教育和工作经历：

2024年04月—至今  南开大学南开-泰康保险与精算研究院 教授、副院长

2020年12月—2024年03月 西南财经大学 教授

2015年04月—2020年11月 南开大学金融学院 教授

1999年07月—2015年04月 南开大学保险系 讲师、副教授、教授

1990年09月—1999年07月 南开大学 理学学士、博士

研究领域：

主要研究方向：金融机构的风险管理，保险精算

科研成果：

1. Contagion network, portfolio credit risk, and financial crisis, (with Michael C. Fu, Fei Li, Rongwen Wu), European Journal of Operational Research, Volume 321, March 2025, 942-957, https://doi.org/10.1016/j.ejor.2024.09.026

2. Does air pollution cause more car accidents? Evidence from auto insurance claims, (with Yongheng Deng, Jia He, Xixi Shen), China Economic Review, Volume 88, December 2024, 102261, DOI: 10.1016/j.chieco.2024.102261

3. Pure risk, agency conflict, and hedging. (with Lu Chen, Wenyuan Zheng), Journal of Banking and Finance (2024), Volume 168, November 2024, 107294，DOI: 10.1016/j.jbankfin.2024.107294

4. Systemic risk and financial networks, (with Xiaoyuan Zhang), Quarterly Review of Economics and Finance 94 (2024) 25–36, DOI: 10.1016/j.qref.2023.12.012

5. Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model, (with Michael C. Fu, Rongwen Wu and Tianqi Zhang), Frontiers of Mathematical Finance, 2022 春季, 1(1): 137-160. doi: 10.3934/fmf.2021005

6. Reinsurance Strategy and Network Contagion: A Macroprudential Perspective, (with Fei Li, Jingfeng Xu)，Applied Economics Letters, Volume 29, 2022 - Issue 7: 651-656, DOI: 10.1080/13504851.2021.1883522

7. Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions, (with Michael C. Fu, Guozhen Li, Rongwen Wu), 2017，Management Science 63(11): 3961-3977.

( https://doi.org/10.1287/mnsc.2016.2522)

8. Price dynamics, social networks and communication，(with Wang Lijia, Lu Guoxiang), Finance Research Letters, Volume 22 (2017), 197-201.

     （https://doi.org/10.1016/j.frl.2017.06.013）

9. An OLG Model for Optimal Investment and Insurance Decisions，(with Pu LIAO, Jingfeng XU), The Journal of Risk and Insurance, Volume 82（2015），Issue 1，Page 149-172

      （http://onlinelibrary.wiley.com/doi/10.1111/j.1539-6975.2013.12017.x/abstract）

10. Measuring financial contagion using general social interaction model with trade network structure, (with Han WANG，Xinrong XIAO), Applied Economics Letters, Vol. 21 (2014), No. 9, 631–635

(http://dx.doi.org/10.1080/13504851.2013.879279)

11. Pricing Parisian Options by Generating Functions, (with Haijian ZHAO), The Journal of Derivatives, 2009.5

12. The Flagged Double Schur Function, (with William Chen, James D. Louck), Journal of Algebraic Combinatorics, 2002.1

研究课题：

l 一般跳分布下的跳扩散模型的期权定价理论及其应用，国家自然科学基金，主持人，201701-202012，项目号：71671094

l 路径依赖型期权的数值方法以及应用研究，国家自然科学基金，主持人，201201-201512，项目号：71171119