王玲 |
王玲，助理教授。2022年7月博士毕业于香港中文大学统计系。曾在国际期刊《Journal of Risk and Insurance》、《European Journal of Operational Research》、《Insurance: Mathematics and Economics》、《Scandinavian Actuarial Journal》发表学术论文。 |
- 教育背景
- 主要研究方向
- 公开发表的论文
- 科研项目及获奖情况
- 主要专著和教材
2018.08—2022.07香港中文大学，统计学，博士
2014.09—2018.06山东大学，数学与应用数学，本科
保险精算、随机控制、机器学习
1.Jia, B., Wang, L.*, Wong, H.Y.* (2023). Machine learning of surrender: Optimality and humanity.Journal of Risk and Insurance.https://doi.org/10.1111/jori.12428.
2.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.
3.Wang, L., Chiu, M. C.*, Wong, H. Y. (2022). Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate.Scandinavian Actuarial Journal, 1-30.
4.Wang, L., Wong, H. Y.*(2021). Time-consistent longevity hedging with long-range dependence.Insurance: Mathematics and Economics, 99, 25-41.
5.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.
