个人介绍
姓名 邓超 行政职务 副院长
系别 风险管理与保险系 职称 副教授
办公电话 E-mail dengchaohunan@163.com
  • 个人简介
  • 科研成果
  • 所获荣誉
  • 教授课程
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    (一)代表性论文:

    (1) Deng. C., Zeng. X., Zhu. H. Non-zero-sum stochastic differential reinsurance and investment games with default risk. European Journal of Operational Research, 2018, 264(3), 1144-1158. SSCI/SCI. (JCR一区  ABS 4星).

    (2) Deng. C. Su X, Wang .G, Peng.C.  The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors, Economic Modelling,  2022,  113,105895. SSCI. (JCR一区)

    (3) Zhu, H., Deng, C., Yue, S., Deng, Y. Optimal reinsurance and investment problem for an insurer with counterparty risk, Insurance: Mathematics and Economics,2015, 61:242-254. SCI/SSCI. (JCR二区 ABS 3星)

    (4) Su,X., Peng, C., Lv, Z., Deng. C.*  Do the Renminbi and Hong Kong dollar bubbles interact? International Journal of Finance and Economics, 2022, Doi.org/10.1002/ijfe.2154. SSCI. (JCR二区 ABS 3星)

    (5) Deng. C, Bian, W, Wu, B., Optimal reinsurance and investment problem with default risk and bounded memory, International Journal of Control, 2020, 93(12):2982-2994. SSCI/SCI.(JCR二区 )

    (6) Deng. C, Yao, H, Chen Y, Optimal investment and risk control problem with delay for an insurer in defaultable market, Journal of Industrial and Management Optimization, 2020, 16(5): 2563-2579. SSCI/SCI. (JCR 三区)

    (7) Deng, C., Zhou X, Peng.C, Zhu H,. Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment. Finance Research Letters, 2022, 47,102565. SSCI. (JCR一区)

    (8)  Deng. C,Liang C, Hong Y., Jang Y. CCTV News’ Asymmetric Impact on the Chinese Stock Market during COVID-19: A Combination Analysis Based on the SVAR and NARDL Models. Emerging Markets Finance and Trade. 2023, https://doi.org/10.1080/1540496X.2022.2123219 . SSCI (JCR一区)

    (9) Yue, S., Ma, C., Zhao, X., Deng. C.* Pricing power exchange options with default risk, stochasticvolatility and stochastic interest rate. Communications in Statistics-Theory and Methods. 2023, 52(2),  1431-1456. SSCI/SCI. (JCR四区)

    (10) 邓超,吴志平,李诗雨,姚海祥. 人民币原油期货是否具有国际影响力? ———基于东南亚金融市场的实证研究,财经理论与实践, 2023,CSSCI. 接收

  • 1. 湖南省优秀博士学位论文奖

    2. 校级科研业绩二等奖(2018-2021)

    3. 优秀研究生导师

    4. 优秀本科生班级导师

    5. 优秀本科生毕业论文指导老师

    6. 大学生创新创业国家级项目指导老师

  • 开设课程情况:

    金融风险管理、金融工程、金融经济学、非寿险精算等

     

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