科研论文（部分）
² Jiannan Zhang, Kun Fan, Zhuo Jin and Nan Zhang*. (2025). Optimal timing of green technology adoption for climate risk mitigation. Insurance: Mathematics and Economics, 125, 103137.
² Dingjun Yao, Yu Zhang, Jinzhan Hu and Kun Fan*. (2025). Effect of coupling and coordinated development of green finance and fintech on corporate risk-taking: Evidence from China. Finance Research Letters, 85, 107912.
² Lin Xu, Kun Fan*, Minghan Wang and Dingjun Yao (2025). Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation. International Journal of Control, 98(2), 380-392.
² Ning Wang, Tak Kuen Siu and Kun Fan*(2024). Robust reinsurance and investment strategies under principal-agent framework. Annals of Operations Research, 336, 981–1011.
² Yuchen Hao and Kun Fan* (2023). Tail Value-at-Risk-based expectiles for extreme risks and their application in distributionally robust portfolio selections. Mathematics, 11(1): 91.
² 范堃，谭昕玥，钱林义，王伟（2022）职工基本养老保险全国统筹待遇计发方案的优化研究. 华东师范大学学报（哲学社会科学版），3，172-183+188.
² Xingying Yu, Yang Shen, Xiang Li and Kun Fan* (2020). Portfolio selection with parameter uncertainty under α maxmin mean-variance criterion. Operations Research Letters, 48, 720-724.
² 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，2，70-81.
² Nan Zhang, Zhuo Jin, Linyi Qian and Kun Fan*(2019). Stochastic differential reinsurance games with capital injections. Insurance: Mathematics and Economics, 88, 7-18.
² 范堃，杨雯霓，钱林义，何裕馨(2019). 税延商业养老保险的分等级税率研究. 华东师范大学学报（哲学社会科学版），4，133-142+188.
² 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.
² 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.
² 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.
² 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.
² 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.
² Gongpin Cheng, Rongming Wang* and 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.
² 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.
² 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.
² 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.
² Kun Fan, Yang Shen, Tak Kuen Siu* and Rongming Wang (2014). Pricing foreign equity options with regime-switching. Economic Modelling, 37, 296-305.
