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钟玮 封面图

钟玮 (Wei Zhong)

Dalian University of Technology讲师
H指数:4
被引数:64

个人简介

"代表性成果\n1.Zhong Wei,Zhu Dan, and Zhang Zhimin*. \"Valuation of variable annuities under stochastic volatility and stochastic jump intensity.\"Scandinavian Actuarial Journal2023.7 (2023): 708-734.\n2.Zhong Wei,Zhang Zhimin*, and Cui Zhenyu. \"Efficient valuation of variable annuities under regime switching diffusion models with surrender risk and mortality risk.\"Communications in Nonlinear Science and Numerical Simulation138(2024): 108246.\n3.Zhong Wei, Shi Benxuan, and Zhang Zhimin*. \"Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.\"Journal of Computational and Applied Mathematics440 (2024): 115646.\n4.Zhong Wei,Cui Zhenyu, and Zhang Zhimin*. \"Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk.\"Journal of Computational and Applied Mathematics422 (2023): 114914.\n5.Chen Shaoying, Cui Zhenyu, Zhang Zhimin* andZhong Wei. \"Valuation of GLWB annuities with optionalconversion to combo products providing LTCbenefits.\"Scandinavian Actuarial Journal(2025):1-32.\n6.Zhang Zhimin,Zhong Wei*. \"Efficient valuation of guaranteed minimum accumulation benefits in regime switching jump diffusion models with lapse risk.\"Applied Mathematics and Computation478 (2024): 128833.\n7.Zhong Wei, Zhao Yongxia*, and Chen Ping. \"Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes.\"Journal of Industrial and Management Optimization17.5 (2021): 2639-2667."

教育背景

  • 2020.12

    曲阜师范大学 理学硕士学位 数学

  • 2024.12

    重庆大学 理学博士学位 统计学

工作经历

  • 2025.01 – 至今

    山东财经大学统计与数学学院

    讲师

荣誉奖项

暂无内容

研究方向

统计学最优化方法数据挖掘多元统计分析Python大数据分析变额年金定价可变年金估值机制转换扩散模型放弃风险死亡率风险最低到期保证收益估值均值回归与跳跃模型金融工程保证最低到期利益体制转换跳扩散模型Valuation of GLWB annuitiesGuaranteed minimum accumulation benefits valuation周期股利策略