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张楠

个人资料

  • 部门: 外围投注平台推荐
  • 性别:
  • 专业技术职务: 副教授
  • 毕业院校: 墨尔本大学
  • 学位: 博士研究生
  • 学历: 博士
  • 联系电话:
  • 电子邮箱: nzhang@sfs.ecnu.edu.cn
  • 办公地址: 中北校区理科大楼A1712室
  • 通讯地址: 上海市普陀区中山北路3663号,电竞外围投注平台理科大楼A1712室
  • 邮编: 200062
  • 传真:

工作经历

2017/09 -- 至今,电竞外围投注平台,外围投注平台推荐

教育经历

个人简介

张楠,2017年获墨尔本大学哲学博士学位(商务与经济学——投资与风险管理专业),2017年起任职于外围投注平台推荐外围投注平台推荐。研究兴趣包括保险精算、最优再保险、风险管理等。

社会兼职

澳洲精算师协会准精算师 (AIAA)

研究方向

保险精算、风险管理、金融数学

开授课程

《金融工程学》、《概率论与数理统计》、《保险学》

科研项目

国家自然科学基金青年项目, 11901201, 保险公司风险管理需求下的非零和随机微分再保险博弈均衡问题研究, 2020/01-2022/12, 主持

学术成果

学术论文

[1] N. Zhang, Z. Jin, L. Qian, W. Wang*. Optimal reciprocal stop-loss reinsurance with mutual utility improvement, to appear at Journal of Industrial and Management Optimization.

[2] N. Wang, L. Qian, N. Zhang*, Z. Liu. Modelling the aggregate loss for insurance claims with dependence, to appear at Communication in Statistics - Theory and Methods.

[3] N. Wang, N. Zhang*, Z. Jin, L. Qian, 2021. Reinsurance-investment game between two mean-variance insurers under model uncertainty,  Journal of Computational and Applied Mathematics, 382: 113095.

[4]范堃,竺琦,钱林义,张楠*,2020. 基于目标替代率的税延型商业养老保险扣除限额优化研究, 保险研究, 382: 70-81.

[5] N. Zhang, Z. Jin, L. Qian, K. Fan*, 2019. Stochastic differential reinsurance games with capital injections, Insurance: Mathematics and Economics88: 7-18. 

[6] N. Wang, N. Zhang*, Z. Jin, L. Qian, 2019. Robust non-zero-sum investment and reinsurance game with default risk, Insurance: Mathematics and Economics, 84: 115-132. 

[7] Y. Wang, N. Zhang*, Z. Jin, T. L. Ho, 2019.Pricing longevity linked derivatives using a stochastic mortality model, Communications in Statistics - Theory and Methods, 48: 5923-5942.

[8] N. Zhang, Z. Jin, L. Qian*, R. Wang, 2018. Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer, Journal of Computational and Applied Mathematics, 342: 337-351. 

[9] T. Hillman, N. Zhang*, Z. Jin, 2018. Real-option valuation in a finite-time incomplete market with jump diffusion and investor-utility inflation, Risks, 6: 51.

[10] N. Zhang, P. Chen*, Z. Jin, S. Li, 2017. Markowitz’s mean-variance optimization with investment and constrained reinsurance, Journal of Industrial and Management Optimization, 13(1): 375-397. 

[11] N. Zhang, Z. Jin, S. Li*, P. Chen, 2016. Optimal reinsurance under dynamic VaR constraint, Insurance: Mathematics and Economics, 71: 232-243. 

学术专著

《最优再保险——风险管理需求下的优化决策》,科学出版社,2020年6月.

获得奖励

博士毕业论文 Some Optimal Reinsurance Problems with Risk Management 获墨尔本大学 2017 Williams Prize for Excellence in the PhD Thesis, 2018. 


荣誉及奖励

博士毕业论文 Some Optimal Reinsurance Problems with Risk Management 获墨尔本大学 2017 Williams Prize for Excellence in the PhD Thesis, 2018.