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个人简介

教育经历 2005.92009.11大连理工大学管理科学与工程博士 工作经历 2014.12至今大连理工大学管理与经济学部副教授 2011.11至今大连理工大学工商管理学院讲师 2009.92011.11大连理工大学管理学院师资博士后

研究领域

保险精算 金融工程

近期论文

查看导师新发文章 (温馨提示:请注意重名现象,建议点开原文通过作者单位确认)

Shang Qin,Fu Xingrui.Catastrophe Risk Management: Risk Loss Allocation and CAT Bond Pricing[A],PROCEEDINGS OF THE 10TH (2018) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT (FRCFM),2018,97-102 尚勤.基于POT模型的地震风险评估与巨灾债券设计[J],金融,2017 尚勤.基于POT模型的地震再保险定价研究[J],统计学与应用,2017 尚勤.Pricing extreme mortality bonds with default risk[A],Proceedings of the 8th (2017) International Conference on Finance Risk and Corporate Finance Management.,2017 Shang Qin,Li Longxin.Pricing Extreme Mortality Bonds with Default Risk[A],PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT,2017,234-239 吕筱宁,秦学志,尚勤.考虑跨期系统风险的存款保险逆周期定价方法[J],系统管理学报,2016,25(1):11-21,27 Qin, Shang,Yue, Li.SMEs' Group Lending Pricing under the Perspective of Incentive Compatibility[A],8th International Conference on Financial Risk and Corporate Finance Management,2016,265-269 尚勤.SMEs Group Lending Pricing under the Perspective of Incentive of Compatibility[A],Proceedings of the 8th (2016) International Conference on Finance Risk and Corporate Finance Management,2016 尚勤.住房反向抵押贷款定价研究述评[A],第十四届金融系统工程与风险管理国际年会,2016 尚勤.Pricing Extreme Mortality Bonds with Default Risk[A],The International Society for Industrial Ecology joint Socio-economic Metabolism & Asia Pacific Conference,2016 杨欣桐,苏蓉,尚勤.我国金融学课程案例教学模式研究[J],教育教学论坛,2015,38:170-172 李梧铭,陈婉茜,尚勤.中国长寿风险证券化探索[J],金融经济(理论版),2015,6:115-117 秦学志,胡友群,尚勤,李静一.基于转换点生存概率的或有可转债定价研究[J],管理工程学报,2015,29(2):182-189 Shang Qin,Zheng Xiangyi.Longevity Risk Forecasting : The Fitting Accuracy Analysis of the Lee-Carter Model[A],7th International Conference on Financial Risk and Corporate Finance Management,2015,213-218 尚勤,郑湘怡.Longevity risk forecasting: the fitting accuracy analysis of the[A],Proceedings of the 7th (2015) International Conference on Finance,2015,213-218 尚勤.基于投资者视角的长寿债券设计——来自EIB/BNP的案例分析[J],管理案例研究与评论,2014,7(5):384-391 王小梅,秦学志,尚勤.金融危机以来贸易保护主义对中国工业出口的影响研究[J],国际贸易问题,2014,9:88-97 王小梅,秦学志,尚勤.金融危机以来贸易保护主义对中国出口的影响[J],数量经济技术经济研究,2014,31(5):20-36 尚勤,郑湘怡.基于长寿互换的中国养老金风险管理研究[A],2014,Vol.53:5 Shang, Qin,Zheng, Xiangyi.Risk Management for China Pension Funds Based on the Longevity Swap[A],4th International Conference on Applied Social Science (ICASS),2014,53:390-394 Shang Qin,Zhang Guozhong.Longevity Risk Management for Government Pension Fund: Longevity Bonds Design[A],6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII),2013,1:455-458 尚勤,张国忠,胡友群,秦学志.基于Cameron-Martin-Girsanov理论的长寿债券定价模型[J],系统管理学报,2013,22(4):472-476,486 王小梅,秦学志,尚勤.国外非关税措施研究综述[J],国际贸易问题,2013,4:158-166 秦学志,尚勤.非关税措施研究综述[J],国际贸易问题,2013,158-176 闫达文,宋立新,尚勤.保险精算课程双语教学模式研究与实践[J],首都教育学报,2013,7(6):117-120 张悦玫,韩耀伟,尚勤.Evaluation of Peoples Livelihood Financial Expenditure Efficiency Based on Improved DEA Model[J],International Journal of Advancements in Computing Technology,2012,4(19):350-357 尚勤,秦学志,张悦玫,胡友群.基于Copula函数和王变换的巨灾死亡率债券定价研究[J],大连理工大学学报,2012,52(1):139-145 Shang Q.,Qin X..Securitization of catastrophe mortality risk using gumbel Copula and tranche methods[J],ICIC Express Letters, Part B: Applications,2010,1(2):215-219 尚勤,秦学志,周颖颖.巨灾死亡率债券定价模型研究[J],系统工程学报,2010,25(2):203-208 尚勤,秦学志.随机死亡率和利率下退休年金的长寿风险分析[J],系统工程,2009,27(11):56-61 周颖颖,秦学志,尚勤,王玥.基于强度模型的住房抵押贷款的定价与分析[J],预测,2008,27(5):75-80 尚勤,秦学志,周颖颖.死亡强度服从Ornstein-Uhlenbeck跳过程的长寿债券定价模型[J],系统管理学报,2008,17(3):297-302

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