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
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）
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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