Zhou, R., J.S.H. Li and K.S. Tan. (2011) \Economic Pricing of Mortality-LinkedSecurities in the Presence of Population Basis Risk", The Geneva Papers.36:544-546.
Tan, K.S. and C. Weng. (2011) \Enhancing Insurer value using Reinsurance and Valueat Risk Criterion," The Geneva Risk and Insurance Review. 1-32.
Tan, K.S., C. Weng, and Y. Zhang (2011). \Optimality of General Reinsurance Con-tracts under CTE Risk Measure," Insurance: Mathematics and Economics 49(2): 175{187.
Yichun Chi, Sheldon X. Lin, “Are flexible premium variable annuities under-priced?”working paper, 2011”
Yichun Chi, Ken Seng Tan, “Optimal reinsurance with general premium principles”,working paper, 2011
Yichun Chi, “Optimal reinsurance under variance related premium principles”,working paper, 2011.
Yichun Chi, Sheldon X. Lin, “On the threshold dividend strategy for a generalized jump–diffusion risk model”,Insurance: Mathematics and Economics,Vol 48, No 3, 326-337, 2011(SSCI, SCI)
Yichun Chi, Ken Seng Tan, “Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach”,Astin Bulletin, Vol. 41, No 2, 487-509, 2011(SSCI, SCI)
Hui Meng, Tak Kuen Siu “Optimal mixed impulse-equity insurance control problem with reinsurance”，SIAM Journal on Control Optimization, Vol 49, No 1, 254 -279, 2011(SSCI, SCI, EI)
Hui Meng, Tak Kuen Siu “On optimal reinsurance, dividend and reinvestment strategies”,Economic Modelling, Vol 28, No 1-2, 211-218, 2011(SSCI)
Hui Meng, Tak Kuen Siu “Impulse Control of Proportional Reinsurance with Constraints”,International Journal of Stochastic Analysis,Vol 2011, Article ID 190603, 13 pages
Hui Meng, Guojing Wang “On the expected discounted penalty function in a delayed-claim risk model”,Acta Mathematicae Applicatate Sinica (English Series)2011 Accepted (SCI)
Hui Meng, Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang “Optimal Portfolio in a continuous-time self-exciting threshold model”,Journal of Industrial and Management Optimization,Revised (SSCI, SCI)
Zhang Ning, Constructing D-Index from Panel Data Set and its Extreme Risk，CAMAN 2011, PP1-4, 2011, (EI)
Zhang Ning, Yuan Yanran, Constructing D-Index of Drought Risk,2011 Fourth International Joint Conference on Computational Sciences and Optimization,风险管理分会；PP1211-1214, 2011, (EI)
Ming Zhou and K F C Yiu, “Optimal dividend strategy in dual model with both fixed and proportional transaction costs”, submitted toQuantitative Finance,2011. Accepted. (SSCI)
Ming Zhou and Kam C Yuen, “Optimal reinsurance and dividend for a diffusion model with capital injection: variance premium principle.” Economic Modelling, DOI:10.1016/j.econmod.2011.09.007. (SSCI)
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.”,Journal of Systems Science and Complexity, 24(1), pp. 156-166, 2011. (SCI, EI)
Huiling Wu and Zhongfei Li. Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Submitted to Insurance: Mathematics and Economics. Under revision.
Huiling Wu and Zhongfei Li. Multi-period mean-variance portfolio selection under the framework of time consistency. Submitted to Mathematical Finance. Awaiting AE recommendation.
Huiling Wu and Zhongfei Li. Continuous-time mean-variance portfolio selection problem with Ho-Lee and Vasicek stochastic interest rates. Submitted to European Journal of Operational Research. Under Review.
Huiling Wu and Yan Zeng. Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Submitted to Optimal Control, Applications and Methods. Under Review.
Huiling Wu. Mean-variance portfolio selection with a stochastic cash flow in a Markov switching jump-diffusion market. Submitted to Journal of Optimization Theory and Applications. Under Review.
Huiling Wu and Zhongfei Li. Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Journal of Systems Science and Complexity 24: 140-155, 2011.
Chiarella, C., X. Z. He and M. Zheng“An analysis of the effect of noise in a heterogeneous agent financial market model”Journal of Economic Dynamics and Control,vol. 35, no. 1, 148-162, 2011 (SCI, SSCI)
Chiarella, C., X. Z. He and M. Zheng“Heterogeneous expectations and exchange rate dynamics”European Journal of Finance, iFirst, 1-28, 2011 (SSCI)
Yefu Kou, Li Jia，Yunbo Wang. The study on the incidence of disease based on Fuzzy Markov Chain[J],(已被The presentation of the 2011 2nd World Congress on Computer Science and Information Engineering录用, 2011年12月正式发表,2012年2月份左右见到)（EI）
Hongbin Dongand Yuqin Zhang,No-Arbitrage and State Prices in Frictional Markets, 2011 International Conference on Computer and Management，445-448.(EI)
Hongbin Dong,Robust No Asymptotic Free-lunch, 2011 Fourth International Joint Conference on Computational Sciences and Optimization，223-227, 2011.(EI)
Hongbin Dong, Characterizations of No-Arbitrage in Frictional Markets by Optimality, the 23rd Chinese Control and Decison Conference，3365-3370，2011。(EI收录)
Zhou ming,Dong Hongbinand Xu jingfeng, Optimal combinational of quata-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsruance premium, Journal of Systems Science and Complexity, 24(1), 156-166.2011。(EI和sci收录)
Hongbin Dong, Necessary Conditions for Benson fficient Solutions of Vector Set-valued Optimization, 2011 international conference on computational intelligence and soft engineering.
Zaigui Yang, “Altruistic motives, uncertain lifetime and urban public pension replacement rates”,Optimization, DOI:10.1080/02331934.2011.603320. Available at:http://www.tandfonline.com/doi/abs/10.1080/02331934.2011.603320.
Qi Ling and Makoto Tawada, “A dynamic analysis of public intermediate goods supply in large country case,” mimeographed, 2011
Guoce xin Xu jingfeng A short approch to Catalan numbers modulo
（SCI）The Electronic Journal of Combinatorics18(2011)/17
Xujingfeng Zhao HJ Financial Forecasting:Compatative Performance of Volatility Models in Chinese Stock Markets ，COS2011会议论文集1220-1225（EI）
Xujingfeng Liu J A note on Set Familes and Codes,Ars Combinatoria (SCI)（已接收）
Xujingfeng Zhao HJ Pricing Lookback Options with Dividends，COS2011会议论文集1226-1231（EI）
Xujingfeng Zhao HJ Pricing Double Barrier Parisian Options with a Lattice Method，2011EBMM会议论文集563-567
Xujingfeng Zhao HJ Valuation of Ratchet Equity Indexed Annuities with Binomial Models，2011EBMM会议论文集574-578
杨再贵， “不定寿命条件下城镇公共养老金最优替代率的理论与实证研究”，《管理评论》2011年第2期：28-32。
杨再贵， “不定寿命条件下城镇公共养老金最优替代率的理论与实证研究”，人民大学书报资料中心《统计与精算》2011年第3期全文转载。
杨再贵，“新农保、农民收入与内生增长”，《十二五·新挑战：经济社会综合风险管理》，北京大学中国保险与社会保障研究中心，2011.6：356-369。
杨再贵，“我国保险业巨灾赔付率低的原因与对策”，《中国保险报》2011.2.24
寇业富，孙晓静，基于模糊回归分析的我国人口统计[J],统计与决策，2011（4），25-28
高洪忠，保险公司次级债风险及监管研究，《保险研究》，1（2011）（总第273期）:61-69。
高洪忠，保险公司次级债风险对冲研究，《2010中国保险市场论丛》，2011.6：188-199。
高洪忠，“交强险经营结果影响因素分析”，《2010中国保险市场论丛》，2011.6：188-199。
高洪忠，基于广义线性模型的我国投资型寿险产品退保率实证研究，《保险研究》，1（2012）（总第285期）。
高洪忠，我国万能险退保率模型内部变量选择研究，《数理统计与管理》，2011.12接收。
高洪忠、周银银，退保率指标的合理性分析及调整，Working Paper.
高洪忠，考虑时间因素的退保率指标，Working Paper.
高洪忠、李坤，单均保费对退保率的影响分析，Working Paper.
周县华：《农业保险、巨灾准备金与税前扣除》，《财政研究》，2011年第6期，32~34.
周县华：《外资持股、股利分配与股利政策的动态调整》，初稿
周县华：《无欲速，无见小利：中美农业保险产品的比较案例研究》，初稿
周县华：《外资股东主导下的股利分配行为：降低代理成本还是寻找提款机？》，初稿
