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2015年 发表论文/工作论文

发布时间:2016-01-08 00:00    浏览次数:[]

已发表论文:

X. Chen, Y. Chi, K.S. Tan (2016). The design of an optimal retrospective rating plan. ASTIN Bulletin, forthcoming.

V. Asimit, Y. Chi, J. Hu (2015). Optimal non-life reinsurance under Solvency II regime. Insurance: Mathematics and Economics 65, 227-237.

Huiling Wu, Hua Chen (2015). Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching. Economic Modelling, 46: 79-90. (SSCI)

Huiling Wu, Ling Zhang, Hua Chen (2015). Nash equilibrium strategies for a defined contribution pension management. Insurance: Mathematics and Economics, 62: 202-214. (SSCI, SCI)

Huiling Wu, Yan Zeng (2015). Equilibrium investment strategy for a defined-contribution pension schemes with generalized mean-variance criterion and mortality risk. Insurance: Mathematics and Economics, 64: 396-408. (SSCI, SCI)

Meng, H., Jin Z., Li S M. (2015) “A reinsurance game between two insurance companies with nonlinear risk processes ”, Insurance: Mathematics and Economics, 62, 91-97.

Zheng, M. (2015), “Heterogeneous expectation and speculative behavior in insurance-linked securities”, Discrete Dynamics in Nature and Society, Volume 2015, Article ID 574091, 12 pages.

Zaigui Yang, Chinese Public Pensions Analyzed by OLG Models, New York: Nova Science Publishers, Feb. 2015.

Zaigui Yang, “Population aging and public pension: the case of Beijing analyzed by an OLG model”, Singapore Economic Review, 2015. DOI: 10.1142/S0217590815500459.

Zaigui Yang, Yuan Cao, “Public pension, capital stock and consumption in rural China”, Advance in Social Sciences Research Journal, June 25, 2015.

zhou xianhua,wang yunbo, zhang huadong, wang ke Empirical study on optimal reinsurance for crop insurance in China from an insurer’s perspective,Journal of Integrative Agriculture 2015, 14(10): 2121–2133

zhou xianhua, zhang huadong, fan qingquan Optimal Limited Stop-Loss Reinsurance under VaR, TVaR, and CTE Risk Measures Mathematical Problems in Engineering Article ID 143739

fan qingquan, zhou xianhua, liu jingran Double dividend of carbon intensity: environmental-quality improvement and sustainable economic growth Chinese Journal of Population Resources and Environment, 2015

Peng Li, Ming Zhou* and Chuancun Yin (2015). “Optimal reinsurance with both proportional and fixed costs”, Statistics and Probability Letters, 106, pp. 134-141.(SCI).

K.C. Yuen, Zhibin Liang and Ming Zhou (2015). “Optimal proportional reinsurance with common shock dependence”, Insurance: Mathematics and Economics 64, pp. 1-13. (SSCI, SCI)

Ming Zhou* and Kam C. Yuen. (2015). “Portfolio selection by minimizing the present value of capital injection costs”. Astin Bulletin, 45 (1), pp. 207-238. (SSCI)

Ming Zhou*, Kam C. Yuen and Chuancun Yin (2015). “Optimal investment and premium control for insurers with a nonlinear diffusion model”. Acta Mathematicae Applicatae Sinica (English Series). Accepted, In press.

Meng Hui*, Ming Zhou and Tak Kuen Siu (2015). "Optimal risk arrangement for an insurer with two reinsures". 34 pages. Accepted, In press.

孙雨薇,王晓慧,周明 (2015). “CPPI 策略风险乘数优化及实证”统计与决策, 11, pp. 156-159.

周明,孟辉,郭军义 (2015). “最优分红策略:正则与脉冲混合控制问题”中国科学:数学, 45(10), pp. 1705-1724.

廖朴,窦金龙.基于OLG模型的家庭资产最优分配策略研究[J]. 保险研究, 2015年10月. (CSSCI扩展版)

廖朴.财产保险对长期经济增长的促进作用研究——基于保险的风险转移与补偿功能视角[J]. 保险研究, 2015年6月. (CSSCI扩展版)

廖朴,殷文倩.地方政府运用保险资金缓解财政压力研究——以北京市为例[J]. 地方财政研究, 2015年10月.

廖朴,郑苏晋.环境、寿命与经济增长:最优环境税研究—基于中国数据的模拟运算.管理评论(已接受)。

杨再贵,曹园:“农村养老保险、养老金待遇与最优政策组合”,《科学决策》2015年第6期。

高彦,杨再贵,曹园:“调整养老保险缴费率对内需和养老金待遇的影响”,《当代经济管理》2015年第8期。

赵一阳,寇业富,社会保障水平与经济增长的灰色关联分析,《税务与经济》,2015年第二期,37-43

郑敏 (2015), “异质信念、生存条件及市场影响力”, 管理科学学报, 第18卷第8期, 73-82.

张宁,赵亮, 稳健协方差方法及其在上市公司信息批露质量评价中的应用, 金融发展研究, 第12期

张宁,中国慢性病群体的长寿风险量化分析与应用,保险研究, 第6期

张宁,袁晓倩,基于长寿风险理论的退休年龄和投资收益率组合分析,金融发展研究,第6期

张宁, 死亡率分解模型及其在长寿分级基金构建中的应用,保险研究,第2期

范庆泉,周县华,刘静然 碳强度的双重红利:环境质量改善与经济持续增长中国人口。资源与环境,2015年第25卷第6期

范庆泉,周县华,潘文卿 从生产性财政支出效率看规模优化:基于经济增长的视角 南开经济研究,2015年第5期,24-39

工作论文:

Xiao Wei, 2015 Approximations Methods for Computation of Risk Measure of Variable Annuities,Priprint

Ludovic Goudenege, Andrea Molent, Xiao Wei, Antonino Zanette, 2015, Pricing and hedging GLWB in Heston and Black-Scholes model with stochastic interest rate, Priprint

An Analysis on the extended Harris model with the lowest limit on wages,” with Makoto Tawada

Qi Ling ,“An discrete time model of public goods as intermediate inputs and trade analysis,”

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