Li, Zhengxiao

School of Insurance and Economics (SIE)

University of International Business and Economics (UIBE)

Beijing, China, 10029

li_zhengxiao@uibe.edu.cn

861064496410

2023

ACADEMIC EXPERIENCE

Assistant Professor, School of Insurance and Economics, University of International Business and Economics, 2017-2020

Associate Professor, School of Insurance and Economics, University of International Business and Economics, 2020-PRESENT

Visiting Scholar, Accounting, Finance & Insurance, KU Leuven, 2019-2020

EDUCATION

Ph. D.(Economics), Renmin Univeristy of China, School of Statistics, Department of Risk Management and Actuarial Science, 2017

Master Degree (Economics), University of International Business and Economics, School of Insurance and Economics, 2014

Bachelor Degree (Economics), Xiamen University, School of Economics, Department of Finance, 2012

RESEARCH INTEREST

Non-life ratmaking and reserving.

Catastrophe risk measurement, extreme value theory.

Statistical models, dependent risk analysis.

Big data and machine learning methods.

R programming.

PUBLICATIONS AND PRESENTATIONS

Published and Accepted Articles

Zhengxiao Li, Yifan Huang, Yang Cao. Analyzing covariate clustering effects in healthcare cost subgroups: insights and applications for prediction, arXiv:2303.05793, 2023 .

Jiakun Jiang, Zhengxiao Li, Liang Yang. Dynamic online prediction model and its application to automobile claim frequency data, arXiv:2301.03005, 2023 .

Zhengxiao Li, Fei Wang, Zhengtang Zhao. A new class of composite GBII regression models with varying threshold for modelling heavy-tailed data, arXiv:2203.11469, 2021.

Liang Yang, Zhengxiao Li, Shengwang Meng. Risk Loadings in Classification Ratemaking, arXiv:2002.01798, 2020 .

李政宵, 刘新红, 孟生旺. 多维地震风险模型与保险基金测算[J]. 保险研究, 2022(10): 45-60.

Zhengxiao Li, Jan Beirlant, Liang Yang. A new class of copula regression models for modelling multivariate heavy-tailed data. Insurance: Mathematics and Economics [J]. 104: 243-261, 2022.

Zhengxiao Li, Jan Beirlant, Shengwang Meng. Generalizing The Log-Moyal Distribution and Regression Models for Heavy-Tailed Loss Data [J]. ASTIN Bulletin: The Journal of the IAA, 11(1):57-99, 2021.

刘新红, 孟生旺, 李政宵. 地震损失风险的Copula混合分布模型及其应用[J]. 系统工程理论与实践, 2019, 39(07): 1855-1866.

孟生旺, 李政宵. 地震死亡人数预测与巨灾保险基金测算[J]. 统计研究, 2018, 35(10): 89-102.

李政宵, 孟生旺. 我国商业车险奖惩系统的构建与评价[J]. 系统工程理论与实践, 2018, 38(04): 938-949.

李政宵, 孟生旺. 基于GB2分布的贝叶斯相依性准备金评估模型[J]. 统计研究, 2018, 35(01): 91-103.

李政宵, 孟生旺. 相依风险的团体健康保险损失预测[J]. 数理统计与管理, 2018, 37(03): 399-412.

Yuantao Xie, Zhengxiao Li, Rahul A Parsa. Extensionand Application of Credibility Modelsin Predicting Claim Frequency[J]. Mathematical Problems in Engineering, 2018, 2018(02): 1-8.

孟生旺, 李政宵. 索赔频率与索赔强度的相依性模型[J]. 统计研究, 2017, 34(01): 55-66.

马瑜, 李政宵, 马敏. 中国老年多维贫困的测度和致贫因素——基于社区和家庭的分层研究[J]. 经济问题, 2016(10): 27-33.

蒋涛, 李政宵. 我国银行业系统性风险结构度量——基于尾部依赖视角[J]. 合肥学院学报(综合版), 2016, 33(04): 17-23.

李政宵, 孟生旺. 相依风险条件下的汽车保险定价模型[J]. 保险研究, 2016(07): 68-77.

李政宵, 孟生旺. 考虑空间效应的贝叶斯分层模型与索赔频率预测[J]. 数学的实践与认识, 2016, 46(10): 193-202.

孟生旺, 李政宵. 偏t分布假设下的空间效应模型及其应用[J]. 数理统计与管理, 2016, 35(06): 1028-1037.

孟生旺, 李政宵. 基于随机效应零调整回归模型的保险损失预测[J]. 统计与信息论坛, 2015, 30(12): 3-9.

谢远涛, 李政宵. 基于联合定价模型的奖惩因子的扩展与比较[J]. 统计与信息论坛, 2015, 30(06): 33-39.

Book Reviews

Books and Monographs

相依风险下的非寿险费率厘定模型与应用，经济管理出版社，2019.

Conference Presentation

2022: The 25th International Congress on Insurance: Mathematics and Economics, online.

2020: The 12th China Risk Management and Actuarial Forum, Xiamen.

2019: Invited to participate in the academic report of the Department of Actuarial Sciences,                                           University of Leuven, Belgium.

2017: The 7th annual China International Conference on Insurance and Risk Management, Guilin.

COURSES TAUGHT

Interest Theory (Undergraduate, UIBE)

Non-Life Actuarial Science (Undergraduate, UIBE)

Econometrics (Graduate, UIBE)

Non-life ratmaking (Graduate, UIBE)

Machine Learning and insurance data analysis (Graduate, UIBE)

Quantitative risk management (Graduate, UIBE)

Risk modeling (Graduate, UIBE)

Insurance data analysis and R programming (Graduate, UIBE)

MEMBERSHIP IN ASSOCIATIONS

Risk Management and Actuarial Branch of China Field Statistics Research Association, Member of Council

Quantitative Finance and Insurance Branch of China Optimal Method Unified Method and Economic Mathematics Research Association, Member of Council

Actuarial and Insurance of Financial Mathematics and Financial Engineering Committee of Chinese Society of Industrial and Applied Mathematics, Youth Commissioner

Chinese Society of Statistical Education, Member

Institute of Certified Financial Risk Managers, Member

ADMINISTRATION

STUDENT AND PUBLIC SERVICE

Student Service

Thesis Supervisor

Liu Kun and 9 others, Master's degree graduation design, 2022-2023

Wang Yuanru and 2 others, Master's thesis, 2021-2022

He Ziling and 7 others, undergraduate thesis, 2021-2022

Hu Ning and 5 others, undergraduate thesis design, 2020-2021

Chen Yan and 5 others, undergraduate thesis design, 2019-2020

Xue Jinfei and 4 others, Undergraduate thesis, 2018-2019

Thesis Defense Committee

Faculty Advisor, 2017-2021 (Actuarial Class 1703), 2020-2024 (Actuarial Class 2003)

Research Mentor

Liu Kun and 9 others, Master's graduation project, 2022-2023

Shen Yi and 4 others, Master's graduation project, 2022-PRESENT

Judge or Mentor of Student Competition

American Collegiate Mathematical Modelling Competition, M Prize, 2023

American Student Mathematical Modeling Competition, H Prize, 2022

The 13th China Risk Management and Actuarial Forum, 2022

The 12th China Risk Management and Actuarial Forum, 2022

Advisor of Interns and Careers

Advisor of Student Clubs

Curriculum Design and Management

Admission Counseling

Others (Specify in Details)

Public Service

China Actuaries Professional Qualification Examination Expert Advisory Group

China Actuarial Qualification Examination Training

MOOC Online Course Recording

RESEARCH GRANTS

National Natural Science Foundation of China, 72271056, Actuarial Pricing Model of Green Insurance Driven by Data: Theory and Application, (2022/01-PRESENT)

National Natural Science Foundation of China, 71901064, Catastrophe Insurance Pricing Model and Its Application under Complex Data Structure, (2020/01-PRESENT)

University of International Business and Economics Innovation Team Project, CXTD13-02, Green Insurance Actuarial Methods and Risk Management Research Innovation Team

University of International Business and Economics New Young Teachers Research Start-up Project, 17QD11, Application of Agricultural Risk Identification and Assessment in Agricultural Insurance, (2018/01-PRESENT)

General Project of National Social Science Foundation, 18BJY212, Research on the Redistributive Function of the Social Security System, (2017/12-PRESENT)

University of International Business and Economics University-level Project, CXTD9-04, Risk Dependency and Actuarial Rate Determination System Research and Innovation Team

Chinese Minmin University Research Fund, 16XNH104, Considering the Application of Risk-dependent Hierarchical Models in Non-life Actuarial Models, (2016/01-2017/06)

University of International Business and Economics Graduate Research and Innovation Project, 2010030044, Based on Copula Reliability Model Research, (2013/06-2014/06)

Chinese Insurance P&C Insurance Company Disaster Research Fund Project, 2009030007, Application of Generalized Linear Models in Motor Insurance Pricing and SAS Software, (2013/06-2014/06)

National Natural Science Foundation of China, 71171193, Research on Actuarial Model of Non-life Insurance Considering Risk Dependence, (2012-2015)

The Ministry of Education focuses on the major projects of the base, Stochastic-effects Model and Its Application in Non-life Insurance Risk Management, (2012-2014)

Major Project of Key Research Base of Humanities and Social Sciences, Ministry of Education, 16JJD910001, Research on Actuarial Statistical Model and Risk Management Based on Big Data, (2016-PRESENT)

National Self-Science Foundation Project, 71303045, Individual Risk Assessment Research in the Context of Risk Information Sharing, (2014-2016)

Major Project of National Social Science Foundation, 16ZDA052, Actuarial Statistical Model of Catastrophe Insurance and Its Application Research, (2016-2021)

AWARDS AND HONORS

Research Awards and Honors

Teaching Awards and Honors

FOR PRESENTING A VIDEO, “DATA SCIENCE REFORM WHEN

Others

University of International Business and Economics, Huiyuan Outstanding Young Scholar

PROFESSIONAL DESIGNATION