保险精算、随机控制、机器学习

Chiu, M. C.,Wang, L.*, Wong, H. Y. (2026). Long-range dependent mortality modeling with cointegration. Scandinavian Actuarial Journal, 2026(1), 60-93.

Yan, T., Yin, J.,Wang, L.*, Wong, H. Y. (2025). 4/2 rough and smooth. Journal of Banking & Finance,181, 107560.

Wang, L.*, Jia, B. (2025). Equilibrium investment strategies for a defined contribution pension plan with random risk aversion. Insurance: Mathematics and Economics, 125,103140

Jia B.,Wang, L.*, Wong, H.Y.* (2024). Machine learning of surrender: Optimality and humanity. Journal of Risk and Insurance91(4), 915-942.

Wang, L., Chen, K., Chiu, M. C.*, Wong, H. Y. (2023). Optimal Expansion of Business Opportunity. European Journal of Operational Research. 309(1), 432-445.

Wang, L., Chiu, M. C., Wong, H. Y. (2023). Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate. Scandinavian Actuarial Journal, 2023(2), 123-152.

Wang, L., Wong, H. Y.* (2021). Time-consistent longevity hedging with long-range dependence. Insurance: Mathematics and Economics, 99, 25-41.

Wang, L., Chiu, M. C., Wong, H. Y.* (2021). Volterra mortality model: Actuarial valuation and risk management with long-range dependence. Insurance: Mathematics and Economics, 96, 1-14.

科研项目及获奖情况

国家自然科学基金青年项目，“基于机器学习的投保人退保行为的研究”，2024.01-2026.12，主持

荣誉与奖励

中央财经大学第十五届青年教师教学基本功比赛校级二等奖

中央财经大学鸿基世业优秀学术论文二等奖