保险精算

Cheng Tao*, Ximin Rong, Hui Zhao, Target benefit pension with longevity risk and stochastic interest rate valuation, Insurance: Mathematics and Economics, 120(1): 285-301, 2025.

Cheng Tao*, Ximin Rong, Hui Zhao, Stochastic control with inhomogeneous regime switching: Application to consumption and investment with unemployment and reemployment, Journal of Mathematical Economics, 107: 102849, 2023.

Ximin Rong, Cheng Tao*, Hui Zhao, Target benefit pension plan with longevity risk and intergenerational equity, ASTIN Bulletin, 53(1): 84-103, 2023.

Ruotian Ti, Ximin Rong, Cheng Tao*, Hui Zhao, Mutual aid insurance with a three-state Markov chain, Scandinavian Actuarial Journal, 2024(9): 910-934, 2024.

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