陈泽

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陈泽

2023-09-05 17:27| 来源: 网络整理| 查看: 265

发表论文:(工作论文见SSRN个人主页:https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=3185772)

 

研究话题1 保险科技(InsurTech: Mutual aid and peer-to-peer insurance)

Cost-Effectiveness, Fairness and Adverse Selection in Mutual Aid (with Runhuan Feng, Li Wei and Jiaqi Zhao), European Financial Management.  Accepted.(2023)

网络互助的低发病率之谜与解释:基于某头部网络互助平台的证据和分析(与黎韬、魏丽、冯琦合作),《保险研究》, 2022,No.413(09):109-127

 

研究话题2 流行病经济学与保险(Economic epidemiology: Pandemic risk and impact, and insurance solution)

Fence off Black Swans: The Economics of Insurance for Vaccine Injury. (with Bingzheng Chen and Yu Mao). Conditionally Accepted. (2023)

Long-Term Effect of Childhood Pandemic Experience on Medical Major Choice: Evidence from the 2003 SARS Outbreak in China (with Yuan Wang, Yanjun Guan, Jie Guo and Rong Xu), Health Economics. (2023), May 32(5):1120-1147.

Optimal strategic pandemic control: Human mobility and travel restriction (with Cuixia Chen, Yufeng Shi and Wentao Hu), Mathematical Biosciences and Engineering. 18(6): 9525-9562.(2021).

 

研究话题3 金融与精算风险管理(Interplay between actuarial and financial risk: Fair valuation and quantitative risk management)

Hedge inflation risk of specific purpose guarantee funds (with Bingzheng Chen, Yi Hu and Hai Zhang),European Financial Management. (2022)

A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy (with Cuixia Chen, Yufeng Shi and Wentao Hu), Methodology and Computing in Applied Probability. 24,831–874. (2022)

Fair dynamic valuation of insurance liabilities via convex hedging(with Bingzheng Chen, Jan Dhaene and Tianyu Yang),Insurance: Mathematics and Economics, 98, 1-13.(2021).

Fair dynamic valuation of insurance liabilities: A loss averse convex hedging approach(with Bingzheng Chen and Jan Dhaene),Scandinavian Actuarial Journal,  2020(9), 792–818.(2020).

Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency(with Karim Barigou and Jan Dhaene),Insurance: Mathematics and Economics, 88, 19-29.(2019).

Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency (with Jan Dhaene, Ben Stassen, Karim Barigou and Daniel Linders) ,Insurance: Mathematics and Economics, 76, 14-27.(2017).

分红型保险产品经营分析——双驱动型动态最优资产负债管理视角的探讨(与何宇佳、陈秉正合作), 《投资研究》, 2016(6):72-85.

 

其他话题:养老准备等

Financial Literacy Confidence and Retirement Planning: Evidence from China (with Bingzheng Chen), Risks.  (2023).

中国的年金谜题与养老金领取行为研究——基于企事业年金领取偏好的调查(与陈秉正合作),《经济学报》, 2018(2)

学术报告

2022年:对外经济贸易大学保险学院Seminar、南方科技大学数学学院Seminar、深圳大学Seminar、Insurance: Mathematics and Economics Congress 2022、中国保险与风险管理国际年会CICIRM11th(2022)、CIRF (2022)、APRIA Conference (2022)

2021年:西南财经大学保险学院Workshop、EFMA Annual Meeting 2021 、Insurance: Mathematics and Economics Congress 2021、中国保险与风险管理国际年会CICIRM10th(2020/2021)

2020年:首都经济贸易大学、“双法”会议量化金融与保险分会

2019年:南开大学、南方科技大学、第二届金融科技会议(中央财经大学)

2018年:The 11th International Account and Finance Doctoral Symposium(Bangor),中国保险教育论坛(济南),中国保险与风险管理国际年会CICIRM9th(保定)

2017年:International Congress on IME(Vienna)、中国保险与风险管理国际年会CICIRM8th(桂林)

2016年:中国保险与风险管理国际年会CICIRM7th(西安)

2015年:International Congress on IME(Liverpool)、中国保险与风险管理国际年会CICIRM6th(杭州)

科研项目

[1] 2018-2019,北美精算师协会(SOA),中国年金市场专题课题,主持

[2] 2019-2020,中国人民大学新教师启动经费项目,中国网络互助模式研究课题,主持

[3] 2021-2024,教育部人文社科一般项目,审慎监管视角的保险负债市场一致性评估方法研究,主持

[4] 2022-2024,国家自然科学基金青年项目,基于精算保守性视角的保险负债市场一致性评估方法研究,主持

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