教学和米乐m6
领域
教学课课程内容: 财务精算随机的时、问题管理系统、子公司财务、经济实惠财务数学思维,总计学
米乐m6
行业领域: 风险管控绘制,重复时候,高阶隐马尔科夫链
学术经历
保险行业与精算系小编,西安大专,2017年4月—当时
专业组织会员与资格证
菲律宾CORS,荷兰SIAM年费会员
FRM持证人出庭作证
获奖与荣誉
等额博士生MBA励志奖学金,新西兰成都大略院校, 2014-2018;
女王视频伊丽莎白二世米乐m6
奖学/安大略省科学学技艺米乐m6
奖学,2017-2018
德国总督学术米乐m6
奖牌-一等奖选举 2018
国际期刊论文
[1]R. Mamon,H. Xiong, Y. Zhao (2020). The Valuation of a Guaranteed Minimum Maturity Benefit under a Regime-Switching Framework, North American Actuarial Journal, //doi.org/10.1080/10920277.2019.1703753.
[2]X. Gu, R. Mamon, T. Duprey,H. Xiong(2020).Online estimation for a predictive analytics platform with a financial-stability-analysis application. European Journal of Control, //doi.org/10.1016/j.ejcon.2020.05.008.
[3]H. Xiong, R. Mamon (2019). A higher-order Markov chain-modulated model for electricity spot-price dynamics, Applied Energy, 233-234, 495-515.
[4]H. Xiong, R. Mamon (2018). Putting a price tag on temperature, Computational Management Science, 15(2), 259-296.
[5]H. Xiong, R. Mamon (2016). A self-updating model driven by a higher-order hidden Markov chain for temperature dynamics, Journal of Computational Science, (17), 47-61.
科研项目
[1]菲律宾相关的合作创业项目(2017-2018)
[2]Joint modelling of financial stress index and industrial production index under a hidden Markov model-driven regime-switching framework, submitted to Journal of Financial Stability, (SCI, 5-year IF: 2.595).