赵轶星,yh86银河国际云山青年学者,加拿大西安大略大学精算科学专业博士毕业,广东省博士后人才引进计划入选者。主要研究方向为保险精算、风险管理和随机过程。主持中国博士后科学基金面上项目一项。目前已在《Insurance: Mathematics and Economics》、《North American Actuarial Journal》等国际权威期刊上发表学术论文5篇。获得过广东优秀保险研究成果一等奖等奖项。
[1] Yixing Zhao and Yan Zeng*. Optimal commissions and subscriptions in mutual aid platforms. Astin Bulletin. (精算领域顶刊, SSCI, JCR:Q3, 一审修改中) [2] Yixing Zhao, Rogemar S Mamon and Heng Xiong*. (2021). Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments. Financial Innovation. DOI : 10.1186/s40854-021-00287-5. (SSCI, JCR: Q1) [3] Rogemar S Mamon*, Heng Xiong and Yixing Zhao. (2021). The valuation of a guaranteed minimum maturity benefit under a regime-switching framework. North American Actuarial Journal, 25(3):334-359. (精算领域顶刊, ESCI) [4] Yixing Zhao and Rogemar S Mamon*. (2018). An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks. Insurance: Mathematics and Economics, 78:1-12. (精算领域顶刊, SSCI, JCR: Q2) [5] Yixing Zhao and Rogemar S Mamon*. (2020). Annuity contract valuation under dependent risks. Japan Journal of Industrial and Applied Mathematics, 37:1-23. (SCIE, JCR: Q4) [6] Yixing Zhao, Rogemar S Mamon* and Huan Gao. (2018). A two-decrement model for the valuation and risk measurement of a guaranteed annuity option. Econometrics and Statistics, 8:231-249. (ESCI)
入选“广东省博士后人才引进计划”(2022) 广东优秀保险研究成果一等奖(2021) 广东优秀保险研究成果二等奖(2020)
《保险精算》,《概率论与数理统计》