Ongoing Projects

Funding Name	Project Title	Principal investigator
(NSFC): General Programme	Some research problems in actuarial science using deep learning	Bai, Long
(NSFC): Young Scientists Fund	Systemic risk Under Catastrophe Risk：An asymptotic approach	Liu, Jiajun
(NSFC): Young Scientists Fund	The phase transitions and the asymptotical behaviors of the non-directed polymer model	Wei, Ran
(NSFC): General Programme	Research on stochastic control problems of life insurance models under hidden Markov chain environment and annuity puzzle problems	Xu, Ran
(NSFC): Young Scientists Fund	Optimal dividend and capital injection with practice constraints and risk management restriction	Xu, Ran

Funding Name	Project Title	Principal investigator
JSNSFC	Stochastic modelling on the stability of financial system	Zhang, Zhehao

Funding Name	Project Title	Principal investigator
KSF	Economic Scenario Generator Research (ESG-V)	Hong, Yi
KSF	Development of Economic Scenerario Generator (ESG)	Hong, Yi
KSF	Global Gold Market Predictability	Zong, Lu

Research