王玲

中央财经大学保险学院，中国精算研究院，副教授

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、主讲课程

《概率统计进阶》、《精算学原理》、《随机分析基础》

四、主要研究成果

1.科研项目

国家自然科学基金青年项目，“基于机器学习的投保人退保行为的研究”，2024.01-2026.12，主持

2.论文

[1] Chiu, M. C.,Wang, L.*, Wong, H. Y. (2026). Long-range dependent mortality modeling with cointegration. Scandinavian Actuarial Journal, 2026(1), 60-93.

[2] Yan, T., Yin, J.,Wang, L.*, Wong, H. Y. (2025). 4/2 rough and smooth. Journal of Banking & Finance,181, 107560.

[3]Wang, L.*, Jia, B. (2025). Equilibrium investment strategies for a defined contribution pension plan with random risk aversion. Insurance: Mathematics and Economics, 125,103140

[4] Jia B.,Wang, L.*,Wong, H.Y.* (2024). Machine learning of surrender: Optimality and humanity. Journal of Risk and Insurance91(4), 915-942.

[5]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.

[6]Wang, L., Chiu, M. C., Wong, H. Y. (2023). Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate. Scandinavian Actuarial Journal, 2023(2), 123-152.

[7]Wang, L., Wong, H. Y.* (2021). Time-consistent longevity hedging with long-range dependence. Insurance: Mathematics and Economics, 99, 25-41.

[8]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.

3.荣誉与奖励

中央财经大学第十五届青年教师教学基本功比赛校级二等奖

中央财经大学鸿基世业优秀学术论文二等奖