苏孝珊

职称/职务:讲师

主要研究领域:金融工程、量化投资、保险精算、决策理论

电子邮箱:suxiaoshan2018@126.com

办公室:经管大楼A楼205室

教育背景与工作经历

教育背景

博士,金融工程,北京航空航天大学,2014-2021

博士,量化金融,里昂大学,2017-2020

硕士 (硕转博),数学,北京航空航天大学,2012-2014

学士,数学与应用数学,北京科技大学,2008-2012

 

学术经历

博士联合培养,金融学,里昂商学院,2016.09-2017.09

访问学生,金融学,立命馆大学,2018.07-2018.09


工作经历

讲师,红宝石9999hbs,2021-至今



教研项目及成果

论文成果

1. X. Su, and Y. Li (2024): Robust portfolio selection with subjective risk aversion under dependence uncertainty, Economic Modelling, pp. 1-16. (SSCI, ABS 2 星)

2. Y. Li, X. Su, and M. Bai (2024): A stochastic dynamic programming model for the optimal policy mix of the carbon tax and decarbonization subsidy, Journal of Environmental Management, pp. 1-23. (SCI, ABS 3 星)

3. X. Su, M. Bai, and Y. Han (2021): Robust portfolio selection with regime switching and asymmetric dependence, Economic Modelling, pp. 1-13. (SSCI, ABS 2 星)

4. O. Le Courtois, F. Quittard-Pinon, and X. Su (2020): Pricing and hedging defaultable participating contracts with regime switching and jump risk, Decisions in Economics and Finance, pp. 1-37. (ESCI, ABS 1 星)

5. O. Le Courtois, and X. Su (2020): Structural pricing of CoCos and deposit insurance with regime switching and jumps, Asia-Pacific Financial Markets, pp. 1–44. (ESCI, ABS 2 星)

6. E. André, O. Le Courtois, and X. Su (2019): Optimal insurance under third degree risk, Working Paper. (APRIA 2019最佳论文奖)


科研项目

1. 2015.09-2020.04,项目参与人, 不确定环境下我国社会养老保险基金偿付能力的压力测试和评估研究, 国家自然科学基金面上项目 



主讲课程


学术活动与社会服务

学术报告

2017, International Conference of the French Finance Association (AFFI), 瓦朗斯, 法国

2017, 21st International Congress on Insurance: Mathematics and Economics (IME), 维也纳, 奥地利 

2017, 2nd Workshop GEM-EM Lyon, 格勒诺布尔, 法国

2017, The Quantitative Methods in Finance 2017 Conference (QMF), 悉尼, 澳大利亚

2018, Ritsumeikan University, 京都, 日本

2019, Workshop 2019 ED SEG University Lyon, 里昂, 法国

2019, International AFIR/ERM Colloquium 2019, 佛罗伦萨, 意大利

2019, University Lumiére Lyon 2, 里昂, 法国

2019, 23rd International Congress on Insurance: Mathematics and Economics (IME), 慕尼黑, 德国 

2019, International Conference of the Asia-Pacific Risk and Insurance Association (APRIA), 首尔, 韩国


荣誉

亚太风险与保险协会第23届年会最佳论文奖