南加州大学应用数学博士
金融工程，期权定价，随机过程，金融风险管理，再保险理论
■ Dong, H., D. Luo, Xudong Zeng, Z. Zou, 2023. Cross‐affiliation collaboration and power laws for research output of institutions: Evidence and theory from top three finance journals, International Studies of Economics, http://doi.org/10.1002/ise3.52 (The publishing styles in JF, JFE, and RFS are different. Read this paper! )
■ Portfolio Concentration, Portfolio Inertia, and Ambiguous Correlation.(With Julia Jiang, Jun Liu and Weidong Tian). Journal of Economic Theory, Volume 203, 105403, 2022.
■ Pay-As-You-Drive Insurance: Modelling and Implications.(With Frank Feng and Jiang Chen). North American Actuarial Journal, https://doi.org/10.1080/10920277.2022.2077220
■ Tail Risk, Robust Portfolio Choice, and Asset Prices. Management Science, with Xing Jin and Dan Luo. June 2020， https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2020.3615
■ Non-zero-sum
Stochastic Differential Reinsurance and Investment Games with Default
Risk, with Huiming Zhu and Chao Deng. European Journal of Operational
Research., March, 2017.http://www.sciencedirect.com/science/article/pii/S0377221717306240
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Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise
Optimization Approach, with Xing Jin and Dan Luo. Mathematics of
Operations Research, February 2017. http://pubsonline.informs.org/doi/10.1287/moor.2017.0854
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The Theory of Optimal Stochastic Control as Applied to Insurance
Underwriting Cycles, (With David L. Eckles and David Mccarthy). North
American Actuarial Journal, 20(4), 327–340, 2016.
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Dynamic Portfolio Choice with Stochastic Wage and Life Insurance,
(With Yuling Wang, James M. Carson). North American Actuarial Journal,
Vol. 19, Issue 4, 2015, 256-272. http://dx.doi.org/10.1080/10920277.2015.1041987.
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Optimal Life Insurance under No-Borrowing Constraints: Duality
Approach and Example, (With J. Carson, Q. Chen and Y. Wang),
Scandinavian Actuarial Journal, (SSCI) Vol. 2016, No.9, 793-816, http://dx.doi.org/10.1080/03461238.2015.1025822
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Optimal Reinsurance: Minimize the Expected Time to Reach a Goal. (With
Shangzhen Luo, Mingming Wang), Scandinavian Actuarial Journal, (SSCI)
Vol. 2016, issue 8, 741-762
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离散抽样方差互换定价研究, (杜琨)，管理科学学报,2015年11月。 Pricing Discretely-Sampled Variance
Swaps under A Class of SVJ Models (in Chinese). (With Kun Du), Journal
of Management Science of China, November, 2015.
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Stochastic Pareto-Optimal Reinsurance Policies. (With Shangzhen Luo).
Insurance: Mathematics and Economics (SCI,SSCI) 53, 671-677, 2013.
■ A Stochastic Volatility Model and Optimal Portfolio Selection. (With M. Taksar). Quantitative Finance (SCI) 13, 1547-1558, 2013.
资产定价，投资组合，金融工程
2022 年“中国保险与风险管理国际年会”优秀论文二等奖 中国保险与风险管理国际年会
2016 年“中国金融学年会”优秀论文二等奖 中国金融学年会
2022 教学成果奖，上海市教学成果一等奖
2022 教学成果奖，国家级（研究生）教学成果二等奖
主持：教育部人文社科重点研究基地重大项目：中国特色多层次贫困治理与保险保障体系研究，2023-2025
主持：国家自然科学基金面上项目：多资产跳-扩散模型和最优投资组合及应用，2018-2021.(71771142)
主持：国家自然科学基金面上项目：不完全市场模型下涉及寿险相关产品的最优资产组合，2013-2016.(71271127)