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Zhangnan

  • About

    • Department: Risk Management and Insurance
    • Gender: female
    • Post: Associate Professor
    • Graduate School: The University of Melbourne
    • Degree: PhD
    • Academic Credentials: Associate Professor
    • Tel:
    • Email: nzhang@sfs.ecnu.edu.cn
    • Office: A1709, Science Building
    • Address: 3663 North Zhongshan Road
    • PostCode: 200062
    • Fax:

    WorkExperience

    2019.12 until now, School of Statistics, East China Normal University, Assocate Professor

    2017.9 -2019.12, School of Statistics, East China Normal University, Lecturer (Chenhui Scholar)

    Education

    Resume

    Dr. Nan Zhang is currently working as an Associate Professor in School of Statistics at East China Normal University. She obtained her PhD degree in Business and Economics at The University of Melbourne in 2017. Her research interests includes actuarial science, optimal reinsurance, risk management, etc.

    Other Appointments

    Associate of the Institute of Actuaries of Australia (AIAA)

    Research Fields

    Actuarial Science, Risk Management, Financial Mathematics

    Enrollment and Training

    Course

    Financial Engineering

    Probability and Mathematical Statistics

    Introduction to Insurance

    Scientific

    National Natural Science Foundation of China, 11901201, Some studies on non-zero-sum stochastic differential reinsurance games under the risk management of insurance companies,2020/01-2022/12, PI

    Academic Achievements

    Refereed Journal Publications

    [1] N. Zhang, Z. Jin, L. Qian, W. Wang*. Optimal reciprocal stop-loss reinsurance with mutual utility improvement, to appear at Journal of Industrial and Management Optimization.

    [2] N. Wang, L. Qian, N. Zhang*, Z. Liu. Modelling the aggregate loss for insurance claims with dependence, to appear at Communication in Statistics - Theory and Methods.

    [3] N. Wang, N. Zhang*, Z. Jin, L. Qian, 2021. Reinsurance-investment game between two mean-variance insurers under model uncertainty,  Journal of Computational and Applied Mathematics, 382: 113095.

    [4]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.

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

    [6] 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. 

    [7] 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.

    [8] 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. 

    [9] 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.

    [10] 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. 

    [11] N. Zhang, Z. Jin, S. Li*, P. Chen, 2016. Optimal reinsurance under dynamic VaR constraint, Insurance: Mathematics and Economics, 71: 232-243. 

    Books

    《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.

    Honor and Distinctions

    2017 Williams Prize for Excellence in the PhD Thesis, Faculty of Business & Economics, The University of Melbourne, 2018. 


    Honor

    2017 Williams Prize for Excellence in the PhD Thesis, Faculty of Business and Economics, The University of Melbourne, 2018.