10月17日会议schedule - 南京审计大学.docVIP

SCHEDULE October 17, Saturday Room: Chair: Wei Zhang 9:00-9:10 Opening Ceremony 9:10 - 9:40 审计署重庆特派办 吕劲松（特派员） 9:40-10:10 中国人民银行南京分行 周学东（行长） 10:10-10:30 Coffee break 10:30-11:00 “关于进一步推进征信系统建设的若干思考”中国人民银行征信中心 汪路（主任） 11:00-11:30 “非理性繁荣与中国股市异常波动”南京大学工程管理学院 李心丹（院长） 11:30-14:00 Lunch Break Room 302Chair: Dingcheng Wang Room 306Chair: Xiaoxing Liu 14:00-14:20 “A Reduced-Form Model for Correlated Defaults with Regime-Switching Shot Noise Intensities”GuojingWang “Benchmark Orientated Investment Strategies under Market Regime Shifts”Yonggan Zhao 14:20-14:50 “Asymptotics for a discrete-time risk model with Gamma-like insurance risks”Yang Yang “Predictability of the crude oil prices: An investor perspective”Yudong Wang 14:50-15:10 “互联网金融与中小企业融资—一个基于合约理论的模型”牛华伟 “社交网络、投资者关注与股价同步性”刘海飞 15:10-15:30 “On a time-changed geometric Brownian motion and its application in financial market”Hui Gu “金融脱媒、资产价格与中国经济波动——基于多部门DNK-DSGE模型的分析”姚登宝 15:30-15:45 Coffee break 竞慧东302Chair: Guojing Wang 竞慧东306Chair: Yonggan Zhao 15:45-16:00 “Pricing guaranteed annuity options with stochastic mortality and interest rate”Xiaonan Su “影子银行业务对商业银行经营稳定性影响的分类实证研究”王家华 16:00-16:20 “Risk analysis for a bidimensional diffusion-perturbed risk model with return-on-investiments and dependence structures”Qiwu Gao “商业银行科技信贷风险等级分类的真实性审计研究”刘骅 16:20-16:40 “期望效用与企业动态投资模型”罗琰 “The Power of Individual Investors in the Era of Big Data: The Panic Effect from Internet Stock Message Boards on Stock Market Crash”Teng Yuan Cheng 16:40-17:00 “Tail Asymptotic for Discounted Aggregate Claims with One-sided Linear Dependence and General Investment Return”Fenglong Guo “Economic policy uncertainty and stock market volatility”Li Liu 17:00-17:20 “Central limit theorem for the solution to the heat equation with moving time and application to finance”Junfeng Liu “科技型中小企业贷款风险补偿机制下财政资源与银行资源的互补性分析”孙黎康 17:20-17:40 “基于一致性原则的偿二代TVOG风险因子校准”王灵芝 Abstracts of Sessions and Invited Talks Invited Tal