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Qianlinyi

  • About

    • Department: School of Statistics
    • Gender: male
    • Post:
    • Graduate School: East China Normal University
    • Degree: PhD
    • Academic Credentials:
    • Tel:
    • Email: lyqian@stat.ecnu.edu.cn
    • Office:
    • Address: 3663 N. Zhongshan Rd, Shanghai
    • PostCode: 200062
    • Fax:

    WorkExperience

    2016.12. until now, School of Statistics, East China Normal University, Professor

    2011.12 -2016.12, School of Statistics, East China Normal University, Associate Professor

    2005.07 -2011.12, School of Statistics, East China Normal University, Lecturer


    Education

    2008.09-2011.06  East China Normal University, PhD

    2002.09-2005.06 East China Normal University, Master

    1998.09-2002.06  East China Normal University, Bachelor


    Resume

    Linyi Qian is a Professor of School of Statistics at East China Normal University. He obtained his PhD degree  in Actuarial Science at East China Normal University..  His research interests are actuarial science  and financial mathematics.

    Other Appointments

    Reviewer for IME etc.

    Research Fields

    Actuarial Science, Mathematical Finance

    Enrollment and Training

    Course

    Actuarial Mathematics of life Insurance etc.

    Scientific

    NSFC Funds, 2018.1-2021.12.

    NSFC Young Scientist Funds, 2014.1-2016.12


    Academic Achievements

    1. 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

    2. 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.

    3. Ning Wang, Linyi Qian, Nan Zhang*, Zehui Liu (2019). Modelling the aggregate loss for insurance claims with dependence. To appear at Communications in Statistics-Theory and Methods.

    4. 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.

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

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

    7. 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.

    8. 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.

    9. 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.

    10. 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.

    11. 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.

    12. 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.

    13. 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.

    14. 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.

    15. 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.

    16. 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.

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

    18. 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.

    19. 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.

    20. 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.

    21. 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.

    22. 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.

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

    24. 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.

    25. 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.

    26. 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.

    27. 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.

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

    29. 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.

    30. 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.

    31. 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.

    32. 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.

    33. 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.

    34. 钱林义，韩天雄，寿险保单贴现探析，上海保险，第315期，2012，22-24.

    35. 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.

    36. 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.

    37. 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.

    38. 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. (CSCD)

    39. 钱林义，范堃，韩天雄，保险资金可投资不动产带来的几点思考，上海保险，第278期，2008，36-39.

    40. 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.

    41. 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.

    42. 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.

    43. 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.

        


    Honor

    Third Prize of Shanghai Natural Science(2019)