个人简介
钱林义，经济与管理学部统计学院教授，博士生导师，上海市曙光学者，中国准精算师。
工作经历
2005.7－2007.7 华东师范大学统计系助教
2007.7－2007.12 华东师范大学金融与统计学院助教
2007.12－2011.12 华东师范大学金融与统计学院讲师
2011.12－2016.12 华东师范大学金融与统计学院副教授
2016.12—至今 华东师范大学经济与管理学部统计学院教授
教育经历
1998.9－2002.7华东师范大学统计系保险专业本科
2002.9－2005.7华东师范大学统计系概率论与数理统计专业精算方向硕士
2008.9－2011.6华东师范大学金融与统计学院精算学博士
荣誉及奖励
上海市自然科学奖三等奖（2019）
近期论文
查看导师最新文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian.Reinsurance-investment game between two mean-variance insurers under model uncertainty. Journal of Computational and Applied Mathematics, 2021, 382:.2021.01
范堃，竺琦，钱林义，张楠，基于目标替代率的税延型商业养老保险扣除限额优化研究，保险研究，2020年第2期，70-81.
Ning Wang, Linyi Qian, Nan Zhang*, Zehui Liu (2019). Modelling the aggregate loss for insurance claims with dependence. To appear at Communications in Statistics-Theory and Methods.
范堃, 杨雯霓, 钱林义*, 何裕馨，税延商业养老保险的分等级税率研究，华东师范大学学报（哲学社会科学版），2019年第4期，133-142.
Nan Zhang, Zhuo Jin, Linyi Qian,Kun Fan, Stochastic differential reinsurance games with capital injections, Insurance Mathematics and Economics. 88(2019),7-18.
Nan Zhang, Zhuo Jin, Linyi Qian, Wei Wang*. Optimal reciprocal stop-loss reinsurance with mutual utility improvement, Journal of Industrial and Management Optimization.Accept
Linyi Qian, Yang Shen, Wei Wang, Zhixin Yang. Valuation of Risk-Based Premium of DB Pension Plan with Terminations, Insurance Mathematics and Economics. 86(2019),51-63.
Ning Wang, Nan Zhang, Zhuo Jin, Linyi Qian. Robust non-zero-sum investment and reinsurance game with default risk. Insurance Mathematics and Economics. 84(2019), 115-132.
Linyi Qian, Wei Wang,Ning Wang, Shuai Wang. Pricing and hedging equity-indexed annuities via local risk-minimization. Communications in Statistics-Theory and Methods.48（6）2019, 1417-1437.
Nan Zhang, Zhuo Jin, Linyi Qian*, Rongming Wang. Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer, Journal of Computational and Applied Mathematics.342 (2018) ,337-351.
Linyi Qian, Lv Chen, Zhuo Jin, Rongming Wang. Optimal Liability Ratio and Dividend Payment Strategies under Catastrophic Risk, Journal of Industrial and Management Optimization. 14(4)2018, 1443-1461.
Linyi Qian, Zhuo Jin, Wei Wang, Lv Chen. Pricing dynamic fund protections for a hyperexponential jump diffusion process. Communications in Statistics –Theory and Methods. 47(1) 2018, 210-221.
Lv Chen, Linyi Qian, Yang Shen, Wei Wang, Constrained investment–reinsurance optimization with regime switching under variance premium principle. Insurance: Mathematics and Economics .71 (2016), 253–267.
Wei Wang, Zhuo Jin, Linyi Qian*, Xiaonan Su. Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Stochastic Analysis and Applications.34(4)2016,662-678.
Wei Wang, Linyi Qian*, Wensheng Wang. Hedging of contingent claims written on nontraded assets under Markov-modulated models. Communications in Statistics –Theory and Methods.45(12）2016,3577-3595.
Zhuo Jin, Linyi Qian*, Wei Wang, Rongming Wang.Pricing dynamic fund protections with regime switching. Journal of Computational and Applied Mathematics.297 (2016) 13-25.
Zhuo Jin, Linyi Qian*. Lookback Option Pricing for Regime-Switching Jump Diffusion Models. Mathematical Control and Related Fields. 5(2)2015, 237-258.
Wei Wang, Linyi Qian*, Xiaonan Su, Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model. Journal of Industrial and Management Optimization, 11(2)2015, 493-514.
Shuai Wang, Yang Shen, Linyi Qian*, Static Hedging of Geometric Average Asian Options with Standard Options. Communications in Statistics –Simulation and Computation, 44(8)2015, 2101-2116.
Linyi Qian, Wei Wang, Rongming Wang, Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model. Acta Mathematicae Applicatae Sinica (English Series), 31(1)2015, 101-110.
Linyi Qian, Rongming Wang, Qian Zhao, Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. Communications in Statistics – Theory and Methods, 43(14)2014, 2870–2885.
Linyi Qian, Wei Wang, Rongming Wang, Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model. Journal of Industrial and Management Optimization, 9(2) 2013, 411-429.
Liang Peng, Linyi Qian, Jingping Yang. Weighted Estimation of the Dependence Function for an Extreme-Value Distribution. Bernoulli, 19(2) 2013, 492-520.
Linyi Qian, Rongming Wang, Shuai Wang, Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk. Science China-Mathematics, 55(11) 2012, 2335-2346.
LinyiQian, Wei Wang, Rongming Wang, Yincai Tang, Valuation of equity-indexed annuity under stochastic mortality and interest rate, Insurance: Mathematics and Economics, 47(2) 2010, 123-129.
Liping Zhu, Linyi Qian and Jingguan Lin, Variable selection in a class of single-index models, Annals of the Institute of Statistical Mathematics，63(6)(2011), 1277-1293.
Linyi Qian, Hailiang Yang, Rongming Wang, Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Levy model. Frontiers of Mathematics in China, 6(6) 2011, 1185-1202.
Shuai Wang, Linyi Qian, Valuation of European Currency Options in Financial Engineering. Systems Engineering Procedia. 2 (2011) , 222 -230.
Wei Wang, Linyi Qian, Wensheng Wang. Hedging strategy for unit-linked life insurance contracts in stochastic volatility models [J]. WSEAS Transactions on Mathematics, 2013, 12(4)，363-373.
范堃, 杨雯霓, 钱林义*, 何裕馨，税延商业养老保险的分等级税率研究，华东师范大学学报（哲学社会科学版），2019年第4期，133-142.
郑玮，柴柯辰，钱林义，同出生年死亡率相关性效应下的长寿债券定价研究，应用概率统计，30（1）2014: 72-83.
姚定俊,钱林义,程恭品. Optimal Investment Strategy in a Markov-Modulated Risk Model: Maximizing the Terminal Utility，应用概率统计. 29（3）2013：317-329.
王伟；钱林义；温利民，Regime Switching Levy模型下的局部风险最小套期保值策略，应用数学学报，36(6)2013: 1053-1071.
钱林义，韩天雄，寿险保单贴现探析，上海保险，第315期，2012，22-24.
丁芳清，钱林义，杨亚松，A Easy and Feasible Way to Construct the Joint-Life Status Life Table: Method and Theory，应用概率统计，28（3）2012:235-243.
钱林义，汪荣明，刘迪，用随机模拟法提留权益指数年金准备金，数理统计与管理，29(4) 2010：648-655.
谌明超，贺思辉，钱林义，我国企业年金税收优惠政策建模及分析，统计与信息论坛，24（110）2009：66-71.
钱林义，朱利平，姚定俊，Valuation of Equity-Indexed Annuity under Jump Diffusion Process，应用概率统计，24（6）2008：648-659. (CSCD)
钱林义，范堃，韩天雄，保险资金可投资不动产带来的几点思考，上海保险，第278期，2008，36-39.
王修文，钱林义，关于2000-2003 新生命表出台对寿险业的影响分析，应用概率统计，24（1）2008，98-106.
沈洋，钱林义，加息对保险资金运用的影响，金融与经济，第351期，2007：61-63.
钱林义，汪荣明，廖靖宇，考虑死亡风险下权益指数年金的定价，应用数学学报，30（3）2007：497-505.
廖靖宇，钱林义、韩天雄，平均法下权益指数年金的定价，集团经济研究，第119期，2006：173-175.
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