Consultation Hour

By appointment. (Please send me a short email in advance.)

Education

• Since 11/2017: Ph.D. student, Institute of Insurance, Ulm University, Ulm, Germany
• 09/2015-10/2017: Double degree program:
  • Master of Economics, School of Economics, Fudan University, Shanghai, China
  • Master of Finance, Math and Economics department, Ulm University, Ulm, Germany
• 09/2011-06/2015: Bachelor of Economics,  School of Economics, Fudan University, Shanghai, China

Teaching

• Winter semester 2019/2020: Special Aspects of Insurance Economics (Master Seminar with Prof. Dr. An Chen)
• Summer semester 2020: Special Aspects of Insurance Economics (Master Seminar with Prof. Dr. An Chen)
• Winter semster 2020/2021: Special Aspects of Insurance Mathematics (Master Seminar with Prof. Dr. Mitja Stadje)
• Summer sememster 2021: exercise session of Risk Theory II 

Current Research Interest

• Risk measure
• Pension reform
• Machine learning for finance

In progress paper

 

The equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization. (With An Chen and Mitja Stadje) 

On the optimal design of a collective defined contribution fund: A Bayesian optimization approach. (With An Chen and Motonobu Kanagawa) working paper.