张建楠

保险学院 (SIE)

对外经济贸易大学(UIBE)

北京，中国，100029

2023

学术职称

澳大利亚The University of New South Wales 新南威尔士大学商学院博后(2022-2023)

教育背景

哲学博士，The University of Melbourne 墨尔本大学商学院精算专业 (2017– 2022)

研究领域

精算与最优控制：最有投资组合、最优分红、量化风险管理、再保险、最优停时

学术论文

² SSCI/SCI

[1] Zhang, J., Chen, P., Jin, Z. and Li, S. (2022) A class of non-zero sum stochastic differential games between two mean-variance insurers with state-dependent risk aversion. Probability in the Engineering and Informational Sciences, 1-27.

[2] Liu, G., Jin, Z., Li, S., and Zhang, J. (corresponding author) (2022). Stochastic asset allocation and reinsurance game under contagious claims. Finance Research Letters, 49, 103123.

[3] Zhang, J., Chen, P., Jin, Z. and Li, S. (2021). Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model. Journal of Industrial and Management

Optimization, 17(2): 765--777.

[4] Zhang, J., Chen, P., Jin, Z. and Li, S. (2021). On a class of non-zero-sum stochastic differential dividend games with regime switching. Applied Mathematics and Computation, 397 (2021): 125956.

[5] Zhang, J., Chen, P., Jin, Z. and Li, S. (2020) Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Journal of Computational and Applied Mathematics}, 380 (2020): 112951.

讲授的课程（习题）

新南威尔士大学：ACTL5103 随机模型

墨尔本大学：ACTL20002 金融数学2 ACTL30001 精算模型1 ACTL30005 保险金融模型

吉林大学：高等数学

社会服务

审稿：Finance Research Letters  Journal of Computational and Applied Mathematics