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 economics, 88: 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.