王玲
中央财经大学,中国精算研究院,助理教授
电子邮箱:lingwang@cufe.edu.cn
一、主要学习经历
2018.08—2022.07 香港中文大学,统计学,博士
2014.09—2018.06 山东大学,数学与应用数学,本科
二、研究方向
保险精算、随机控制、机器学习
三、主要研究成果
Jia, B., Wang, L., Wong, H.Y.* (2023+). Machine learning of surrender: Optimality and humanity.Journal of Risk and Insurance.forthcoming.
Wang, L., Chen, K., Chiu, M. C.*, Wong, H. Y.*(2023). Optimal Expansion of Business Opportunity.European Journal of Operational Research.309(1), 432-445.
Wang, L., Chiu, M. C.*, Wong, H. Y. (2022). Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate.Scandinavian Actuarial Journal, 1-30.
Wang, L.,Wong, H. Y.*(2021). Time-consistent longevity hedging with long-range dependence.Insurance: Mathematics and Economics, 99, 25-41.
Wang, L., Chiu, M. C., Wong, H. Y.*(2021). Volterra mortality model: Actuarial valuation and risk management with long-range dependence.Insurance: Mathematics and Economics,96, 1-14.