Consultation Hour

By appointment. (Please send me a short email in advance.)

Education

• Since 11/2017: Ph.D. student, Institute of Insurance, Ulm University, Ulm, Germany 

               (supervised by Prof. Dr. Mitja Stadje and Prof. Dr. An Chen )

• 09 / 2015-10 / 2017: Double degree program:
  • Master of Economics, School of Economics, Fudan University, Shanghai, China
  • Master of Finance, Department of Mathematics and Economics, Ulm University, Ulm, Germany
• 09 / 2011-06 / 2015: Bachelor of Economics, School of Economics, Fudan University, Shanghai, China

Teaching

• Winter semester 2019/2020: Special Aspects of Insurance Economics (Master Seminar with Prof. Dr. An Chen)
• Summer semester 2020: Special Aspects of Insurance Economics (Master Seminar with Prof. Dr. An Chen)
• Winter semster 2020/2021: Special Aspects of Insurance Mathematics (Master Seminar with Prof. Dr. Mitja Stadje)
• Summer sememster 2021:  Exercise of Risk Theory II 
• Winter semester 2021/2022: Special Aspects of Insurance Economics (Master Seminar with Prof. Dr. An Chen)
• Winter semester 2021/2022: Exercise of Risk Theory I 

• Risk measure
• Pension reform
• Machine learning for finance

In progress paper

 

The equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization. (With An Chen and Mitja Stadje) 

Intergenerational risk sharing in a collective defined-contribution pension system: a simulation study with Bayesian optimization.  (With An Chen and Motonobu Kanagawa) 

Success and failure of the financial regulation on a surplus-driven financial company. (With An Chen and Mitja Stadje)