30

· China Insurance Regulatory Commission Research Project "Variable Annuity Pricing Mechanism"; Starting and ending date: 2011.6.29-2012.5.31

· Ministry of Education Humanities and Social Science Research Project "Dynamic Optimal Risk Control and Dividend Strategy under the Impact of Final Value and Interest Rate"; Grant No .: 10YJC790310; Starting Date: 2010.11.30- 2013.12.31



Faculty