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姓名 张琰 行政职务
系别 金融学院 应用数学系 职称
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  • 个人简介
  • 科研成果
  • 所获荣誉
  • 教授课程
  • 个人简介:

    张琰,西安交通大学工学本科(电气工程),澳大利亚科庭大学理学硕士(精算和金融),澳大利亚科庭大学应用数学博士。目前任教于广东外语外贸大学金融学院应用数学系。美国精算协会准精算师 ASA-Associateship of Society of Actuaries (SOA)

    博士(数学与统计)

    澳大利亚科庭大学,科学与工程学院,数学与统计系    

    Doctor of Philosophy – Mathematics and Statistics

    Department of Mathematics and Statistics, Curtin University, Australia

    硕士(精算与金融)

    澳大利亚科庭大学,科学与工程学院,数学与统计系    

    Master of Science – Actuarial and Financial Science

    Department of Mathematics and Statistics, Curtin University, Australia

    Graduate with distinction, Rank 1stbased on Course Weighted Average

    本科(电气工程)

    西安交通大学,电气工程学院,电气工程与自动化专业    

    Bachelor of Engineering – Electrical Engineering and Automation

    Department of Electrical Engineering, Xi’an Jiaotong University, P.R. China

    美国精算协会准精算师 ASA-Associateship of Society of Actuaries (SOA)

    研究方向资产负债优化在保险金融行业的应用    

    Optimal asset liability management with application in insurance/finance industry under constraints

    2015-2017Lecturer, Department of Mathematics, Mahidol University (Rank 1st in Thailand and Rank 34th in Asia), Actuarial science international program and Industrial mathematics international program (all lectures and assessments are delivered in English)    

    Actuarial statistics (life and nonlife core subject)

    Financial mathematics (life and nonlife core subject)

    Risk analysis and credibility theory (nonlife core subject)

    Statistics,

    Statistical data analysis,

    Postgraduate seminar,

    2012-2015Sessional Academic, Department of Mathematics and Statistics, Curtin University(all tutorials and assessments are delivered in English)    

    2005-2009Electronic Engineer, Shanghai, P.R.China    


     

  • 科研成果

    RESEARCH PAPERS

    · Published

    o Mean-Variance Asset Liability Management with State-Dependent Risk Aversion

    First author and corresponding author

    North American Actuarial Journal

     

    · Accepted

    o A general optimization framework for the annuity contracts with multiscale stochastic volatility.

    First author and corresponding author

    Cogent mathematics

     

     

    研究基金 RESEARCH GRANTS

    · New researcher grant, from Mahidol Univeristy

    Completed

    · New scholar research grant, from Thailand Research Fund (TRF)

    Completed

  • 荣誉和奖项

    AWARDS

    澳大利亚科庭大学奖学金(博士)

    Curtin International Postgraduate Research Scholarship CIPRS,

    Curtin University, Australia

    澳大利亚科庭大学数学系奖学金(硕士)

    Scholarship from Department of Mathematics and Statistics,

    Curtin University, Australia

    澳大利亚科庭大学数学系 成绩优异奖

    Mathematics and Statistics Merit Award (优异奖)

    In recognition of excellence achievements by a student studying Master of Science (Actuarial and Financial Science), 

    Curtin University, Australia

  • 教授课程包括:精算统计学,金融数学,概率与统计,风险分析与管理,高等数学,微分方程。

基地地址:中国广州市番禺区小谷围广州大学城广东外语外贸大学院系办公楼四楼 510006 (南校区)       电话:020-37105380