Working Experience

  • 2023 – now   University of International Business and Economics   Dean of the Department of Statistics and Actuarial Science
  • 2023 – now   University of International Business and Economics   Doctoral Supervisor
  • 2020 – now   University of International Business and Economics   Associate Professor
  • 2019 – 2020   KU Leuven   Visiting Scholar
  • 2017 – 2020   University of International Business and Economics   Assistant Professor

Education Backgroud

  • 2014-2017   Renmin Univeristy of China   School of Statistics   Department of Risk Management and Actuarial Science   PhD
  • 2012-2014   University of International Business and Economics   School of Insurance and Economics   Master
  • 2008-2012   Xiamen University   School of Economics   Department of Finance   Bachelor

Research Field

  • non-life ratmaking and reserving
  • catastrophe risk measurement, extreme value theory
  • statistical models, dependent risk analysis
  • big data and machine learning methods
  • R programming

Teaching

  • Undergraduate: Interest Theory, Non-Life Actuarial Science
  • Graduate: Econometrics, non-life ratmaking, Machine Learning and insurance data analysis, quantitative risk management, risk ,odeling, insurance data analysis and R programming

Working Papaers

Published Papers

  • 李政宵, 刘钰冰. 基于两阶段分位数随机森林的非完全支付赔款预测[J]. 保险研究, 2024, 拟录用.
  • Zhengxiao Li, Fei Wang, Zhengtang Zhao. A new class of composite GBII regression models with varying threshold for modelling heavy-tailed data, Insurance: Mathematics and Economics [J], 2024(117): 45–66.
  • Zhengxiao Li, Jan Beirlant, Liang Yang. A new class of copula regression models for modelling multivariate heavy-tailed data. Insurance: Mathematics and Economics [J]. 104: 243-261, 2022.
  • Zhengxiao Li, Jan Beirlant, Shengwang Meng. Generalizing The Log-Moyal Distribution and Regression Models for Heavy-Tailed Loss Data [J]. ASTIN Bulletin: The Journal of the IAA, 11(1):57-99, 2021.
  • 李政宵, 刘新红, 孟生旺. 多维地震风险模型与保险基金测算[J]. 保险研究, 2022(10): 45-60.
  • 刘新红, 孟生旺, 李政宵. 地震损失风险的Copula混合分布模型及其应用[J]. 系统工程理论与实践, 2019, 39(07): 1855-1866.
  • 孟生旺, 李政宵. 地震死亡人数预测与巨灾保险基金测算[J]. 统计研究, 2018, 35(10): 89-102.
  • 李政宵, 孟生旺. 我国商业车险奖惩系统的构建与评价[J]. 系统工程理论与实践, 2018, 38(04): 938-949.
  • 李政宵, 孟生旺. 基于GB2分布的贝叶斯相依性准备金评估模型[J]. 统计研究, 2018, 35(01): 91-103.
  • 李政宵, 孟生旺. 相依风险的团体健康保险损失预测[J]. 数理统计与管理, 2018, 37(03): 399-412.
  • Yuantao Xie, Zhengxiao Li*, Rahul A Parsa. Extensionand Application of Credibility Modelsin Predicting Claim Frequency[J]. Mathematical Problems in Engineering, 2018, 2018(02): 1-8.
  • 孟生旺, 李政宵. 索赔频率与索赔强度的相依性模型[J]. 统计研究, 2017, 34(01): 55-66.
  • 马瑜, 李政宵, 马敏. 中国老年多维贫困的测度和致贫因素——基于社区和家庭的分层研究[J]. 经济问题, 2016(10): 27-33.
  • 蒋涛, 李政宵. 我国银行业系统性风险结构度量——基于尾部依赖视角[J]. 合肥学院学报(综合版), 2016, 33(04): 17-23.
  • 李政宵, 孟生旺. 相依风险条件下的汽车保险定价模型[J]. 保险研究, 2016(07): 68-77.
  • 李政宵, 孟生旺. 考虑空间效应的贝叶斯分层模型与索赔频率预测[J]. 数学的实践与认识, 2016, 46(10): 193-202.
  • 孟生旺, 李政宵. 偏t分布假设下的空间效应模型及其应用[J]. 数理统计与管理, 2016, 35(06): 1028-1037.
  • 孟生旺, 李政宵. 基于随机效应零调整回归模型的保险损失预测[J]. 统计与信息论坛, 2015, 30(12): 3-9.
  • 谢远涛, 李政宵. 基于联合定价模型的奖惩因子的扩展与比较[J]. 统计与信息论坛, 2015, 30(06): 33-39.

Grants

  • Principal Investigator, National Natural Science Foundation of China General Project, 72271056, "Data-driven Green Insurance Actuarial Pricing Model: Theory and Application," 2023/01-Present, Ongoing
  • Principal Investigator, National Natural Science Foundation of China Youth Project, 71901064, "Catastrophe Insurance Pricing Model and Its Application Research under Complex Data Structures," 2020/01-2022/01, Completed
  • Principal Investigator, University of International Business and Economics Innovation Team Project, CXTD13-02, "Research Innovation Team on Green Insurance Actuarial Methods and Risk Management," 2019/01-Present, Ongoing
  • Principal Investigator, University of International Business and Economics New Faculty Research Startup Project, 17QD11, "Application of Agricultural Risk Identification and Assessment in Agricultural Insurance," 2018/01-2018/12, Completed
  • Participant, National Social Science Fund General Project, 18BJY212, "Research on the Redistributive Function of Social Security System," 2017/12-Present, Completed
  • Participant, University of International Business and Economics School-level Project, CXTD9-04, "Research Innovation Team on Risk Dependence and Actuarial Rate Setting System," Completed
  • Principal Investigator, Renmin University of China Scientific Research Fund Project, 16XNH104, "Application of Hierarchical Models Considering Risk Dependence in Non-life Insurance Actuarial Models," 2016/01-2017/06, Completed
  • Principal Investigator, University of International Business and Economics Graduate Research Innovation Project, 2010030044, "Research on Copula Credibility Models," 2013/06-2014/06, Completed
  • Principal Investigator, China Pacific Insurance Company Disaster Research Fund Project, 2009030007, "Application of Generalized Linear Models in Auto Insurance Pricing and SAS Software," 2013/06-2014/06, Completed

Awards

  • Excellent Young Scholar, University of International Business and Economics
  • Director of the Risk Management and Actuarial Branch of the China Society for Field Statistics
  • Director of the Quantitative Finance and Insurance Branch of the China Society for Optimal Control and Economic Mathematics
  • Young Member of the Actuarial and Insurance Committee of the Financial Mathematics and Financial Engineering Branch of the Chinese Society for Industrial and Applied Mathematics
  • Member of the Health Insurance Professional Committee of the Chinese Preventive Medicine Association
  • Member of the Chinese Statistical Education Society
  • Member of the International Certified Financial Risk Manager Association (ICFRM)

Academic Conferences

  • China International Conference on Insurance and Risk Management (CICIRM), Ningbo, 2024.
  • Second International Conference on Actuarial Science, Quantitative Finance and Risk Management, Beijing, 2024.
  • First International Symposium on Insurance and Actuarial Science, Tianjin, 2024.
  • 2024 International Symposium on Latest Advances in Actuarial Science and Computational Finance, Beijing, 2024.
  • Winter Forum on Actuarial Science and Risk Management, Beijing, 2023.
  • Second International Workshop on Probability Theory and Stochastic Control, Shenzhen, 2023.
  • Second Chinese Conference on Actuarial Theory and Applications, Wuhan, 2023.
  • Third Forum on Insurance and Reinsurance, Xiamen, 2023.
  • Second Forum on Actuarial Education, Tianjin, 2023.
  • 14th China Risk Management and Actuarial Forum, Beijing, 2023.
  • China International Conference on Insurance and Risk Management (CICIRM), Guangzhou, 2023.
  • 5th Annual Academic Conference of the Chinese Society for Optimal Control and Economic Mathematics on Quantitative Finance and Insurance, Wuhan, 2023.
  • 4th Annual Academic Conference of the Chinese Society for Optimal Control and Economic Mathematics on Quantitative Finance and Insurance, Online, 2022.
  • 13th China Risk Management and Actuarial Forum, Online, 2022.
  • 2nd Workshop on Financial Mathematics and Financial Engineering and Actuarial Insurance, Online, 2022.
  • 2nd Forum on Insurance and Reinsurance, Online, 2022.
  • China International Conference on Insurance and Risk Management (CICIRM), Changsha, 2022.
  • The 25th International Congress on Insurance: Mathematics and Economics, online, 2022.
  • The 12th annual China International Conference on Insurance and Risk Management, Changsha, 2022.
  • The 13th China Risk Management and Actuarial Forum, Beijing, 2021.
  • The First Xiamen University Insurance and Reinsurance Forum, Xiamen, 2021.
  • The 11th annual China International Conference on Insurance and Risk Management, Heilongjiang, 2021.
  • the 7th annual China International Risk Forum, Chengdu, 2021.
  • The 3rd (2021) Annual Academic Conference of the Quantitative Finance and Insurance Branch of the China Optimal Method, Coordination Method and Economic Mathematics Research Association, Luoyang, 2021.
  • The 12th China Risk Management and Actuarial Forum, Xiamen, 2020.
  • Invited to participate in the academic report of the Actuarial Department of Southwestern University of Finance and Economics, 2020.
  • Invited to participate in the academic report of the Department of Mathematics and Statistics of East China Normal University, 2020.
  • Invited to participate in the academic report of the Department of Actuarial Sciences, Central University of Finance and Economics, 2020.
  • Invited to participate in the academic report of the Department of Actuarial Sciences, University of Leuven, Belgium, 2019.
  • The 7th annual China International Conference on Insurance and Risk Management, Guilin, 2017.

Academic Conferences

  • Reviewer for \textit{ASTIN Bulletin: The Journal of the International Actuarial Association} (anonymous)
  • Reviewer for \textit{Systems Engineering: Theory and Practice} (anonymous)
  • Reviewer for \textit{Statistical and Information Forum} (anonymous)