何林
简介：理学博士，中国人民大学财政金融学院教授，博士生导师，保险系副主任。研究方向为养老金管理，风险管理，随机优化建模。
（1）专著
[1] 郭彪和何林（编著），《金融工程》，2025，中国人民大学出版社。
[2] 何林，《DC型养老金管理问题研究》，2017，经济科学出版社。
[3] 何林，《基于随机最优控制的动态保险资金管理问题研究》，2014，知识产权出版社。
（2）论文
[4] 《合作养老模式下的养老决策研究》(与莫一茗合作)，《应用经济学评论》，2025年第2期。
[5] 《农村养老服务模式与“时间银行”》(与莫一茗合作)，《中国金融》，2025年第11期。
[6] 《基于参保者收入异质性的养老金结构优化问题研究》(与王论意合作)，《保险研究》，2024年第2期。
[7] 《基于随机建模的个人养老金账户内涵收益率研究》(与莫一茗合作)，《保险研究》，2023年第7期。
[8] 《养老金奖惩机制对退休决策的影响研究——基于累积前景理论的视角》(与莫一茗合作)，《保险研究》，2022年第10期。
[9] 《DC型养老金积累期最优资产配置问题研究》(与梁宗霞合作)，《保险研究》，2016年第6期。
[10] 《生命周期、风险偏好和积累水平对DC型养老金资产配置策略的影响研究》(与梁宗霞合作)，《经济理论与经济管理》，2016年第4期。
[11] 《基于CPT效用的养老金补缴内涵价值分析——以山东省1978 - 2016年经验数据为例》(与冷嫣然合作)，《管理科学学报》，2020年第4期。
[12] 《基于均值回复的逆周期策略在组合保险中的应用研究》(与冯健，张书华合作)，《保险研究》，2017年第11期。
[13] 《DC型型企业年金最优资产配置和给付方案问题研究》，《中国管理科学》，2015年第8期。
[14] 《利率市场化对政策性银行融资模式的影响及对策研究》(与许荣，马晓轩，刘泽洋合作)，《金融监管研究》，2015年第1期。
[15] 《现收现付制养老保险风险量化及应对策略》，《保险研究》，2010年第8期。
[16] “Asset Allocation via Life - Cycle Adjusted PPI Strategy: Evidence from the U.S. and China Stock Market”(with Shengqi Yang), Applied Economics, 57, 251 - 266, 2025.
[17] “Forecasting Market Return using Anomalies: Evidence from China”(with Jianqiu Wang, Zhuo Wang), International Journal of Forecasting, 41, 1278 - 1295, 2025.
[18] “Optimal Consumption and Investment in Pooled Annuity Funds with and without Fund Managers”(with Zongxia Liang and Zhaojie Ren), Scandinavian Actuarial Journal, 2025, 79 - 116, 2025.
[19] “The Value of FinTech Innovations: Evidence from China”(with Zhigang Qiu, Jianqiu Wang, Sijie Yang), Economic and Political Studies, 12, 1 - 19, 2024.
[20] “Robust Dividend, Financing, and Reinsurance Strategies under Model Uncertainty with Proportional Transaction Costs”(with Guohui Guan, Zongxia Liang, Yang Liu and Litian Zhang), North American Actuarial Journal, 28, 261 - 284, 2024.
[21] “Optimal Mix among PAYGO, EET and Individual Savings”(with Zongxia Liang, Zhaojie Ren and Yilun Song), Scandinavian Actuarial Journal, 2024, 463 - 505, 2024.
[22] “Dynamic Optimal Adjustment Policies of Hybrid Pension Plans, Insurance: Mathematics and Economics”(with Zongxia Liang and Sheng Wang), 106, 46 - 68, 2022.
[23] “Optimal Asset Allocation, Consumption and Retirement Time with the Variation in Habitual Persistence”(with Zongxia Liang, Yilun Song and Qi Ye), Insurance: Mathematics and Economics, 102, 188 - 202, 2022.
[24] “Dynamic Optimal Adjustment Policies of Hybrid Pension Plans”(with Zongxia Liang and Sheng Wang), Insurance: Mathematics and Economics, 106, 46 - 68, 2022.
[25] “The Bilateral Effects of Platform - Sponsored Collateral in Peer - To - Peer (P2P) Lending: Evidence from China”(with Xiaojun Shi and Qi Jin), Emerging Markets Finance and Trade, 56, 771 - 795, 2020.
[26] “How Can Government Support Affect Behaviors of Investors and Rating Agencies in a Corporate Bond Market? Evidence from China's Corporate Bond Market”(with Bo Huang and Liqing Chen), Emerging Markets Finance and Trade, 56, 485 - 507, 2020.
[27] “Asymmetry in Stock Comovements: An Entropy Approach”(with Lei Jiang, Guofu Zhou), Journal of Financial and Quantitative Analysis, 53, 1479 - 1507, 2018.
[28] “A Test of Asymmetric Dependence”(with Lei Jiang, Esfandiar Maasoumi, Jiening Pan), Journal of Applied Econometrics, 33, 1026 - 1043, 2018.
[29] “Testing the Long - run Risk Model: A Kalman Filter Approach”(with Jianqiu Wang), Annals of Financial Economics, 13, 4, 2018.
[30] “Optimal DB - PAYGO Pension Management towards a Habitual Contribution Rate”(with Zongxia Liang and Fengyi Yuan), Insurance: Mathematics and Economics, 94, 125 - 141, 2020.
[31] “Optimal DB - PAYGO Pension Management towards a Habitual Contribution Rate”(with Zongxia Liang and Fengyi Yuan), Insurance: Mathematics and Economics, 94, 125 - 141, 2020.
[32] “Weighted Utility Optimization of the Participating Endowment Contract”(with Zongxia Liang, Yang Liu and Ming Ma), Scandinavian Actuarial Journal, 2020, 577 - 613, 2020.
[33] “Optimal Pension Decision under Heterogeneous Health Statuses and Bequest Motives”(with Zongxia Liang), Journal of Industrial and Management Optimization, 13, 1641 - 1659, 2017.
[34] “Optimal Investment Strategy for the DC Plan with the Return of Premiums Clauses in a Mean - Variance Framework”(with Zongxia Liang), Insurance: Mathematics and Economics, 53, 643 - 649, 2013.
[35] “Optimal Dynamic Asset Allocation Strategy for ELA Scheme of DC Pension Plan during the Distribution Phase”(with Zongxia Liang), Insurance: Mathematics and Economics, 52, 404 - 410, 2013.
[36] “Optimal Asset Allocation and Benefit Outgo Policies of DC Pension Plan with Compulsory Conversion Claims”(with Zongxia Liang), Insurance: Mathematics and Economics, 61, 227 - 234, 2015.
[37] “Optimal Control of the Insurance Company with Proportional Reinsurance Policy under Solvency Constraints”(with Ping Hou and Zongxia Liang), Insurance: Mathematics and Economics, 43, 474 - 479, 2008.
[38] “Optimal Financing and Dividend Control of the Insurance Company with Proportional Reinsurance Policy”(with Zongxia Liang), Insurance: Mathematics and Economics, 42, 976 - 983, 2008.
（3）项目
[1] 国家自然科学基金青年项目：“DC型养老金最优资产配置与给付方案问题研究”，参与。
[2] 北京高校青年英才计划：“商业养老金管理中的连续时间精算模型与动态优化问题研究”，参与。
[3] 教育部人文社科青年基金项目：“各层次养老保险管理机构最优管理策略问题研究”，参与。
[4] 中国人民大学科学研究项目：“养老保险中的若干优化问题研究”，参与。
[5] 中国保险学会研究课题：“保险公司最优控制策略问题研究”，参与。