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Deng, Yinglu

Assistant Professor, Department of Finance
   

Curriculum Vitae



Phone             (86) (10) 62795204
Email          
dengyl@sem.tsinghua.edu.cn
Office             334 Weilun Building
Office Hours    Wed.  14:00-15:00

 

Deng Yinglu is an assistant professor of Finance at School of Economics and Management in Tsinghua University. She earned her bachelor’s degree in life science and computer science at Peking University in 2004, and Master’s degree in finance at Peking University in 2006. In 2010, she received her master degree in statistics at McCombs School of Business of University of Texas at Austin where she held a Ph D. in Quantitative Finance and Risk Management & Insurance after one year.

Dr. Deng’s research focuses on Asset Pricing, Financial Risk Management, Quantitative Finance, Insurance and financial innovation.

Dr. Deng is also the member of American professional affiliations, which include: American Finance Association, Financial Management Association, American Risk and Insurance Association and Asia-Pacific Risk and Insurance Association. 

 Acadamic Papers
·      “Longevity/Mortality Risk Modeling and Securities Pricing”, Journal of Risk and Insurance, Sep 2012, Vol 79, Issue 3, pp697-721.

·      “Incorporating Longevity Risk and Medical Information into Life Settlement Pricing”, Journal of Risk and Insurance, Sep2013, Vol. 80 Issue 3, p799-826.

·      “Welfare Effects of Developing the Reverse Mortgage Market in China: An Individual and Social Perspective”, forthcoming at the Asia-Pacific Journal of Risk and Insurance.

·      基于中国随机死亡率的长寿风险建模和衍生品定价”, 《保险研究》, Issue 1, 2013.

·      “A Study on Pricing of the Reverse Mortgage with an Embedded Redeemable Option —An analysis based on China’s Market”, under review at the Insurance: Mathematics and Economics.

·      Optimal dividend payments in a dual risk model with both proportional and fixed transaction costs under review at the Insurance: Mathematics and Economics.

·      Optimal dividend strategies with time-inconsistent preferences and transaction costs in Cram´er-Lundberg model, under review at the Mathematical Finance.

·      “Reverse Mortgage Programs: Will China be the new marketplace”, under review at the Journal of Real Estate Finance and Economics

·      家庭保险资产持有影响因素分析under review at the 《保险研究》

·      寿险保单贴现定价”, under review at the《保险研究》

在研项目

·      小林实中国经济研究基金项目《基于国际ICPSolvencyII的中国宏观保险监管核心原则研究》

·      保监会部级课题《国际保险集团监管共同框架影响与政策》

·      自然科学基金项目《卖空机制、融资成本和定价效率

·      自然科学基金项目《老龄化背景下发展住房反抵押市场基础性研究》

·      自然科学基金项目《中国上市公司内部控制水平与溢价研究》

·      北京市上市公司内部控制水平评价

·      AXA国际保险集团课题《Culture and Risk

国际会议

·      2012 July, The 3th China International Conference on Insurance and Risk Management, Qingdao, China Committee Member

·      2013 July, The 4th China International Conference on Insurance and Risk Management, Kunming China Committee Member

·      2013 Sept., The 9th International Longevity Risk and Capital Market Solution Conference, Beijing, ChinaSession Chair & Invited Speech 

·      2013 Aug., American Risk and Insurance Association Annual Conference, Washington DC., U.S., Invited Speech

·      2013 July, Asia-Pacific Risk and Insurance Association Annual Conference, New York, U.S., Invited Speech

·      2012 Sept.,  The 8th International Longevity Risk and Capital Market Solution Conference, Waterloo, Canada Invited Speech 

·      2012 July, Asia-Pacific Risk and Insurance Association Annual Conference, Seoul, Korea, Invited Speech

·      2012 July, The Sixteenth International Congress on Insurance: Mathematics and EconomicsHong Kong, Invited Speech 

·      2011 Sept., The 7th International Longevity Risk and Capital Market Solution Conference, Frankfurt, Germany Invited Speech 

·      2011 Aug.,  American Risk and Insurance Association Annual Conference, San Diego, U.S., Invited Speech

·      2010 Sept., The 6th International Longevity Risk and Capital Market Solution Conference, Sydney, Australia Invited Speech 

·      2010 Oct., Financial Management Association Annual Meeting, New York, U.S., Invited Speech

·      2010 July, World Risk and Insurance Economics Congress (WRIEC), Singapore, Invited Speech

·      2009 Sept., Fifth International Longevity Risk and Capital Markets Solution Conference, New York, U.S., Invited Speech

·      2009 Aug., American Risk and Insurance Association (ARIA) annual meeting, Rhode Island, U.S., Invited Speech