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        頭像

        張楠

        個人資料

        • 部門: 金沙9001w以誠為本
        • 性別:
        • 專業技術職務: 副教授
        • 畢業院校: 墨爾本大學
        • 學位: 博士研究生
        • 學歷: 博士
        • 聯系電話:
        • 電子郵箱: nzhang@sfs.ecnu.edu.cn
        • 辦公地址: 中北校區理科大樓A1712室
        • 通訊地址: 上海市普陀區中山北路3663號,華東師范大學理科大樓A1712室
        • 郵編: 200062
        • 傳真:

        工作經歷

        2017/09 -- 至今,華東師范大學,統計學院

        教育經歷

        個人簡介

        張楠,2017年獲墨爾本大學哲學博士學位(商務與經濟學——投資與風險管理專業),2017年起任職于金沙9001w以誠為本統計學院。研究興趣包括保險精算、最優再保險、風險管理等。

        社會兼職

        澳洲精算師協會準精算師 (AIAA)

        研究方向

        保險精算、風險管理、金融數學

        開授課程

        《金融工程學》、《概率論與數理統計》、《保險學》

        科研項目

        國家自然科學基金青年項目, 11901201, 保險公司風險管理需求下的非零和隨機微分再保險博弈均衡問題研究, 2020/01-2022/12, 主持

        學術成果

        學術論文

        [1] N. Zhang, Z. Jin, L. Qian, W. Wang*. Optimal reciprocal stop-loss reinsurance with mutual utility improvement, to appear at Journal of Industrial and Management Optimization.

        [2] N. Wang, L. Qian, N. Zhang*, Z. Liu. Modelling the aggregate loss for insurance claims with dependence, to appear at Communication in Statistics - Theory and Methods.

        [3] N. Wang, N. Zhang*, Z. Jin, L. Qian, 2021. Reinsurance-investment game between two mean-variance insurers under model uncertainty,  Journal of Computational and Applied Mathematics, 382: 113095.

        [4]范堃,竺琦,錢林義,張楠*,2020. 基于目標替代率的稅延型商業養老保險扣除限額優化研究, 保險研究, 382: 70-81.

        [5] N. Zhang, Z. Jin, L. Qian, K. Fan*, 2019. Stochastic differential reinsurance games with capital injections, Insurance: Mathematics and Economics88: 7-18. 

        [6] N. Wang, N. Zhang*, Z. Jin, L. Qian, 2019. Robust non-zero-sum investment and reinsurance game with default risk, Insurance: Mathematics and Economics, 84: 115-132. 

        [7] Y. Wang, N. Zhang*, Z. Jin, T. L. Ho, 2019.Pricing longevity linked derivatives using a stochastic mortality model, Communications in Statistics - Theory and Methods, 48: 5923-5942.

        [8] N. Zhang, Z. Jin, L. Qian*, R. Wang, 2018. Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer, Journal of Computational and Applied Mathematics, 342: 337-351. 

        [9] T. Hillman, N. Zhang*, Z. Jin, 2018. Real-option valuation in a finite-time incomplete market with jump diffusion and investor-utility inflation, Risks, 6: 51.

        [10] N. Zhang, P. Chen*, Z. Jin, S. Li, 2017. Markowitz’s mean-variance optimization with investment and constrained reinsurance, Journal of Industrial and Management Optimization, 13(1): 375-397. 

        [11] N. Zhang, Z. Jin, S. Li*, P. Chen, 2016. Optimal reinsurance under dynamic VaR constraint, Insurance: Mathematics and Economics, 71: 232-243. 

        學術專著

        《最優再保險——風險管理需求下的優化決策》,科學出版社,2020年6月.

        獲得獎勵

        博士畢業論文 Some Optimal Reinsurance Problems with Risk Management 獲墨爾本大學 2017 Williams Prize for Excellence in the PhD Thesis, 2018. 


        榮譽及獎勵

        博士畢業論文 Some Optimal Reinsurance Problems with Risk Management 獲墨爾本大學 2017 Williams Prize for Excellence in the PhD Thesis, 2018.

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