Ongoing Projects

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

Funding Name	Project Title	Principal investigator
JSNSFC	Optimal dividend and capital injection problem with regime switching	Ran Xu
JSNSFC	Risk Contagion under Catastrophe: Quantitative analysis and its applications in Risk Management	Jiajun Liu
JSNSFC	The effects of childhood trauma on symptoms and efficacy of schizophrenia	Rong Li
JSNSFC	The Distribution of the Discounted Claims under Renewal Sums	Zhehao Zhang

Funding Name	Project Title	Principal investigator
KSF	Economic Scenario Generator(ESG)	Yi Hong

Research