03475@uibe.edu.cn ·  (+86) 13466392195

教育背景 & 工作经历

对外经济贸易大学保险学院, 北京    2025.8 – 至今       讲师 精算科学
       北京大学数学科学学院, 北京          2018.8 – 2023.6    博士后 金融数学
       清华大学, 北京                              2018.8 – 2023.6    理学博士 数学
       厦门大学, 福建, 厦门                     2014.9 – 2018.7    理学学士 数学与应用数学

论文发表情况

刊物：Scandinavian Actuarial Journal

[1] He L., Liang Z., Song Y., Ye Q..  Optimal contribution rate of PAYGO pension[J]. Scandinavian Actuarial Journal, 2021, 6: 505-531.

刊物：Insurance: Mathematics and Economics

[2] He L., Liang Z., Song Y., Ye Q.. Optimal asset allocation, consumption and retirement time with the variation in habitual persistence[J]. Insurance: Mathematics and Economics, 2022, 102:  188-202.

刊物：Scandinavian Actuarial Journal

[3] Guan G., Liang Z., Song Y.. A Stackelberg reinsurance-investment game under α-maxmin mean-variance criterion and stochastic volatility[J], 2024(1), 28-63.

刊物：Scandinavian Actuarial Journal

[4] He L., Liang Z., Ren Z., Song Y.. Optimal Mix Among PAYGO, EET and Individual Savings[J], 2024(5), 463-505.

刊物：The Annals of Applied Probability

[5] GuanG., Liang Z., Song Y.. The continuous-time pre-commitment KMM problem in incomplete markets[J]. The Annals of Applied Probability, 2025, 35(4): 2923-2966.

刊物：Mathematical Finance 已接收，待发表

[6] Duan Q., Song Y., Wang R., Yang J., Zhang R..  The ESG Rating Game:  Deviation, Disagreement, and Greenwashing[J]. Mathematical Finance, forthcoming.

现阶段研究工作

Topic 1 ：Distributionally Robust Control with Intractable Factors

Topic 2 ：Construction of Decentralized Annuities

Topic 3 ：Risk Measure and the Implied Probability

Topic 4 ：ESG Rating Games