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2009年 发表论文/工作论文

发布时间:2011-12-28 00:00    浏览次数:[]
  • Tan, K.S., C. Weng, and Y. Zhang (2009). \VaR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance", North American Actuarial Journal, 13(4):459-482.

  • Imai, J. and K.S. Tan (2009). \Dimension Reduction Approach To Simulating Ex-otic Options In A Meixner L_evy Market", IAENG International Journal of AppliedMathematics, 39(4):265-275.

  • Lin, X.S., K.S. Tan, and H. Yang (2009). \Pricing Annuity Guarantees under a Regime-Switching Model." North American Actuarial Journal, 13(3):316-332.

  • Weng, C., Y. Zhang and K.S. Tan (2009). \Ruin probabilities in a discrete time riskmodel with dependent risks of heavy tail.", Scandinavian Actuarial Journal. 3:205-218.

  • Imai, J. and K.S. Tan (2009). \An accelerating quasi-Monte Carlo method for optionpricing under the generalized hyperbolic L_evy process." SIAMJournal on Scienti_cComputing. 31(3):2282-2302.

  • J. Imai and K.S. Tan. (2009). A generalized linear transformation method for sim-ulating Meixner L_evy processes. In S.I. Ao, D.W.L. Hukins, A. Hunter, and A.M.Korsunsky, editors, Proceedings of the World Congress on Engineering 2009, WCE2009, July 1 - 3, 2009, London, U.K., volume II, pages 1406{1411. Newswood Lim-ited, International Association of Engineers.

  • Li, S., M.R. Hardy, and K.S. Tan (2009). \Uncertainty in Mortality Forecasting: AnExtension to the Classical Lee-Carter Approach." ASTIN Bulletin. 39(1):137-164.

  • Qi Ling and Koji Shimomura, “A Pareto improvement in customs unions without intra-union transfer,” in:International Trade and Economic Dynamics, Springer, Springer-Verlag Berlin Heidelberg

  • Zhang Ning,the reverse choice for the second online trading, PPPP379-383, 2009, (EI)

  • Ming Zhou and Jun Cai, “A perturbed risk model with dependence between premium rates and claim sizes”, Insurance: Mathematics and Economics 45(3), pp.382-392, 2009. (SSCI, SCI)

  • He, X. Z., K. Li, J. Wei and M. Zheng “Market stability switches in a continuous-time financial market with heterogeneous beliefs”Economic Modelling, vol. 26, 1432-1442, 2009 (SCI, SSCI)

  • Zheng, M., D. Wang and X. Z. He “Asymmetry of technical analysis and market price volatility”China Finance Review, vol. 3, no. 2, 61-89, 2009

  • Nicolas Privault, Xiao Wei, “Calibration of the Libor market model-implementation in PREMIA”, Bankers, markets, investors, 20-29, 99, 2009

  • Liu feng,Dong Hongbin, Stabilization of Jump Linear Systems without Noise, 2009 Chinese Control and Decision Conference, 4849-4852,2009.(EI和ISTP收录)

  • Zaigui Yang,“Urban public pension, replacement rates and population growth rate in China”,Insurance: Mathematics and Economics, Volume 45, Issue 2, October 2009: 230-235. (SSCI, SCI)

  • Zaigui Yang,“Altruism, Lifetime Uncertainty and Optimal PublicPensionContribution Rate”,Proceedings:Second International Conference onInformation and Computing Science, IEEE CS, May 2009, Vol. 3: 185-188. ( EI)

  • Zaigui Yang,“Altruism, Uncertain Lifetime and Partially Funded Public Pension Replacement Rate”,Proceedings:International Joint Conference onComputational Sciences and Optimization,IEEE CS,Apr. 2009, Vol. 2: 1010-1012. ( EI)

  • 徐景峰 李冰清 中外保险资金运用的比较与启示,经济社会体制比较,2009/5/103

  • 徐景峰 AIG危机的原因分析及对我国保险投资的启示,投资研究,2009/304/33

  • 肖雨谷 徐景峰 我国分红险收益分布研究,保险研究,2009/12/40

  • 杨再贵,“城镇社会养老保险、人口出生率与内生增长”,《统计研究》2009年第5期:77-81。

  • 杨再贵,“城镇社会养老保险、人口出生率与内生增长”,人民大学书报资料中心《社会保障制度》全文转载,2009年第9期:19-23。

  • 高洪忠,“信度因子置信区间的估计”,《统计与决策》,总第279期,3(2009):35-36。

  • 高洪忠,我国财险业盈余管理问题分析,《2008中国保险市场论丛》,中国商业出版社,2009.6。

  • 高洪忠,“考虑时间因素的结案率计算公式及应用”,《数理统计与管理》,29(2010).5:909-912。

  • 高洪忠,“交强险IBNR评估方法研究”,《统计与信息论坛》,10(2009):66-69。

  • 寇业富,李晓林,寿险公司业务结构的相似性分析及其聚类研究[J],中央财经大学学报,2009(2)

  • 郑苏晋,政府购买公共服务:以公益性非营利组织为重要合作伙伴,中国行政管理,2009(6);

  • 刘达,QDII监管研究,宏观经济研究,2009年第7期,56-61

  • 周县华:《农业保险与巨灾救济的比较研究——来自吉林省494户农民的调查证据》,《保险研究》,2009年第10期,89~95.

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