张楠

澳洲精算师协会精算师

保险精算、金融统计、风险管理

《金融工程学》、《保险经济学》、《生存模型》、《概率论与数理统计》、《利息论》、《保险学》

1. 国家自然科学基金面上项目，“网络安全风险投资与保险最优决策问题研究”，2026/01-2029/12，主持

2. 上海市哲学社会科学一般课题，“基于精算视角的网络安全风险管理问题研究”，2025/01-2026/12，主持

3. 国家自然科学基金青年项目，“保险公司风险管理需求下的非零和随机微分再保险博弈均衡问题研究”，2020/01-2022/12， 主持

学术论文

[1]Jiannan Zhang, Kun Fan, ZhuoJin, Nan Zhang* (2025). Optimal timing of green technology adoption for climate risk mitigation. Insurance: Mathematics and Economics, 125: 103137.

[2] Jingwen Kang, ZhuoJin, Linyi Qian, Nan Zhang* (2025). Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk. ASTIN Bulletin-The Journal of the International Actuarial Association, 55: 644-667.

[3] Nan Zhang, ChunjuanQiu*, Xianyi Wu, Yongchao Zhao (2025). Can the collateral value of a data asset be increased by insurance? Mathematics, 13: 3596.

[4] 仇春涓,刘守贤,张楠* (2023). 基于深度神经网络的端到端长期护理保险定价模型研究.保险研究,428: 71-81.中国人民大学书报资料中心复印报刊F104   《统计与精算》2024年03期全文转载

[5] Lin Xie, Wei Wang, Zhixin Yang, Nan Zhang*. (2023). Risk-based premium evaluation with jump diffusion process for PBGC. Communications in Statistics-Theory and Methods, 52(6): 1854-1869.

[6] Junna Bi, Danping Li*, Nan Zhang (2022). Equilibrium reinsurance- investment strategy with a common shock under two kinds of premium principles. RAIRO Operations Research, 56: 1-22.

[7] Ning Wang, Nan Zhang*, ZhuoJin, Linyi Qian (2021). Stochastic differential investment and reinsurance games with nonlinear risk process and VaR constraints. Insurance: Mathematics and Economics, 96: 168-184. 

[8] Ning Wang, Nan Zhang*, ZhuoJin, Linyi Qian (2021). Reinsurance-investment game between two mean-variance insurers under model uncertainty. Journal of Computational and Applied Mathematics, 382: 113095. 

[9] Nan Zhang, ZhuoJin, Linyi Qian, Wei Wang* (2021). Optimal reciprocal stop-loss reinsurance with mutual utility improvement, Journal of Industrial and Management Optimization, 17: 841-868.

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

[11]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.

[12] N. Zhang, Z. Jin, L. Qian, K. Fan* (2019). Stochastic differential reinsurance games with capital injections, Insurance: Mathematics and Economics, 88: 7-18. 

[13] 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. 

[14] 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.

[15] 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. 

[16] 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.

[17] 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. 

[18] 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. 

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.