王玲 |
- 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. Yan, T., Yin, J., Wang, L.*, Wong, H. Y. (2025). 4/2 rough and smooth.Journal of Banking & Finance,181, 107560.
2. Wang, L.*, Jia, B. (2025). Equilibrium investment strategies for a defined contribution pension plan with random risk aversion,Insurance: Mathematics and Economics, 125,103140
3. Chiu, M. C., Wang, L.*, Wong, H. Y. (2025+). Long-range dependent mortality modeling with cointegration.Scandinavian Actuarial Journal.
4. Jia B., Wang, L.* and Wong, H.Y. *(2024). Machine learning of surrender: Optimality and humanity,Journal of Risk and Insurance91(4), 915-942.
5. 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.
6. 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.
7. Wang, L., Wong, H. Y.*(2021). Time-consistent longevity hedging with long-range dependence.Insurance: Mathematics and Economics, 99, 25-41.
8. 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.
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


