Sujin ZHENG
Professor
Contact Information
Address:
|
China Institute for Actuarial Science (CIAS)
Central University of Finance and Economics (CUFE)
Shahe Higher Education Park, Changping District,Beijing, P.R.China,102206
|
Email:
|
zhengsujin@cufe.edu.cn，zhengsj2000@hotmail.com;
|
Telephone:
|
|
Professional Credential/Affiliations
• FCAA ：2010
• Reviewer and principle editor, Chinese ASA Qualification Exam, Chinese FSA Qualification Exam, 2006-2016
• Independent Examiner for IFoA Qualification Exam course CT1,CT2,CT3,CT7, 2017.9-present
Employment
• Since 1999, Central University of Finance and Economics
Education
• Ph.D. of Economics, Department of Risk Management and Actuarial Science, School of Economics, Nankai University, Tianjin, 2009, Major: insurance, Dissertation: Asset and liability management of Chinese life insurance companies under the newly-issued accounting standard for enterprises
• M.A. of Economics, Department of Quantitative Economics, School of Information, Renmin University of China, Beijing, 1999, Major: Quantitative Economics
• B.A. of Science, Department of Mathematics, Beijing Normal University, Beijing, 1992, Major: Probability and Statistics
Research Interests
• Financial Actuarial Science, Risk Management
Courses Taught
• Life Contigency, Actuarial Models, Asset Liability Management
Publications
Refereed Journals:
• Zheng SJ, Zheng M, Li W, Research on the Minimum Capital Requirements and Asset Allocation of Life Insurance Companies——Based on the Perspective of Market Risk, Management Review, Vol. 31,No.10,2019
• Zhou H, Gu Y, Zheng SJ,A Comparative Study on the Minimum Capital Requirement for Risk of Life Insurers’ investment in Corporate Bonds: Based on the Perspective of C-ROSS and Market-consistent Method, Journal of Central University of Finance & Economics, No.7,2019
• Zheng SJ, Qiao H, Meng XY, Insurance and Economic Growth: Path and Influence Mechanism——Based on Various Time Series Models and EGLS Bootstrap Test, Management Review, Vol. 31,No.6,2019
• Zheng SJ, Li Y, Li W, Comparison of Different Life Insurance Product’s Valuation of New Business under New Regulatory Rules——Based on Simulation of Corporate Cash Flow, Insurance Studies, No.10, 2018;
• Zheng SJ, Liao P, Actuarial Model for Urban Public Pension in China, Systems Engineering---Theory & Practice, Vol.37, No.9, 2017;
• Zheng SJ, Wang WD, Will Delayed Retirement Reduce the Pension Wealth of Employees? Insurance Studies, No.5, 2017;
• Wang LJ, Li XF, Zheng SJ, The Contagion of Systemic Risk in Non-Life Insurance Market Based on Reinsurance Preference and Risk Profile Shock, China Soft Science, No.4, 2017;
• Zheng SJ, Han X, Zhang LR, The Research on Minimum Capital of Interest Rate Risk of Life Insurance Company Based on Vasicek Model, Insurance Studies,No.3,2017;
• Liao P, Zheng SJ, Environment, Life Expectancy and Economic Development: the Optimal Environmental Tax, Management Review,Vol.28, No.10, 2016;
• Zheng M, Zheng SJ, Survival Ananlysis of Boundedly Rational Investors Based on the Kalman-Bucy Filter,Chinese Journal of Management Science, Vol.24, No.1, 2016;
• Zheng SJ, Wang LJ, Lin YZ, Active Capital Adjustment or Passive Supervision Constraint?——The Research on the Influence Factors of Actual Capital and Statutory Capital in Life Insurance Companies, Management Review, Vol.27, No.9, 2015;
• Zheng SJ, Yao D, Comparison of Two Kinds of Bonus-Malus Systems in Environmental Impairment Liability Insurance from China, Insurance Study, No.8, 2015;
• Zheng SJ, Liu Y, Zhao CX, International Comparison of the Profit Distribution of Life Insurance Products and Earning Cycle of Life Insurance Companies—Perspective of Financial Reporting Standards-based Liability Valuation, Insurance Study, No.4, 2015;
• Zheng SJ, Yao D, Evaluation of Potential Development in Regional Pig Insurance, Insurance Study, No.5, 2014;
• Zheng SJ, Xu JF, Xiong L, Measuring the Risk Margin of Life Insurance Liability in Light of the Newly Issued China Accounting Standards and Solvency II: Management Review, Vol.25, No.3, 2013;
• Zheng SJ, Research on the evolution of insurance regulation and the tax burden on the insurance companies, Management World, No.10, 2010;
• Zheng SJ, Government Purchase of Public Service Contracting(GPSC)：Taking Commonweal NPOs as Important Cooperative Partners, Chinese Public Administration, No.6, 2009;
• Zheng SJ, Analysis of Asymmetric Information in Chinese Insurance Market by Application of the Game Theory, Journal of Central University of Finance & Economics, No.4, 2008;
• Zheng SJ, Wang TT, Research on Tax Policy Applicable to Foundations, Taxation Research, No.6, 2007.6;
• Zheng SJ, Cheng SX, Modeling and equilibrium analysis for NCD system, Chinese Journal of Applied Probability and Statisties, No.1, 2003;
• Zheng SJ, Cheng SX, the Poisson-compound Approximation to Individual Risk Model, Mathematics in Economics, No.5, 2002;
Monograph:
• Zheng SJ, Telematics and the Risk Management of vehicle Insurance---Application and Business Model, Economic Science Press, 2015.7 ;
• Xiao ZY, Zheng SJ, Actuarial Models, China Financial & Economic Publishing House, 2010.11;
• Zheng SJ, the ALM of Life Insurance Company Based on New Accounting Principles, China Commercial Publishing House, 2009.7
Research Grants
• Leader, Research on the distribution of profit margin of life insurance company, funded by Senlinhu Capital Co. Ltd, 2019.5-2020.5;
• Leader, Research on the standard policy of compulsory environmental pollution liability insurance, funded by Ministry of Environmental Protection of the People’s Republic of China, 2013.5-2013.12;
• Leader, Research on ALM of the Chinese life Insurance companies in the perspective of the accounting policy, funded by Scientific Research Foundation for the Returned Overseas Chinese Scholars, Ministry of Education of China, 2013.4-2014.12;
• Leader, Research on ALM of the Chinese life insurance companies under the newly-issued accounting standard for enterprises, funded by China Insurance Institute, 2011.5-2012.5;
• Leader, Taxation of insurance industry, funded by Insurance Regulatory Commission of China, 2008.7-2009.7;
• Leader, Research on the application of telematics in the vehicle risk management, funded by the People’s Insurance Company of China, 2012.8-2013.12.
• Co-researcher, Research on pricing and risk management of variable annuity, funded by National Key Project from Ministry of Education of China, 2014.12-2017.12;
• Co-researcher, Research on risk analysis and pricing model of vehicle based on big data, funded by National Key Project from Ministry of Education of China, 2014.12-2017.12;
• Co-researcher, Quantitative research on CROSS, funded by National Key Project from Ministry of Education of China, 2013.12-2016.12.
