发表论文
Xiao Wei , Marcellino Gaudenzi & Antonino Zanette (2013) Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model, North American Actuarial Journal, 17:3, 229-252。
Y. Chi, C. Weng (2013). Optimal reinsurance subject to Vajda condition. Insurance: Mathematics and Economics 53(1), 179–189.
Y. Chi, K.S. Tan (2013). Optimal reinsurance with general premium principles. Insurance: Mathematics and Economics 52(2), 180-189.
.Y. Chi, X.S. Lin(2013). Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Astin Bulletin, forthcoming
Zhang Ning (2013). The modified mortality decomposition model and its application in the China longevity risk analysis, ICCIA12
Yuan xiaoqian, Zhang ning. The analysis on the optimal investment return for Chinese personal pension account gap analysis in the view of longevity risk, Longevity 9
Zhang Ning, Wang wei. Mortality decomposition model and its application in the grade longevity bond building in China, Longevity 9
Zhang Ning, Yuan yanran. Modeling and forecasting morbidity and mortality rate of Chinese impaired lives with the general chronic disease, Longevity 9
Zaigui Yang, “New-type Rural Public Pension, Altruistic Motive and Income Growth”. One of Chapters in Thom Reilly (eds.) “Pensions: Policies, New Reforms and Current Challenges”, Nova Science Publishers.
Chiarella, C., X. Z. He and M. Zheng (2013), “Heterogeneous
expectations and exchange rate dynamics”, European Journal of Finance,
19(5), 392-419. (SSCI)
Huiling Wu, Yan Zeng, 2013. Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Optimal Control Applications and Methods, 34: 415-432. (SSCI, SCI)
Huiling Wu, 2013. Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump–diffusion market. Journal of Optimization Theory and Applications,158:918–934. (SSCI, SCI)
Huiling Wu, 2013. Time-consistent strategies for a multi-period mean-variance portfolio selection problem. Journal of Applied Mathematics, 2013:1-14. (SCI)
Huiling Wu, Zhongfei Li, 2012. Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Journal of Systems Science and Complexity, 24: 140-155. (SCI)
Yan Zeng, Huiling Wu, Yongzeng Lai, 2013. Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon. Economic Modelling, 33: 462-470. (SSCI)
Yan zeng, Zhongfei Li, Huiling Wu, 2013. Optimal portfolio selection in a Levy market with uncontrolled cash flow and only risky assets. International Journal of Control, 86: 426-437. (SSCI, SCI)
Peng Li, Chuancun Yin and Ming Zhou (2013). "The Exit Time and the Dividend Value Function for One-Dimensional Diffusion Processes," Abstract and Applied Analysis, vol. 2013, Article ID 675202, 9 pages. doi:10.1155/2013/675202.
Ming Zhou and Jun Cai* (2013). “Optimal dynamic reinsurance policies for insurers with state dependent income”,“Journal of Applied Probability”, 22 pages. Accepted.
Lihua Bai, Jun Cai and Ming Zhou* (2013). “Optimal dynamic risk control strategies for an insurer with dependent risks”. Insurance: Mathematics and Economics 53, pp. 664-670.
周明*，寇炜，李宏军(2013)。“基于夏普比率的最优再保险策略”， 《数理统计与管理》, 32(5)，pp. 910-922.
张宁：《保险公司2013年度信息披露质量评估研究》，《保险研究》，2013年第7期
张宁，人口老龄化与系统性金融风险，创新团队专著章节，已修改
张宁，大数据背景下的寿险定价与产品创新，投稿海南金融，已经修改
张宁，基于格兰杰因果检验的电子商务与商业地产价格的实证分析，投稿《商业研究》
张宁，高校青年教师的科研能力与教学能力的实证分析，投稿《教育研究》
寇业富，许文璐，中国财产保险公司竞争力评价研究结论的稳健性检验，保险研究，2013年第10期，11-18页
杨再贵，保障基金要跑赢通胀，《经济》2013（5），162-163.
郑敏，郑苏晋. 基于Kalman-Bucy滤波学习过程的投资者生存模型
郑敏. 异质信念、生存条件及市场影响力. 投稿到《管理科学学报》第二轮修改中
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，2013.3；
姚丹、郑苏晋，农业天气指数保险的保障与融资功能发挥—从保险标的的可保性角度分析，金融发展研究，2013.5
郑苏晋、林媛真、王丽珍，偿付能力资本管理——基于30家中国寿险公司的实证研究，
工作论文：
Y. Zhu, Y.Chi, C.G. Weng(2013). Multivariate Reinsurance Designs for Minimizing an Insurer’s Economic Capital Requirement, working paper.
Y. Chi, M. Zhou(2013). Optimal reinsurance arrangements in a general mean-variance framework. Working paper.
•Xiao Wei, Siying Li, Jing Lu (2013), “Risk management of variable annuities in China using CPPI strategy ”, Presented at the 17th annual conference of the Asia-Pacific Risk and Insurance Association, New York, US.
•Xiao Wei, Sha Li, (2013) “Pricing Guaranteed Minimum Death Benefits under Stochastic Volatility and Stochastic Interest Rates ”, Presented at the Actuarial Research Conference, Philadelphia, US.
•Xiao Wei, Chenzhe Liu (2013), “Longevity Risk in China and its Financial Impact: Evidence from model test ”, Presented at Longevity 9, Beijing,China.
Min Zheng. Heterogeneous Expectations and Speculative Behavior in
Insurance-linked Securities, working paper.
Huiling Wu and Zhongfei Li. Continuous-time mean-variance portfolio selection problem with Ho-Lee and Vasicek stochastic interest rates.
Huiling Wu and Shuxiang Xie. Continuous-time investment-consumption problem under inflation in a Markovian regime-switching market.
Ming Zhou and Chuancun Yin (2013). Optimal investment and premium control for insurers with a nonlinear diffusion model. Submitted to “Insurance: Mathematics and Economics”, 22 pages.
Ming Zhou and Kam C. Yuen (2013). “Optimization of portfolio selection and capital injection with transaction costs”. Submitted to “Astin Bulletin”, 26 Pages. (Revised.)
Ming Zhou, Hui Meng and Junyi Guo (2013). “Optimal dividend policy: a mixed regular-impulse stochastic control”. 28 pages.
Meng Hui, Ming Zhou and Tak Kuen Siu (2013). "Optimal risk arrangement for an insurer with two reinsurers", working paper, 34 pages.
郑苏晋、刘跃、姚丹，保险服务创新的新契机——基于车联网的视角，工作论文，2013.9，
(责任编辑：xue)
