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师资队伍

40001百老汇官网电子入口保险系

教授

硕士生导师

40001百老汇官网电子入口保险系保险精算教研室


研究方向:保险精算、风险管理、保险经济学


E-mailxianghu@zuel.edu.cn

讲授课程:

非寿险精算(本)、社会保险(本)、精算理论与实务(硕)


现任职务:

保险系主任


个人简历

2023.12-至今       40001百老汇官网电子入口教授

2019.01-2023.12       40001百老汇官网电子入口副教授

2015.07-2018.12    40001百老汇官网电子入口, 讲师

2014.07-2014.10    香港大学统计与精算学系, 访问学者

2012.09-2015.06    南开大学40001百老汇官网电子入口, 经济学博士


个人荣誉

中国准精算师(ACAA

中南财经政法大学“文澜青年学者


学术成果:论文

[1] 胡祥, 张连增. 最优奖惩系统的构建与评价——基于索赔次数与赔款金额的综合视角. 数理统计与管理, 2024年第2.

[2] Ho, K. C., Shen, X., Yan, C., Hu, X., 2023. Influence of green innovation on disclosure quality: Mediating role of media attention. Technological Forecasting and Social Change, 188, 122314.

[3] Chen, L., Hu, X., Chen, M., 2023. Optimal investment and reinsurance for the insurer and reinsurer with the joint exponential utility under the CEV model. AIMS Mathematics, 8(7), 15383-15410.

[4] Guan, G., Hu, X., 2022. Time-consistent investment and reinsurance strategies for mean-variance insurers in n-agent and mean-field games. North American Actuarial Journal, 26(4), 537-569.

[5] 胡祥, 崔巍川, 张连增道路交通事故后果与我国交强险奖惩系统的构建与评价保险研究, 2022年第7.

[6] Hu, X., Zhang, L., 2022. Multivariate distribution with time and cross-dependence: Aggregation and capital allocation. ASTIN Bulletin: The Journal of the International Actuarial Association, 52(2), 669-706.

[7] Guan, G., Hu, X., 2022. Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity. The North American Journal of Economics and Finance, 63, 101793.

[8] Guan, G., Hu, X., 2022. On the analysis of a discrete-time risk model with INAR(1) processes. Scandinavian Actuarial Journal, 2022(2), 115-138.

[9] Chen, M., Hu, X., 2021. On the evaluation of risk models with bivariate integer-valued time series. Lithuanian Mathematical Journal, 61(4), 425-444.

[10] Sun, W., Hu, X., Zhang, L., 2020. Moments of discounted aggregate claims with dependence based on Spearman copula. Journal of Computational and Applied Mathematics, 377, 112889.

[11] Chen, M., Hu, X., 2020. Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process. Communications in Statistics: Theory and Methods, 49(16), 3985-4001.

[12] Yuan, N., Hu, X., Chen, M., 2018. Risk aggregation based on the Poisson INAR (1) process with periodic structure. Lithuanian Mathematical Journal, 58(4), 505-515.

[13] Hu, X., Zhang, L., Sun, W., 2018. Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations. Scandinavian Actuarial Journal, 2018(5), 412-425.

[14] Hu, X., Duan, B., Zhang, L., 2017. De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information. Insurance: Mathematics and Economics, 76(5), 48-55.

[15] 胡祥, 段白鸽, 孙维伟再保险精算模型风险评估——基于相关性的实证研究保险研究, 2017年第6.

[16] 孙维伟, 张连增, 胡祥基于分层广义线性模型的非寿险费率厘定精算模型研究统计与信息论坛, 2017年第6.

[17] 胡祥, 张连增. 极值copula的统计推断与实证分析数理统计与管理, 2017年第2.

[18] Hu, X., Zhang, L., 2016. Ruin probability in a correlated aggregate claims model with common Poisson shocks: Application to reinsurance. Methodology and Computing in Applied Probability, 18(3), 675-689. 

[19] Hu, X., Yang, H., Zhang, L., 2015. Optimal retention for a stop-loss reinsurance with incomplete information. Insurance: Mathematics and Economics, 65(6), 15-21. 

[20] Zhang, L., Hu, X., Duan, B., 2015. Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) Process. Scandinavian Actuarial Journal, 2015(5), 455-467.

[21] 张连增胡祥基于分层阿基米德Copula的金融时间序列的相关性分析统计与信息论坛, 2014年第6.

[22] 张连增胡祥. Copula的参数与半参数估计方法的比较统计研究, 2014年第2.

[23] 张连增胡祥财险公司赔款与直接理赔费用的相关性分析保险研究, 2013年第11.


学术成果:著作、教材

著作:

1.《最优再保险精算模型理论与应用》经济科学出版社, 2018.

2.《我国上市保险公司系统性风险评估》经济科学出版社, 2019.

教材:


学术成果:课题

1.国家自然科学基金面上项目:风险关联视角下保险公司信度保费厘定与最优资本配置研究, 72371246, 主持, 20241-202712.

2.国家自然科学基金面上项目:基于整值时间序列和相依结构的保险风险建模与最优管理策略研究, 71971216, 主持, 20201-202312.

3.国家自然科学基金青年项目: 基于不完全信息和相依结构的最优再保险策略研究, 71601186, 主持, 20171-201912.

4.中央高校基本科研业务费专项资金项目: 长寿风险管理与保险决策分析, 2722024BY007, 主持, 20241-202412.

5.中央高校基本科研业务费专项资金项目: 基于Copula理论的保险风险管理研究, 2722020JCT008, 主持, 20201-202012.