Education Experience

1994-1998 ,Applied Mathmetics，Department of Mathematics, Wuhan University, B. A.

1998-2003, Probability and Methematics Stastics, Department of Mathematics, Wuhan University, Ph.D.

Work Experience

2003-2006, Assistant Professor, School of Statistics, Renmin University of China

2006-present, Professor, School of Statistics, Renmin University of China

Grants

The National Natural Science Fund Project: (No.70903070): Based on the micro-survey data, China`s monetary policy and theoretical models and numerical simulation study.

China Insurance Regulatory Commission: The Actuarial Models compilation for China Actuaries Exam.

Renmin University of China Research Fund Project: Analysis of the International factors on the overall price level in China.

Courses

Non life insurance actuarial，2004-2016

Actuarial model, 2012-now

Reinsurance，2006-2017

Risk Management，2012-now

Quantitative risk management, 2016-2018

Non-life insurance actuarial practice,2017-now

Publications

Zhengyan Xiao, as an associate professor in School of Statistics, Renmin University of China, received her PH.D. degree in School of Mathematics and Statistics, Wuhan University in 2003. The research field of Xiao contains Applied Statistics and Risk Management. Her primary works includes Risk Theory, Non-life Insurance Actuarial Theory, The Theory of Learning in Games etc. More than ten pieces of paper had been published on International SSCI and domestic core journals such as “Annals of Economics and Finance”, ”Economic Research Journal”, ”Journal of Financial Research”, “Statistical Research”. She had also hosted National Natural Science Fund Project and the Actuarial Models compilation for China New Systematic Actuaries Exam.

Proceedings

Book：

Zhengyan Xiao & Sujin Zheng, Actuarial Models, China Financial & Economic Publishing House, 2010

Zhengyan Xiao, Risk Theory, Renmin University of China Press, 2008

Zhengyan Xiao & Hongzhong Gao, Non-life Insurance Actuarial Theory, China Renmin

University Press, 2006.

Zhengyan Xiao & Chenqi Hou (Translation), Game Learning Theory, China Renmin

University Press, 2004.

Zhengyan Xiao, Markov Chain Limit Properties in Stochastic Environment, The Thesis of Wuhan University Ph.D. 2003.

Paper：

Angang Hu, Jie Lu, Zhengyan Xiao, Has China`s Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models, Annals of Economics and Finance , 2011,12-1, 159-183.

Dihe Hu, Zhengyan Xiao, The Invariant Principle for p-Chain, Acta. Math. Sinica, English Series, 2007(1).

Zhengyan Xiao, XuSong Xu, Optimal Portfolio Rules with Habit Formation and Preference for Wealth, Wuhan Univ. J. of Nat. Sci. 2003 (4)1057-1060.

Zhengyan Xiao, The Invariant Measure and Ergodicity of Markov Chains in Random Environments, J. of. Math of China, 2003(1).

Zhengyan Xiao, Kai Liu, Households’ Wealth in Urban China: A Behavioral Perspective, Economic Research Journal, 2012(4). (In Chinese)

Zhengyan Xiao, Bo Peng, House Prices and Monetary Policy Rules in China, Statistical Research, 2011(10). (In Chinese)

Zhengyan Xiao, Dong Chen, Yiqun Dai, Wealth Redistribution in Inflation Shocks:

Based on the Comparison of China and the U.S, Economic Theory and Business Management, 2011(6). (In Chinese)

Zhengyan Xiao, Yimin Yao, Shilei Tang, Research on Micro-foundations of Chinese Inflation Expectations, Statistical Research, 2011(3). (In Chinese)

Zhengyan Xiao, Deyan An, Yali Yi, Can International commodity prices affect Chinese CPI? Based on the analysis of BVAR model. Economic Theory and Business Management, 2009(8). (In Chinese)

Zhengyan Xiao, Dihe Hu, The Extinction Probabilities and Growth of the Multitype Branching Chains in Random Environments, Advances in Mathematics, 2006(6). (In Chinese)

Zhengyan Xiao, Yanbin Chen, The Measure on Macroeconomic Expectation-an Argument for Survey Measure Based on Behavioral Economics, Journal of Renmin University of China, 2006(5). (Full Text Reprinted on Economic Theory as Renmin University of China Copied Material, 2006(9)). (In Chinese)

Zhengyan Xiao, Yanbin Chen, Incomplete Markets, Uncertainty, and the Interest Tax in China, Economic Theory and Business Management, 2006(5). (Full Text Reprinted on Public Finance and Tax as Renmin University of China Copied Material, 2006(9)). (In Chinese)

Zhengyan Xiao, Yanbin Chen, Habit formation, asset pricing, and Markov chain algorithm, Statistics and Decision in China, 2006(8). (Full Text Reprinted on Statistics and Actuarial Science as Renmin University of China Copied Material, 2006(6)). (In Chinese)

Zhengyan Xiao, Lili Ma, Interest Rate Risk and Consumption Behaviors of Urban Households in China, Journal of Financial Research, 2006(3). (In Chinese)

Zhengyan Xiao, Shouning Tang, Dong Shi, Study of Heterogeneity of Inflation Expectations in China, Journal of Financial Research, 2005(9). (In Chinese)

Zhengyan Xiao, Yanbin Chen, Study of Inflation Expectations in China: A Survey Data Approach, Journal of Financial Research, 2004(11). (In Chinese)

Zhengyan Xiao, Yanbin Chen, Fortune Preference and Precautionary Savings, Review on Public Finance & Economics, 2004(1). (In Chinese)

Zhengyan Xiao, Dihe Hu, The Classification of States for Skew Product Markov Chains, Acta Mathematica -Phyisca Scientia(B), 2003(3). (In Chinese)

Yanbin Chen, Zhengyan Xiao, ASSET PRICES WITH GAUSSIAN SHOCKS AND HABIT FORMATION, Economic Theory and Business Management, 2005(10). (In Chinese)

Xianping Bi, Zhengyan Xiao, Zhengyou Peng, Relative Wealth and the Equity Premium Puzzle, Finance and Trade Research, 2004(3). (In Chinese)

Yanbin Chen, Zhengyan Xiao, Hengfu Zou, Preference for Wealth, Habit Formation, and the Volatility of Consumption and Wealth, China Economic Quarterly, 2003(3-1). (In Chinese)

Naihua Xue, Zhengyan Xiao, Dihe Hu, Skew Product Markov Chains Invariant Measurement and Traverse Limit Theory, Journal of Wuhan University(Natural Science Edition), 2011(1). (In Chinese)