Wang Lei(王蕾)
Name: Wang Lei
Mailing Address: NO. 200, Panlong Road, Qingpu District, Shanghai.
Organization: Asia-Pacific Finance and Development Institute
Email: wanglei@afdi.org.cn
Education:
PH.D. in Finance, Shanghai JiaoTong university, 2013.
M.A. in Economics, Ocean University of China, 2006.
B.A. in Engineering, Ocean University of China, 2002.
Fields of Research: Applied Microeconomics and Investment management
Publications:
Optimal reinsurance and investment policies under exponential mean-reversion financial market, Journal of Industrial Engineering and Engineering Management, forthcoming.
Financial Inclusion in the People’s Republic of China: Achievements and Challenges, Financial Inclusion in Asia.
The research and enlightenment on project performance management system based on DMF of the Asian Development Bank, Public Finance Research, June, 2014.
Optimal combining quota-share and excess -of-loss reinsurance and investment policies under exponential mean-reversion model，working paper.
Insurance- supporting mode of scientific and technological innovation, Science & Technology Progress and Policy, January, 2014.
Proportional Reinsurance and Investment Strategies: Maximizing the Terminal Wealth and Hedging, Journal of Systems & Management, November, 2013.
Optimal Reinsurance-Investment Strategies in a Mean-Reverting Market, March, 2013.
The sensitivity of stock return of life insurance to interest rate: based on GARCH model, Theory and Practice of Price, May, 2013.
Insurance-supporting mode of SMES’ innovation: a theoretical framework, Modern Management Science, July, 2013.
