导航

  • 个人资料
  • 个人概况
  • 研究方向
  • 招生与培养
  • 开授课程
  • 科研项目
  • 学术成果
  • 荣誉及奖励
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钱林义

  • 个人资料

    • 部门： 经济与管理学部
    • 性别： 男
    • 专业技术职务： 教授
    • 毕业院校： 华东师范大学
    • 学位： 博士
    • 学历： 研究生
    • 联系电话：
    • 电子邮箱： lyqian@stat.ecnu.edu.cn
    • 办公地址： 理科大楼A1709
    • 通讯地址： 上海市中山北路3663号华东师范大学理科大楼A1709
    • 邮编： 200062
    • 传真：

    工作经历

    2005.7－2007.7 华东师范大学统计系助教

    2007.7－2007.12 华东师范大学金融与统计学院助教

    2007.12－2011.12 华东师范大学金融与统计学院讲师

    2011.12－2016.12 华东师范大学金融与统计学院副教授

    2016.12—至今 华东师范大学经济与管理学部统计学院教授

    教育经历

    1998.9－2002.7华东师范大学统计系保险专业本科

    2002.9－2005.7华东师范大学统计系概率论与数理统计专业精算方向硕士

    2008.9－2011.6华东师范大学金融与统计学院精算学博士


    个人简介

    钱林义，经济与管理学部统计学院教授，博士生导师，上海市曙光学者，中国准精算师。

    社会兼职

    教育部、上海市学位论文评审专家，国家自然科学基金通讯评审专家

    研究方向

    保险精算、金融数学

    招生与培养

    开授课程

    寿险精算、社会保障概论、高等寿险精算、保险前沿问题研讨

    科研项目




    • 国家自然科学基金面上项目《数据驱动下的健康养老保险规划与产品创新研究》(项目批准号: 12571510) (主持人) 2026.01-2029.12

    • 国家自然科学基金面上项目《人口老龄化和长寿风险背景下新型年金产品机制创新和最优投资研究》(项目批准号: 12171158) (主持人) 2022.01-2025.12

    • 国家自然科学基金委重点项目《经济管理中复杂数据和复杂行为的分析方法及其应用》（批准号： 71931004）(子课题负责人) 2020.01-2023.12

    • 上海市曙光计划基金《上海市大病保险可持续发展研究——基于统计精算模型》，(项目批准号:18SG25) (主持人)2018 .12- 2021 .12

    • 国家自然科学基金面上项目《保险人和再保险人效用限制下最优再保险问题研究》(项目批准号: 11771147) (主持人) 2018.01-2021.12

    • 国家社科基金重大项目《大数据背景下健康保险的精算统计模型与风险监管研究》(项目批准号: 17ZDA091) (子课题三负责人) 2018.01-2021.12

    • 国家自然科学基金青年项目《长寿风险建模及其衍生品定价研究》(项目批准号: 11301189) (主持人) 2014.01-2016.12

    • 上海市人民政府决策咨询研究重点专项课题《上海保险交易所运行机制及风险防控机制研究》(项目批准号:2016-A-76) (主持人) 2016.10-2017.10

    • 上海市教育委员会科研创新项目《马尔科夫调制过程首达时研究及其应用》(项目批准号:15ZZ023) (主持人) 2015.01-2016.12

    • 教育部博士学科点专项科研基金项目（新教师类）《变额年金定价、对冲及其统计分析》(项目批准号: 20130076120007) (主持人) 2014.01-2016.12

    • 上海市自然科学基金面上项目《O-U加跳过程极值问题研究》(项目批准号: 12ZR1408300) (主持人) 2012.07-2015.06

    • 教育部人文社会科学研究青年基金《权益指数年金的定价研究》(项目批准号: 12YJC910006) (主持人) 2012.02-2015.01


    学术成果


    1. Qiuming Zhu, Haoran Kou, Linyi Qian, Chungqi Shi, Xianyi Wu, and Ziwei Zhou. Physics-Informed Koopman Neural Estimation of the Heston Model from High-Frequency Observations. Accept by Association for the Advancement of Artificial Intelligence.

    2. Tsz Chai Fung, Yinhuan Li, Liang Peng, and Linyi Qian. Statistical Inference for Systemic Risk-Driven Portfolio Selection. Accept by Journal of Econometrics  

    3. Yangming Lyu, Linyi Qian, Zhixin Yang, Jing Yao, Xiaochen Zuo，Optimal pricing approaches for data markets in market-operated data exchanges，Accept by Statistical Theory and Related Fields.

    4.   Zhuo Jin, Jingwen Kang, Linyi Qian, and Bo Qin. From Bytes to Bucks: The Influence of Social Media Commentary on Private Placements in Chinese Listed Companies,Accept by British Accounting Review

    5.   Lin Xie, Linyi Qian, Lv Chen, Lianxing Yang and Danping Li. Optimal asset allocation for pooled annuity under ambiguity aversion and partial information. Journal of Industrial Management Optimization. 2025 doi: 10.3934/jimo.2025149

    6. Dongchen Li, Linyi Qian, Danping Li, Lv Chen and Kun Fan. Optimal individual health insurance strategy combined investment, consumption, income and public insurance. Journal of Industrial Management Optimization. 2025, 21(9): 5640-5661

    7.   Jingwen Kang, Zhuo Jin, Linyi Qian, and Nan Zhang. Fairness and Risk Sharing in Integrated LRD-Tontine Schemes under Volterra Mortality Risk. Astin Bulletin. 2025;55(3):644-667.

    8. Dongchen Li, Zhuo Jin, Linyi Qian, Hailiang Yang. Textual analysis of insurance claims with large language models. Journal of Risk and Insurance. 92(2), 2025, 505-535.

    9. An Chen, Thai Nguyen, Linyi Qian, Zhixin Yang.The role of health in consumption and portfolio decision-making: Insights from state-dependent models. Journal of Computational and Applied Mathematics. 457( 2025), 116290.

    10. Zheng Liu, Dongchen Li, Linyi Qian, Jing Yao. On the pricing of vulnerable Parisian options, Finance Research Letters. 68(2024), 105995.

    11.   Danping Li, Lv Chen, Linyi Qian,Wei Wang. Equilibrium reinsurance strategy and mean residual life function. Acta Mathematicae Applicatae Sinica, English Series, 40(3) (2024), 758-777.

    12. Tsz Chai Fung, Yinhuan Li, Liang Peng, and Linyi Qian. Testing constant serial dynamics in two-step risk inference for longitudinal actuarial data. North American Actuarial Journal. 2024, 28(4), 861–881.

    13. Yinhuan Li, TszChai Fung, Liang Peng, Linyi Qian. Diagnostic tests before modeling longitudinal actuarial data. Insurance: Mathematics and Economics. 113(2023): 310–325.

    14. Lin Xie, Lv Chen, Linyi Qian, Danping Li and Zhixin Yang. Optimal Investment and Consumption Strategies for Pooled Annuity with Partial Information. Insurance Mathematics and Economics, 108(2023):129-155.

    15.   Lin Xie, Danping Li, Linyi Qian, Lv Chen and Zhixin Yang.Optimal investment strategy for an insurer with partial information in capital and insurance markets. Journal of Industrial and Management Optimization.2023,19(7）：5249-5271.

    16. Wei Wang, Yang Shen, Linyi Qian, Zhixin Yang.Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering. Journal of Industrial and Management Optimization. July  2022, 18(4): 2369-2399.

    17.   Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian.Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints. Insurance Mathematics and Economics. 96(2021),168-184.

    18. An Chen , Linyi Qian & Zhixin Yang.Tontines with mixed cohorts.Scandinavian Actuarial Journal.5(2021), 437-455.

    19. Nan Zhang, Zhuo Jin, Linyi Qian, Wei Wang*. Optimal stop-loss reinsurance with joint utility constraints, Journal of Industrial and Management Optimization.17(2) 2021.841-868. 2021.03

    20. Ning Wang, Linyi Qian, Nan Zhang*, Zehui Liu. Modelling the aggregate loss for insurance claims with dependence. Communications in Statistics-Theory and Methods. 50(9) 2021,2080–2095.

    21. Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian.Reinsurance-investment game between two mean-variance insurers under model uncertainty. Journal of Computational and Applied Mathematics, 2021, 382:.2021.01

    22. Nan Zhang, Zhuo Jin, Linyi Qian,Kun Fan, Stochastic differential reinsurance games with capital injections, Insurance Mathematics and Economics. 88(2019),7-18.

    23. Nan Zhang, Zhuo Jin, Linyi Qian, Wei Wang*. Optimal reciprocal stop-loss reinsurance with mutual utility improvement, Journal of Industrial and Management Optimization.Accept

    24. Linyi Qian, Yang Shen, Wei Wang, Zhixin Yang. Valuation of Risk-Based Premium of DB Pension Plan with Terminations, Insurance Mathematics and Economics. 86(2019),51-63.

    25. Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian. Robust non-zero-sum investment and reinsurance game with default risk. Insurance Mathematics and Economics. 84(2019), 115-132.

    26. Linyi Qian, Wei Wang,Ning Wang, Shuai Wang. Pricing and hedging equity-indexed annuities via local risk-minimization. Communications in Statistics-Theory and Methods.48（6）2019, 1417-1437.

    27. Nan Zhang, Zhuo Jin, Linyi Qian*, Rongming Wang. Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer, Journal of Computational and Applied Mathematics.342 (2018) ,337-351.

    28. Linyi Qian, Lv Chen, Zhuo Jin, Rongming Wang. Optimal Liability Ratio and Dividend Payment Strategies under Catastrophic Risk, Journal of Industrial and Management Optimization. 14(4)2018, 1443-1461.

    29. Linyi Qian, Zhuo Jin, Wei Wang, Lv Chen. Pricing dynamic fund protections for a hyperexponential jump diffusion process. Communications in Statistics –Theory and Methods. 47(1) 2018, 210-221.

    30. Lv Chen, Linyi Qian, Yang Shen, Wei Wang, Constrained investment–reinsurance optimization with regime switching under variance premium principle. Insurance: Mathematics and Economics .71 (2016), 253–267.

    31. Wei Wang, Zhuo Jin, Linyi Qian*, Xiaonan Su. Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Stochastic Analysis and Applications.34(4)2016,662-678.

    32. Wei Wang, Linyi Qian*, Wensheng Wang. Hedging of contingent claims written on nontraded assets under Markov-modulated models. Communications in Statistics –Theory and Methods.45(12）2016,3577-3595.

    33. Zhuo Jin, Linyi Qian*, Wei Wang, Rongming Wang.Pricing dynamic fund protections with regime switching. Journal of Computational and Applied Mathematics.297 (2016) 13-25.

    34. Zhuo Jin, Linyi Qian*. Lookback Option Pricing for Regime-Switching Jump Diffusion Models. Mathematical Control and Related Fields. 5(2)2015, 237-258.

    35. Wei Wang, Linyi Qian*, Xiaonan Su, Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model. Journal of Industrial and Management Optimization, 11(2)2015, 493-514.

    36. Shuai Wang, Yang Shen, Linyi Qian*, Static Hedging of Geometric Average Asian Options with Standard Options. Communications in Statistics –Simulation and Computation, 44(8)2015, 2101-2116.

    37. Linyi Qian, Wei Wang, Rongming Wang, Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model. Acta Mathematicae Applicatae Sinica (English Series), 31(1)2015, 101-110.

    38. Linyi Qian, Rongming Wang, Qian Zhao, Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. Communications in Statistics – Theory and Methods, 43(14)2014, 2870–2885.

    39. Linyi Qian, Wei Wang, Rongming Wang, Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model. Journal of Industrial and Management Optimization, 9(2) 2013, 411-429.

    40. Liang Peng, Linyi Qian, Jingping Yang. Weighted Estimation of the Dependence Function for an Extreme-Value Distribution. Bernoulli, 19(2) 2013, 492-520.

    41. Linyi Qian, Rongming Wang, Shuai Wang, Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. Science China-Mathematics, 55(11) 2012, 2335-2346.

    42. LinyiQian, Wei Wang, Rongming Wang, Yincai Tang, Valuation of equity-indexed annuity under stochastic mortality and interest rate, Insurance: Mathematics and Economics, 47(2) 2010, 123-129.

    43. Liping Zhu, Linyi Qian and Jingguan Lin, Variable selection in a class of single-index models, Annals of the Institute of Statistical Mathematics，63(6)(2011), 1277-1293.

    44. Linyi Qian, Hailiang Yang, Rongming Wang, Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Levy model. Frontiers of Mathematics in China, 6(6) 2011, 1185-1202.

    45. Shuai Wang, Linyi Qian, Valuation of European Currency Options in Financial Engineering. Systems Engineering Procedia. 2 (2011) , 222 -230.

    46. Wei Wang, Linyi Qian, Wensheng Wang. Hedging strategy for unit-linked life insurance contracts in stochastic volatility models [J]. WSEAS Transactions on Mathematics, 2013, 12(4)，363-373.

    47. 钱林义、陈丰、刘紫涵、张向飞，专利保险与创新水平：基于区域空间异质的视角，华东师范大学学报（哲学社会科学版），2025 (3):  163-176.

    48. 仇春涓，李银环，谭昕玥，钱林义，Markov 模型框架下的重大疾病保险定价研究——基于死亡效力和发病强度的估计，统计研究，2023, 40(5): 152-160.

    49. 范堃，谭昕玥，钱林义，王伟，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），2022年第3期，172-183.2022.06

    50. 李丹萍，夏佳怡，钱林义，罗勉，跨代连结型长期护理保险最优决策研究，保险研究，2022年第5期，48-63.

    51. 范堃，竺琦，钱林义，张楠，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，2020年第2期，70-81.

    52. 范堃, 杨雯霓, 钱林义*, 何裕馨，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），2019年第4期，133-142.

    53. 仇春涓，关惠琳，钱林义*，王伟.长期护理险的定价研究——基于XGboost算法及BP组合神经网络模型，保险研究，2020年第12期，38-53.

    54. 范堃, 杨雯霓, 钱林义*, 何裕馨，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），2019年第4期，133-142.

    55. 郑玮，柴柯辰，钱林义，同出生年死亡率相关性效应下的长寿债券定价研究，应用概率统计，30（1）2014: 72-83.

    56. 姚定俊,钱林义,程恭品.   Optimal Investment Strategy in a Markov-Modulated Risk Model: Maximizing the Terminal Utility，应用概率统计. 29（3）2013：317-329.

    57. 王伟；钱林义；温利民，Regime Switching Levy模型下的局部风险最小套期保值策略，应用数学学报，36(6)2013: 1053-1071.

    1. 丁芳清，钱林义，杨亚松，A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory，应用概率统计，28（3）2012:235-243.

    2. 钱林义，汪荣明，刘迪，用随机模拟法提留权益指数年金准备金，数理统计与管理，29(4) 2010：648-655.

    3. 谌明超，贺思辉，钱林义，我国企业年金税收优惠政策建模及分析，统计与信息论坛，24（110）2009：66-71.

    4. 钱林义，朱利平，姚定俊，Valuation of Equity-Indexed Annuity under Jump Diffusion Process，应用概率统计，24（6）2008：648-659. 

    5. 王修文，钱林义，关于2000-2003 新生命表出台对寿险业的影响分析，应用概率统计，24（1）2008，98-106.

    6. 沈洋，钱林义，加息对保险资金运用的影响，金融与经济，第351期，2007：61-63.

    7. 钱林义，汪荣明，廖靖宇，考虑死亡风险下权益指数年金的定价，应用数学学报，30（3）2007：497-505.

    8. 廖靖宇，钱林义、韩天雄，平均法下权益指数年金的定价，集团经济研究，第119期，2006：173-175.

       




    荣誉及奖励

    上海市自然科学奖三等奖（2019）

    第十八届“挑战杯”大学生课外学术科技作品竞赛上海市赛特等奖、国赛特等奖（第一指导老师）

    中国国际大学生创新大赛(2025)上海市赛金奖、国赛金奖（第一指导老师）

    第十九届“挑战杯”大学生课外学术科技作品竞赛上海市赛特等奖、全国一等奖（第二指导老师）

    第十二届大学生市场调查与分析大赛全国一等奖（第一指导老师）

    第十五届大学生市场调查与分析大赛全国一等奖（第二指导老师）