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2012年发表论文/工作论文

发布时间:2013-01-09 00:00    浏览次数:[]

Y. Chi, K.S. Tan (2013). Optimal reinsurance with general premium principles. Insurance: Mathematics and Economics, forthcoming.(已接受)

Huiling Wu, Zhongfei Li, “Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow”, Insurance: Mathematics and Economics, Vol. 50, 371-384, 2012(SSCI, SCI)

Huiling wu, Yan Zeng, "Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state", Optimal Control Applications and Methods, Published online in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/oca.2027. In Press. (SCI)

Yan Zeng, Zhongfei Li, Huiling Wu, "Optimal portfolio selection in a Levy market with uncontrolled cash flow and only risky assets", International Journal of Control. In press. (SCI)

Y. Chi, H. Meng (2012). Optimal reinsurance arrangements in the presence of two reinsurers. Scandinavian Actuarial Journal, forthcoming.(SSCI)

Y. Chi(2012). Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability. Astin Bulletin 42(2), 529-557.(SSCI, SCI)

Y. Chi, X.S. Lin (2012). Are flexible premium variable annuities underpriced? Astin Bulletin 42(2), 559-574.(SSCI, SCI)

Y. Chi (2012). Optimal reinsurance under variance related premium principles. Insurance: Mathematics and Economics 51(2), 310-321.(SSCI, SCI)

Yefu, K.; Li J, Yunbo, W; “The Study On the Incidence of Disease Based On Fuzzy Markov Chain” (2012),Recent Advances in Computer Science and Information Engineering,126(3):41—48

Yefu, K.; Li J;Hongjun,L, » The Simulation And Analysis Of Total Amount Of Medical Insurance Claims Based On Countable Fuzzy Cardinal Number And Its Algorithms”, Fuzzy Information And Engineering ,78/1/783-791(EI 转摘)

Yang zaigui“Urban Public Pension and Economic Growth in China”,Asia-Pacific Journal of Risk and Insurance, 2012, vol. 6, issue 2.

Yang zaigui “Altruistic motives, uncertain lifetime and urban public pension replacement rates”,Optimization:A Journal of Mathematical Programming and Operations Research,2012, Volume 61, Issue 2.

Zhang Ning (2012) \Introduction and computation of longevity risk index based on mortality rate decomposition model , Springer Communications in Computer and Information, Vol 289, 608-615 (EI)

Zhang Ning (2012) \The adjusted mortality decomposition model and its application in the China longevity risk analysis, Accepted

Ming Zhou and K F C Yiu, (2012). “Optimal dividend strategy with transaction costs for an upward jump model”. Quantitative Finance. iFirst, 1-10. DOI:10.1080/14697688.2011.647052.

Jingfeng Xu and Ming Zhou, (2012). “Optimal risk control and dividend distribution policies for a diffusion model with terminal value”. Mathematical and Computer Modelling 56, pp. 180-190. (Corresponding author)

Ming Zhou and Kam C Yuen, (2012). “Optimal reinsurance and dividend for a diffusion model with capital injection: variance premium principle.” Economic Modelling 29(2), pp. 198-207.

Xujingfeng Liu jian A Note on set families and codes, ARS Combinatoria,2012.105.

Xujingfeng Zhouming Optimal risk control and dividend distribution policies for a diffusion model with terminal value, Mathematical and Computer Modelling, 56(2012)180-190.

徐景峰、廖朴,“固定乘数平衡管理模式下变额年金的风险管理”,《财政研究》,2012年第8期

陶存文、徐景峰,“保险监管效率及其评价”,《保险研究》,2012年第10期

寇业富,周月琴,“老年病年轻化:商业长期护理保险的加速器”,经济,2012年,158/1-2

寇业富,周月琴,“中资外资人身险公司竞争力评价比较”,保险研究,285(1)53:59

郑苏晋、徐景峰、熊璐,寿险公司负债风险边际计量研究—基于我国新会计准则和欧盟保险偿付能力II的视角,管理评论,已接受;

郑苏晋、刘跃,Profit Distributing of Life Insurance Contract — A Research Base on Different Insurance Accounting Standards,第16届“保险:数学与经济学”国际会议,香港,2012年6月;

郑苏晋、李莹、万山、田鹏,Establishing A National Policy-oriented Agricultural Insurance Company in China—Yes or Not?,农业风险、农村金融及农业保险国际研讨会,北京,2012年6月;

田鹏、郑苏晋;中国保险资金在债券市场的现状与思考,中国经济时报,北京,2012年5月17日;

郑苏晋,保险负债风险边际计量的敏感性分析,经济增长方式转变与金融发展论坛暨2012年度教育部(经济类)人文社科重点研究基地联谊会,成都,2012年5月;

张宁(2012)\云计算在保险公司信息化中的应用, 数学的实践与认识, vol 42, no 17, 97-103 (CSCD)

张宁(2012)\死亡率分解模型及其应用,研究报告

周县华、范庆泉、吕长江、张新:《外资股东与股利分配:来自中国上市公司的经验证据》,《世界经济》,2012年第11期

周县华、范庆泉、周明、李志刚:《中国和美国种植业保险产品的比较研究》,《保险研究》,2012年,第7期

周县华、范庆泉:《外资持股、股利支付与股利政策动态调整》,《财政研究》,2012年第5期

工作论文

Xue-zhong He, Lei Shi and Min Zheng, 'Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs'

Bingqing LI, Pu LIAO, Xujingfeng .“An OLG Model for Optimal Investment and Insurance Decisions”

Kam C. Yuen and Ming Zhou (2012). “Optimization of portfolio selection and capital injection with transaction costs”. Submitted to “European Journal of Operation Research”. 26 Pages.

Ming Zhou, Hui Meng and Junyi Guo (2012). “Optimal combinational dividend policy”. Submitted to “Insurance: Mathematics and Economics”, 28 pages.

Lihua Bai, Jun Cai and Ming Zhou (2012). “Optimal dynamic risk control strategies for an insurer with dependent risks”. Working paper, 20 pages.

Meng Hui, Ming Zhou and Tak Kuen Siu (2012). "Optimal risk arrangement for an insurer with two reinsurers", working paper, 34 pages.

Huiling Wu, "Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market", Journal of Optimization Theory and Applications (SCI). Revised.

Huiling Wu, Yan Zeng, Haixiang Yao, "Multi-period Markowitz’s mean-variance portfolio selection with state-dependent exit probability", Submitted to OR Spectrum.

周明,寇炜,李宏军. (2012). 基于夏普比例的最优再保险策略。共17页,投稿《数理统计与管理》,已修改。

姚海祥, 伍慧玲, 曾燕. "不确定终止时间和通货膨胀影响下风险资产的最优投资策略", 系统工程理论与实践(A类). Revised.

曾燕, 李仲飞, 伍慧玲, "基于CRRA效用的准则的资产-负债管理", 管理科学学报, 投稿.

寇业富,许文璐,中国人身险公司竞争力评价研究的稳健性分析

寇业富,许文璐,中国财产险公司竞争力评价研究的稳健性分析

徐景峰、廖朴,保险与经济增长的关系研究:一个理论模型

徐景峰、朱浩然,我国寿险公司资产配置问题研究

郑苏晋,李莹,区域生猪保险市场发展潜力评价研究,2012年12月;

郑苏晋、王天硕,不同发展阶段自保公司经营策略研究——以中海油自保公司和BP自保公司为例,2012年11月;

郑苏晋、张晋、姚丹,气候变化的新挑战:创新性保险产品——京都多风险保单,2012年8月;

郑苏晋、刘跃,寿险产品利润分布国际比较研究—基于不同保险财务报告准则的视角,2012年5月;

张宁(2012)\面向全日制专硕研究生教学的PP-LPC方法探讨,Working paper, 学校“教学方法与手段改革征文”二等奖

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