• 姓名: 姜世杰
  • 职称: 教授
  • 学位: 博士
  • 广州大学
  • 数学与信息科学学院

一、基本信息

姜世杰教授

研究领域:保险精算

办公地点:数学与信息科学学院

电子邮箱:actjiang@msn.com

二、个人简介

广州大学数学与信息科学学院教授、宁波国家保险发展研究院顾问,

美国精算师,美国金融风险管理师,美国注册再保险师。

三、教育背景

台湾成功大学统计学士

台湾高雄科技大学风险管理硕士

台湾淡江大学财务金融博士

武汉大学保险学博士

四、职业经历

1. 学术工作经历

湖南大学教授、博士生导师、保险系主任

2. 海外工作经历

台湾宏泰人寿保险精算商品顾问,台湾日盛期货自营部顾问,日商野村证券交易部门主管,英商Quantus Capital 投资顾问,英商Oakda数据科技公司首席分析师。

五、教授课程

利息理论,金融工程

六、科研服务

近年主持的研究项目:

教育部人文社会科学研究规划基金项目17YJA790035碳交易价格指数保险的构建与中国雾霾治理的创新研究。2017-2019

七、研究成果

1.获奖及荣誉

2013年台湾地区科技部特殊优秀人才入选,2014 年世界名人录收录,2015 年湖南省***计划入选。

2.论著目录

已出版著作:

姜世杰 “行为保险:保险异象的心理学分析” (ISBN: 978-7-5095-7984-8)中国财政经济出版社, 2018年3月.

已发表期刊论文:

(1) Shi-jie Jiang, Xin Liu, Na Liu and Feiyun Xiang, (2019),“Extending UTAUT Model to Understand Customers’ Purchasing Intention of Online Life Insurance,” Social Behavior and Personality 47(7).

(2) Shi-jie Jiang, Feiyun Xiang, Ning Zhang, (2019),"Asymmetric Adjustment of Insurance Profits: Evidence from the U.S. Non-life Insurance Markets," Economic Research 32(1), 2780-2797.

(3) Shi-jie Jiang, Yajun Wang, Zhengwen Wang, (2018),“Causal Links among Economic Growth, Income Inequality and Life Insurance Consumption: Evidence from South American Countries,” Argos, 35(70), 95-100.

(4) Shi-jie Jiang, Mujun Lei, Cheng-Huang Chung, (2018),“An Improvement of Gain-Loss Price Bounds on Options based on Binomial Tree and Market-Implied Risk Neutral Distribution,“ Sustainability, 10(6), 1-17.

(5) Dengkui Si, Xiaolin Li, Shi-jie Jiang, (2018),"Can an Insurance Activity Act as a Stimulus of Economic Growth? Evidence from the Time-varying Causality in China," Emerging Markets Finance and Trade, 54(13), 3030-3050.

(6) Ling Tian, Shi-jie Jiang, Guochen Pan and Ning Zhang, (2018),“Nonlife Insurance Price Dynamic: Evidence from the Chinese Insurance Market,” Economic Research, 31(1),171-187.

(7) 田玲, 姜世杰, 樊毅. (2017). “基于风险立方方法的长寿风险债券定价研究,” 保险研究, 7, 3-12.

(8) Shi-jie Jiang and Guochen Pan, (2015), “Long-run and Short-run Dynamics of Nonlife Insurance Consumption in China,” Applied Economics Letters, 22, 1493-1498.

(9) Ling Tian, Peng Yao, and Shi-jie Jiang, (2014), “Perception of Earthquake Risk: a Study of the Earthquake Insurance Pilot Area in China,” Natural Hazards, 74(3), 1595-1611.

(10) Shi-jie Jiang and Bin-wen Peng, (2014), “A By-line Analysis of Insurance Margins,” Industrial and Business Reviews, 47(2), 213-226, (in Japanese).

(11) Nieh, Chien-Chung, Shi-jie Jiang and I-chan Chiang, (2013), “Worldview, Risk Perception, and Underwriting Performance: An Empirical Study of Property/Liability Insurance Industry,” Storage Management Solutions, Issue2 February 140-155.

(12) Shi-jie Jiang and Chien-Chung Nieh, (2012), “Dynamics of Underwriting Profits: Evidence from the U.S. Insurance Market,” International Review of Economics and Finance, 21(1), 1-15.

(13) Shi-jie Jiang, Matthew C. Chang, I-chan Chiang, (2012), “Price Discovery in Stock Index: An ARDL-ECM Approach in Taiwan Case,” Quality & Quantity: International Journal of Methodology, 46, 1227-1238.

(14) Wei-Chuan Wang, Yi-Min Yu and Shi-jie Jiang, (2011), “The Impact of Successor Characteristic on Stock Returns,” Corporate Ownership and Control, 8(2), 516-524.

(15) Shi-jie Jiang, (2010),”Voluntary Termination of Life Insurance Policies: Evidence from the U.S. Market,” North American Actuarial Journal, 14(4), 369-380.

(16) Yi-Min Yu and Shi-jie Jiang, (2010), “Corporate Life Cycle and Share Repurchases: Evidence from the Taiwan Stock Market,” African Journal of Business Management 4(14), 3139-3149.

(17) Matthew C. Chang, Shi-jie Jiang and Chung-Fern Wu, (2010), “The Nonlinear Effects of Institutional Investors on the Taiwan Futures and Stocks Markets,” The Empirical Economics Letters, 9(10), 969-977.

(18) Shi-jie Jiang and Matthew C. Chang, (2010), “Variable Annuity with Guarantees: Valuation and Simulation,” Journal of Money, Investment and Banking, 14, 74-83.

(19) Matthew C. Chang and Shi-jie Jiang, (2010), “Surrender Effect on Policy Reserves: A Simulation Analysis of Investment Guarantee Contract,” Global Journal of Business Research, 4(4), 11-21.

(20) Chang, Matthew C., Shi-jie Jiang and Kuan Yi Lu, (2009), “Lead-lag Relationship between Different Crude Oil Markets: Evidence from Dubai and Brent,” Middle Eastern Finance and Economics, 5, 30-37.

(21) Nieh, Chien-Chung, Matthew C. Chang, W. K. Wong and Shi-jie Jiang, (2008), “Liquidity Provision of Futures Markets,” International Research Journal of Finance and Economics, 22, 106-121.

(22) Hung, Jui-Cheng, Shi-jie Jiang, Chien-Liang Chiu, (2007), “Jump Risk of Presidential Election: Evidence from Taiwan Stock and Foreign Exchange Markets,” Applied Economics, 39(17), 2231-2240.

(23) Nieh, Chien-Chung and Shi-jie Jiang, (2006), “Against Marine Risk: Margins Determination of Ocean Marine Insurance,” Journal of Marine Science and Technology, 14(1), 15-24.