教学和研究领域

教学课程：风险管理（本科，54课时），保险精算个案研究（硕士，36课时），保险精算（硕士，54课时）

研究领域：破产理论，公司金融，投资组合管理，巨灾保险。

学术经历

保险与精算系助理教授，武汉大学，2015年11月—至今

统计与精算系助教，加拿大西安大略大学，2011年9月—2015年8月

国际期刊论文

[1]Yang Chen, Jiang Wenjun, Wu Jiang, Liu Xin, and Li Zhichuan (Frank),“Clustering of financial instruments using jump tail dependence coefficient”,Statistical Methods and Applications, forthcoming.

[2]Sendova Kristina P., Yang Chen and Zhang Ruixi,“Dividend Barrier Strategy: Proceed with Caution”,Statistics and Probability Letters, Vol. 137, 2018, pp. 157-164.

[3]Dang Chongyu, Li Zhichuan (Frank), and Yang Chen,“Measuring firm size in empirical corporate finance”,Journal of Banking and Finance, Vol. 86, 2018, pp. 159-176.

[4]Yang Chen, Sendova Kristina P., and Li Zhong,“On the Parisian ruin of the dual Lévy risk model”,Journal of Applied Probability, Vol. 54, 2017, pp. 1193-1212.

[5]Li Zhong, Sendova Kristina P., and Yang Chen,“On a perturbed dual risk model with dependence between inter-gain times and gain sizes”,Communications in Statistics - Theory and Methods, Vol. 46(21), 2017, pp. 10507-10517.

[6]Yang Chen and Sendova Kristina P.,“The discounted moments of the surplus after the last innovation before ruin under the dual risk model”,Stochastic Models, Vol. 30(1), 2014, pp. 99-124.

[7]Yang Chen and Sendova Kristina P.,“The ruin time under the Sparre-Andersen dual model”,Insurance: Mathematics and Economics, Vol. 54, 2014, pp. 28-40.

国内期刊论文

田玲，孙宁和杨琛，基于CARA效用的帕累托最优地震指数保险设计,《保险研究》，第二期，17-31页，2018年

专业组织会员与资格证

ASA（北美准精算师）

特邀演讲与媒体报道

On the threshold strategy for dividend payments under the dual model perturbed by diffusion.Annual Meeting of the Statistical Society Canada,June 2014, Toronto, Canada.