个人介绍
姓名 邓超 行政职务 风险管理与保险系副系主任
系别 风险管理与保险系 职称 副教授
办公电话 E-mail dengchaohunan@163.com

个人简介
科研成果
所获荣誉
教授课程

邓超，广东外语外贸大学云山青年****，副教授，硕士生导师，湖南大学工商管理学院管理科学与工程专业博士毕业，新加坡国立大学量化金融中心访问****，湖南省优秀博士毕业论文获得者。主持国家自然科学基金，教育部人文社科项目和广东省自然科学基金项目3项，参与国家自然科学基金面上项目3项，广东省自然科学基金重点项目1项。在European Journal of Operational Research、Insurance: Mathematics and Economics、Sustainable Development等国内外权威期刊接收或者发表论文十余篇，其中SSCI/SCI论文13篇。
研究方向：风险管理、保险金融、投资组合、资产定价






代表性论文：
(1) Deng. C., Zeng. X., Zhu. H. Non-zero-sum stochastic differential reinsurance and investment games with default risk. European Journal of Operational Research, 2018, 264(3), 1144-1158. SSCI/SCI. (JCR一区 IF：3.806).
(2) Lv, Z, Deng. C.*, Does women's political empowerment matter for improving the environment? A heterogeneous dynamic panel analysis, Sustainable Development, 2019, 27, 603-612. SSCI. (JCR一区 IF：3.821)
(3) Zhu, H., Deng, C., Yue, S., Deng, Y. Optimal reinsurance and investment problem for an insurer with counterparty risk, Insurance: Mathematics and Economics，2015, 61:242-254. SSCI. (JCR二区 IF：1.315)
(4) Deng. C, Bian, W, Wu, B., Optimal reinsurance and investment problem with default risk and bounded memory, International Journal of Control, 2019, 1-20, In Press: Doi:10.1080/**.2019.**. SSCI/SCI.(JCR二区 IF：2.930)
(5) Su, X, Deng. C*. The heterogeneous effects of exchange rate and stock market on CO2 emission allowance price in China: A panel quantile regression approach. PloS one, 2019, 14(8): e**. SSCI/SCI.( JCR二区 IF：2.776)
(6) Deng. C, Yao, H, Chen Y, Optimal investment and risk control problem with delay for an insurer in defaultable market, Journal of Industrial and Management Optimization, 2019, In Press: Doi: 10.3934/jimo.**. SSCI/SCI. (JCR 三区 IF：1.025)
(7) Deng, C., Zhou, J., Deng, Y. The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy. Statistics undefinedamp; Probability Letters, 2012, 82 (9): 1648-1656. SSCI/SCI. (JCR四区 IF：0.615)
(8) Zhu, H， Deng. C，Deng. Y., Huang Y. Optimal financing and dividend policies with Markovian switching regimes. Communications in Statistics-Theory and Methods. 2017, 46(5), 2161-2180 . SSCI/SCI. (JCR四区 IF：0.424)
(9) Chen, Y., Deng, Y., Yue, S., Deng, C*. Optimal stochastic control problem for general linear dynamical systems in neuroscience. Advances in Mathematical Physics, 2017, ID **, 1-7 . SCI. (JCR 三区 IF：0.936)
(10) Bian, W, Deng, C. Ownership dispersion and bank performance: Evidence from China. Finance Research Letters, 2017, 22(3), 49-52. SSCI. (JCR二区 IF：1.709)



2018年 湖南省优秀博士毕业论文


金融风险管理、金融工程、金融经济学