个人简历

教育背景\r
2000-2004 清华大学 理学学士\r
2004-2009 清华大学 理学博士\r
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工作经历\r
2009-2020 中国人民大学财政金融学院 讲师，副教授 \r
2020-至今 中国人民大学财政金融学院 教授\r
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讲授课程\r
本科生：保险学，保险资金运用，金融工程，随机过程与应用，固定收益证券\r
研究生：保险精算案例，保险资产管理\r
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科研项目\r
2016-2018，DC型养老金最优资产配置与给付方案问题研究，自然科学基金青年项目。\r
2013-2015，商业养老金管理中的连续时间精算模型与动态优化问题研究，北京高校青年英才计划。\r
2012-2014，各层次养老保险管理机构最优管理策略问题研究，教育部人文社科青年基金项目。\r
2010-2012，养老保险中的若干优化问题研究，中国人民大学科学研究项目。\r
2010-2011，保险公司最优控制策略问题研究，中国保险学会研究课题。

研究领域

""个人账户养老金投资管理、社会养老保险精算建模、债券市场与信用风险""""

近期论文

18.Dynamic Optimal Adjustment Policies of Hybrid Pension Plans (with Zongxia Liang and Sheng Wang), Insurance: Mathematics and Economics, forthcoming.\r
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17.Optimal Asset Allocation, Consumption and Retirement Time with the Variation in Habitual Persistence (with Zongxia Liang, Yilun Song and Qi Ye), Insurance: Mathematics and Economics, Vol. 102, p188-202, 2022.\r
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16.Optimal Contribution Rate of PAYGO Pension (with Zongxia Liang, Yilun Song and Qi Ye), Scandinavian Actuarial Journal, Vol.2021, p505-531, 2021.\r
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15.Optimal DB-PAYGO Pension Management towards a Habitual Contribution Rate (with Zongxia Liang and Fengyi Yuan), Insurance: Mathematics and Economics, Vol.94, p125-141, 2020.\r
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14.Weighted Utility Optimization of the Participating Endowment Contract (with Zongxia Liang, Yang Liu and Ming Ma), Scandinavian Actuarial Journal, Vol.2020, p577-613, 2020.\r
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13.The Bilateral Effects of Platform-Sponsored Collateral in Peer-To-Peer (P2P) Lending: Evidence from China (with Xiaojun Shi and Qi Jin), Emerging Markets Finance and Trade, Vol. 56, p771-795, 2020.\r
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12.How Can Government Support Affect Behaviors of Investors and Rating Agencies in a Corporate Bond Market? Evidence from China's Corporate Bond Market (with Bo Huang and Liqing Chen). Emerging Markets Finance and Trade, Vol. 56, p485-507, 2020.\r
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11.Optimal Control of DC Pension Plan Management under Two Incentive Schemes (with Zongxia Liang, Yang Liu and Ming Ma), North American Actuarial Journal, Vol. 23, p120-141, 2019.\r
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10.Tunneling Behaviors of Two Mutual Funds (with Zongxia Liang and Xiaoyang Zhao), Journal of Industrial and Management Optimization, Vol. 14, p1617-1649, 2018.\r
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9.The Impact of Bond Rating Downgrades on Common Stock Prices in China (with Bo Huang, Shanshan Xiong and Yirui Zhang), Economic and Political Studies, Vol. 6, p209-220, 2018.\r
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8.Optimal Pension Decision under Heterogeneous Health Statuses and Bequest Motives (with Zongxia Liang), Journal of Industrial and Management Optimization, Vol. 13, p1641-1659, 2017.\r
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7.Optimal Asset Allocation and Benefit Outgo Policies of DC Pension Plan with Compulsory Conversion Claims (with Zongxia Liang), Insurance: Mathematics and Economics, Vol. 61, p227-234, 2015.\r
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6.Optimal Investment Strategy for the DC Plan with the Return of Premiums Clauses in a Mean-Variance Framework (with Zongxia Liang), Insurance: Mathematics and Economics, Vol. 53, p 643-649, 2013.\r
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5.Optimal Dynamic Asset Allocation Strategy for ELA Scheme of DC Pension Plan during the Distribution Phase (with Zongxia Liang), Insurance: Mathematics and Economics, Vol.52, p404-410, 2013.\r
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4.Risk Analysis of Paygo Retirement Insurance System with Population and Earning Fluctuations: A Comparison Between China and the U.S., Actual Problems of Economics, Vol.12, p420-430, 2011.\r
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3.Optimal Financing and Dividend Control of the Insurance Company with Fixed and Proportional Transaction Costs (with Zongxia Liang)，Insurance：Mathematics and Economics. Vol.44, p88-94，2009.\r
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2.Optimal Control of the Insurance Company with Proportional Reinsurance Policy under Solvency Constraints (with Ping Hou and Zongxia Liang), Insurance：Mathematics and Economics. Vol.43, p474-479, 2008.\r
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1.Optimal Financing and Dividend Control of the Insurance Company with Proportional Reinsurance Policy (with Zongxia Liang), Insurance：Mathematics and Economics, Vol.42, p976-983, 2008.\r
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中文论文\r
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8.养老金奖惩机制对退休决策的影响研究--基于累积前景理论的视角（与莫一茗合作），《保险研究》，2022年第10期。\r
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7.基于CPT效用的养老金补缴内涵价值分析--以山东省1978-2016年经验数据为例（与冷嫣然合作），《管理科学学报》，2020年第4期。\r
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6. 基于均值回复的逆周期策略在组合保险中的应用研究 (与冯健，张书华合作)，《保险研究》，2017年第11期。\r
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5. DC型养老金积累期最优资产配置问题研究 (与梁宗霞合作)，《保险研究》，2016年第6期。\r
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4. 生命周期、风险偏好和积累水平对DC型养老金资产配置策略的影响研究（与梁宗霞合作），《经济理论与经济管理》，2016年第4期。\r
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3. DC型企业年金最优资产配置和给付方案问题研究，《中国管理科学》，2015年第8期。\r
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2. 利率市场化对政策性银行融资模式的影响及对策研究 (与许荣，马晓轩，刘泽洋合作)，《金融监管研究》，2015年第1期。\r
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1. 现收现付制养老保险风险量化及应对策略,《保险研究》, 2010年第8期。