科研论文（部分）
Nan Zhang, Zhuo Jin, Linyi Qian and Kun Fan(2019). Stochastic differential reinsurance games with capital injections. Insurance: Mathematics and Economics, 88, 7-18. 2019.09
Dingjun Yao and Kun Fan (2018). Optimal risk control and dividend strategies in the presence of two reinsurers: Variance premium principle. Journal of Industrial and Management Optimization, 14(3), 1055–1083.
Kun Fan, Yang Shen, Tak Kuen Siu and Rongming Wang (2018). Pricing dynamic fund protection under hidden Markov models. IMA Journal of Management Mathematics,29, 99–117.
Kun Fan and Rongming Wang (2017). Valuation of correlation options under a stochastic interest rate model with regime switching. Frontiers of Mathematics in China, 12(5), 1113-1130.
Kun Fan, Yang Shen, Tak Kuen Siu and Rongming Wang (2017). An FFT approach for option pricing under a regime-switching stochastic interest rate model. Communications in Statistics-Theory and Methods, 46(11), 5292-5310.
姚定俊，王云，范堃(2017). 一类非线性模型下的最优分红和风险控制策略. 应用概率统计, 33(6), 625-641.
程恭品，范堃 (2017).体制转换模型下巨灾权益卖权的定价研究. 应用概率统计, 33(3), 285-296.
Gongpin Cheng, Rongming Wang, Kun Fan (2016). Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value. Stochastics-An International Journal of Probability and Stochastic Reports, 88(6)，904-926.
Kun Fan, Yang Shen, Tak Kuen Siu and Rongming Wang (2016). On a Markov chain approximation method for option pricing with regime switching. Journal of Industrial and Management Optimization, 12(2), 529-541.
Kun Fan*, Yang Shen, Tak Kuen Siu and Rongming Wang (2015). Valuing commodity options and futures options with changing economic conditions. Economic Modelling, 51, 524-533.
Kun Fan*, Yang Shen, Tak Kuen Siu and Rongming Wang (2015). Pricing annuity guarantees under a double regime-switching model. Insurance: Mathematics and Economics, 62, 62-78.
范堃，郭学琦，樊迪 (2015).我国变额年金市场瓶颈分析及税收优惠政策建议. 金融与经济，07，40-42.
Yang Shen, Kun Fan and Tak Kuen Siu (2014). Option valuation under a double regime-switching model. The Journal of Futures Markets, 34(5), 451-478.
Kun Fan, Yang Shen, Tak Kuen Siu and Rongming Wang (2014). Pricing foreign equity options with regime-switching. Economic Modelling, 37, 296-305.
范堃 (2014). Pricing options under two-factor Markov-modulated stochastic volatility models. 应用概率统计, 30(6), 620-630.
范堃 (2013). An FFT approach to price guaranteed minimum death benefit in variable annuities under a regime-switching model. 应用概率统计, 29(5), 531-546.
