个人简介
张楠，2017年获墨尔本大学哲学博士学位（商务与经济学——投资与风险管理专业），2017年起任职于华东师范大学经济与管理学部统计学院。研究兴趣包括保险精算、最优再保险、风险管理等。
工作经历
2017/09 -- 至今，华东师范大学，统计学院
社会兼职
澳洲精算师协会准精算师 (AIAA)
荣誉及奖励
博士毕业论文 Some Optimal Reinsurance Problems with Risk Management 获墨尔本大学 2017 Williams Prize for Excellence in the PhD Thesis, 2018
近期论文
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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.
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.
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.
范堃,竺琦,钱林义,张楠*,2020. 基于目标替代率的税延型商业养老保险扣除限额优化研究, 保险研究, 382: 70-81.
N. Zhang, Z. Jin, L. Qian, K. Fan*, 2019. Stochastic differential reinsurance games with capital injections, Insurance: Mathematics and Economics, 88: 7-18.
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.
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.
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.
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.
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.
N. Zhang, Z. Jin, S. Li*, P. Chen, 2016. Optimal reinsurance under dynamic VaR constraint, Insurance: Mathematics and Economics, 71: 232-243.
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