主要发表论文
[1] Dongchen Li, Yan Zeng* and Yixing Zhao. (2024). The impact of intermediaries on insurance demand and pricing. Insurance Mathematics and Economics, 143-156. (精算领域顶刊, SSCI, JCR:Q2)
[2] Yixing Zhao and Yan Zeng*. (2023). Optimal commissions and subscriptions in mutual aid platforms. Astin Bulletin, 53(3): 658-683. (精算领域顶刊, SSCI, JCR:Q3)
[3] Yixing Zhao, Rogemar S Mamon and Heng Xiong*. (2021). Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments. Financial Innovation. DOI : 10.1186/s40854-021-00287-5. (SSCI, JCR: Q1)
[4] Rogemar S Mamon*, Heng Xiong and Yixing Zhao. (2021). The valuation of a guaranteed minimum maturity benefit under a regime-switching framework. North American Actuarial Journal, 25(3):334-359. (精算领域顶刊, ESCI)
[5] Yixing Zhao and Rogemar S Mamon*. (2018). An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks. Insurance: Mathematics and Economics, 78:1-12. (精算领域顶刊, SSCI, JCR: Q2)
[6] Yixing Zhao and Rogemar S Mamon*. (2020). Annuity contract valuation under dependent risks. Japan Journal of Industrial and Applied Mathematics, 37:1-23. (SCIE, JCR: Q4)
[7] Yixing Zhao, Rogemar S Mamon* and Huan Gao. (2018). A two-decrement model for the valuation and risk measurement of a guaranteed annuity option. Econometrics and Statistics, 8:231-249. (ESCI)
主持项目
2025 中国自然科学基金青年科学基金项目（C类）
2024 教育部人文社科基金青年项目
2020 中国博士后科学基金面上项目
