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Scientific Research
尚勤
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Associate Professor Supervisor of Master's Candidates
Scientific Research
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Shang Qin, Fu Xingrui.Catastrophe Risk Management: Risk Loss Allocation and CAT Bond Pricing[A],2018,97-102
尚勤.基于POT模型的地震风险评估与巨灾债券设计[J],金融,2017
尚勤.基于POT模型的地震再保险定价研究[J],统计学与应用,2017
尚勤.Pricing extreme mortality bonds with default risk[A],2017
Shang Qin, Li Longxin.Pricing Extreme Mortality Bonds with Default Risk[A],2017,234-239
吕筱宁, 秦学志, 尚勤.考虑跨期系统风险的存款保险逆周期定价方法[J],系统管理学报,2016,25(1):11-21,27
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Published Books
死亡率风险证券化：债券类产品的设计与定价研究
Research Projects
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助力辽宁中小企业可持续发展的团体贷款定价策略研究, 省、市、自治区项目, 2016/11/02-2021/08/31, 结题
适应辽宁省人口老龄化特征的住房反向抵押贷款定价研究, 省、市、自治区科技项目, 2014/07/11-2023/09/13, 结题
对偶效用理论框架下的巨灾死亡率债券定价研究, 国务院其他部门, 2010/01/01-2012/12/31, 结题
中国老龄化背景下的长寿债券定价研究, 国家自然科学基金项目, 2011/09/25-2014/12/31, 结题
一带一路国家资金融通机制设计与资本配置效率评价体系研究, 国家社科规划、基金项目, 2018/11/06-2024/05/15, 结题
商业银行贷款信用等级转移风险研究-基于宏观经济因素影响的实证分析, 省、市、自治区科技项目, 2013/12/31-2023/09/13, 结题
