邓颖璐-清华大学五道口金融学院.PDF

邓颖璐 清华大学五道口金融学院 工作经历 2018至今 清华大学五道口金融学院，访问助理教授 2011-2017 清华大学经管学院金融系，助理教授 教育背景 2006-2011 德克萨斯奥斯汀分校麦库姆商学院，博士学位 2004-2006 北京大学经济学院，金融学，硕士学位 2000-2004 北京大学，生命科学计算机科学，双学士学位 研究领域 资产定价，金融风险管理，量化金融，保险 讲授课程 投资学、衍生品、金融风险管理、金融工程 学术兼职 《Asia-Pacific Journal of Risk and Insurance》副主编 《Journal of Risk and Insurance》、《Insurance: Mathematics and Economics》、《North American Actuarial Journal》审稿人 美国金融协会、金融管理协会 美国风险和保险管理协会，亚太风险和保险协会 荣誉与奖励 麦库姆商学院院长奖学金 2008-2011 “Houston Marine Insurance”奖学金 2006-2010 德克萨斯奥斯汀分校“University Preemptive Fellowship”2006-2007 2005 北京大学优秀毕业生奖学金 北京大学明德奖学金 2001-2004 发表成果  期刊论文 [1] “Longevity/ Mortality Risk Modeling and Securities Pricing”, Journal of Risk and Insurance, Sep 2012,Vol 79, Issue 3, pp697-721. Patrick Brokett, Yinglu Deng Richard D. Macminn [2] “Incorporating Longevity Risk and Medical Information into Life Settlement Pricing”, Journal of Risk and Insurance, Sep 2013, Vol. 80 Issue 3, p799-826. Patrick L. Brockett; Shuo-li Chuang ; Yinglu Deng; Richard D. Macminn [3] “Welfare Effects of Developing the Reverse Mortgage Market China: An Individual and Social Perspective”, Asia-Pacific Journal of Risk and Insurance 2014, Vol. 8, Issue 1, p27-55.Minan Huang; Bingzheng Chen; Yinglu Deng [4] “Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences” Insurance: Mathematics and Economics, March 2016, Vol 67, Pages 27-37 Shumin Chen; Xi Wang; Yinglu Deng; Yan Zeng [5] “A Study on Pricing of the Reverse Mortgage with an Embedded Redeemable Option─An analysis based on China’s Market” under review on Journal of Risk and Insurance. Chen Bingzheng; Yulin Feng; Deng Yinglu; Jinliang Li; [6] “The Empirical Study of the Demographic Features’s Effect on Car Damage Insurance Claim ──Using G