清华大学经济管理学院金融系导师介绍：张丽宏

　　►研究成果
　　期刊论文（国际）
　　Chen, B., Zhang, L. and Zhao, L (2010), “On the Robustness of Longevity Risk Pricing”, Insurance: Mathematics and Economics 47, 358-373.
　　Sun, L., Zhang, L. (2010) “Optimal Consumption and Investment under Irrational Beliefs”, Accepted by Journal of Industrial and Management Optimization.
　　Wang, Z., Xia, J. and Zhang, L.H., (2007) “Optimal Investment for An Insurer: the Martingale Approach”, Insurance: Mathematics and Economics 40(2), 322-334.
　　Gao, F., Song, F. and Zhang, L.H., (2007) “Coherent Risk Measure, Equilibrium and Equilibrium pricing”, Insurance: Mathematics and Economics 40, 85-94
　　Yang, J., Cheng, S. and Zhang, L.H., (2006) “Bivariate Copula Decomposition in Terms of Comontonicity, Countermonotocity and Independence”. Insurance: Mathematics and Economics 39, 267-284.
　　Ng, KW, Yang, H. and Zhang, L.H., (2006) “Upper Bounds for Ruin Probability under Compound Filtered Poisson Models”, International Journal of Statistics and System Vol.1 No. 2, 191-201.
　　Yang Hailiang. & Zhang L.H. (2006) “Ruin Problems for a Discrete Time Risk Model with Random Interest Rate”, Mathematical Methods of Operations Research Vol 63, No. 2, 287-299.
　　Yang H. & Zhang, L.H., (2005) “Optimal Investment for Insurer with Jump-Diffusion Risk Process”, Insurance: Mathematics and Economics 37(3), 615-634.
　　Ng KW, Yang H. & Zhang L.H., (2004) “Ruin Probability under Compound Poisson Models with Random Discount Factor”, Probability in Engineering and Informational Sciences, 18, 2004, 55-70.
　　Yang H. & Zhang L.H., (2003)“Martingale Method for Ruin Probability in an Autoregressive Model with Constant Interest Rate”, Probability in Engineering and Informational Sciences, 17, 2003, 183-198.
　　Yang H. & Zhang L.H., (2001) “The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force”, North American Actuarial Journal 5(3): 92-103.
　　Yang H. & Zhang L.H, (2001) “On the Distribution of Surplus Immediately after Ruin under Interest Force”, Insurance: Mathematics & Economics, Vol. 29, Issue 2, 247-255.
　　Yang H. & Zhang L.H., (2001) “On the Distribution of Surplus Immediately before Ruin under Interest Force”, Statistics & Probability Letters, Vol.55, Issue 3, 329-338.