中国精算研究院

Research Grants (Since 2014)

Time:2020-04-14 17:13    Click:[]

Ø National Natural Science Foundation of China

1. Some problems of optimal insurance design with incentive compatibility (No. 11971505), January 2020-December 2023. PI                     (Yichun Chi)

2. Insurance demand, portfolio selection and consumptions for individuals with ambiguity aversion (No. 11971506), January 2020-December 2023. PI        (Ming Zhou)

3. Research on stochastic game and its associated optimal risk control based on insurance model (No. 11771465), January 2018-December 2021. PI      (Hui Meng)

4. Portfolio optimization in a defined contribution pension plan with behavioral risk (No. 11671411), January 2017–December 2020. PI                      (Huiling Wu)

5. Asset pricing with adaptive learning and global games based on heterogeneous agent models (No. 71571197), January 2016-December 2019. PI      (Min Zheng)

6. Optimal control strategies for insurers with transaction costs and solvency constraint (No. 11571388), January 2016-December 2019. PI                 (Ming Zhou)

7. Optimal reinsurance theory and its application in finance (No. 11471345), January 2015-December 2018. PI                                       (Yichun Chi)

8. Financial and insurance decision making with regime switching and random behavioral factors (No. 11301562), January 2014–December 2016. PI   (Huiling Wu)

9. General Program Optimal risk control based on multiple premium criteria (No. 11271385), January 2013- December 2016. PI                       (Hui Meng)

Ø The MOE(China) Project of Key Research Institute of Humanities and Social Sciences

1. The research of influencing factors on the demand of insurance in big data (No. 16JJD790061). November 2016-August 2020. PI                    (Yichun Chi)

2. Research on the mechanism and intelligent path of the commercial insurance service   health protection system in the data age (No. 16JJD790062). November 2016- August 2020. PI                                                      (Xiaolin Li)

3. Asset-liability management for China insurance companies within CROSS (No. 15JJD790036), January 2016-December 2018. PI                  (Ming Zhou)

4. Study on agricultural risk and its prevention mechanism (No. 10JJD790039). December 2010-August 2016. PI                                  (Xiaolin Li)

Ø MOE (Ministry of Education in China) Project of Humanities and Social Sciences

1. The Quantitative analysis on the policy effect and the potential risk of tax-deferred commercial pension products (No. 19YJC79150), January2019-December 2021. PI              (Xiao Wei)

Ø Key project of Ministry of Finance

 Mid-term and long-term actuarial analysis on China Social Pension Fund. May2014-August 2016. PI                                               (Xiaolin Li)

Ø High End Foreign Expert of State Administration of Foreign Expert Affaire

Stochastic Analysis method and its applications in the pricing and risk management of equity-linked insurance products (No. GDT20151100012). January2015-December2015. PI                                                  (Xiao Wei)

Ø Beijing Natural Science Foundation

Population Expansion and Evolution of Housing Price in Beijing – Study Based on Heterogeneous Agent Model and Computational Experimental Method (No. 9152016), January 2015 - December 2017. PI                                (Min Zheng)

Ø Beijing Social Science Foundation

Housing Finance: the study on the portfolio selection and consumption behavior for residents of Beijing city (No. 15JGB049), January 2016-December 2018. PI  (Ming Zhou)

Ø Beijing Higher Education Young Elite Teacher Project

Optimal dividend and risk control policies for public companies (No. YETP0958), January 2013-December 2015. PI                                          (Ming Zhou)

Ø The Program for Innovation Research in Central University of Finance and Economics

1. Portfolio selection and risk control for insurers in frame of C-ROSS. January 2015—December 2017. PI     (Ming Zhou)

2. Research on the stochastic game in the financial insurance market. April 2017-April 2020. PI              (Hui Meng)

Ø China Economic News Agency (Xinhua News Agency) (central special project) commissioned major projects

(Agricultural) index insurance contract target index product research. May 2017-October 2019.                                                (Xiaolin Li)

Ø China Railway Corporation

Feasibility study of establishing China Railway Insurance Company. November 2017-November 2019.                                           (Xiaolin Li)

Ø Key Project of China Insurance Regulatory Commission Think Tank

Research on China agricultural insurance index model. September 2016-December 2018.                                                    (Xiaolin Li)

Ø Project of Qingdao Social Security Bureau

Research on Qingdao social insurance actuarial projects. December 2016-December 2018.                                                   (Xiaolin Li)

Ø Key project of the National Development and Reform Commission

Key issues and policy measures to improve China's multi-level social security system, May 2017-June 2018.                                      (Xiaolin Li)