Research

Publications and accepted papers

Cheng, Chunli, Christian Hilpert, Aidin Miri Lavasani, and Mick Schaefer, 2023, Surrender contagion in life insurance, European Journal of Operational Research [ABDC: A*], 305(3), pp. 1465-1479. [Link to journal website] [Link to SSRN working paper]
Cheng, Chunli, 2022, Beyond death: The impact of a population-wide health shock, The North American Journal of Economics and Finance [ABDC: B], 63, 101823. [Link to journal website ]
Cheng, Chunli and Jing Li, 2018, Early default risk and surrender risk: Impacts on participating life insurance policies, Insurance: Mathematics and Economics [ABDC: A*], 78, pp. 30-43. [Link to journal website ]
Cheng, Chunli and Filip Uzelac, 2018, A termination rule for pension guarantee funds, The Journal of Risk and Insurance [ABDC: A], 85(1), pp. 275-300. [Link to journal website ]
Peng, Haoran and Chunli Cheng, 2021, Risk diversification and the reform of China's mixed basic pension system, Journal of Financial Research [in Chinese], 497(11), pp. 117-134. [Link to journal website ]

Cheng, Chunli, Christian Hilpert, Alexander Szimayer, and Peter Zweifel, 2023, Reference health and investment decisions. [Link to SSRN]
Shumin, Chen, Chunli Cheng, and Ziqi Zhou, 2023, Optimal pay-as-you-go and funded hybrid pension investments.
Cheng, Chunli and Ziqi Zhou, 2023, Hybrid pension investments under loss aversion.
Cheng, Chunli, Ning Gong, and Christian Hilpert, 2023, Dynamic risk shifting and corporate distress.

Principal Investigator, Grant for Research on Welfare Optimisation Analysis of the Pay-as-you-go Public Pension Reforms (100 000 RMB), 2023-2025, Guangdong Provincial Natural Science Foundation.
Principal Investigator, Grant for Research on Optimal Design of Mixed Basic Pension Insurance System Based on Stochastic Control Theory (180 000 RMB), 2020-2023, National Natural Science Foundation of China.

Insurance: Mathematics and Economics, Journal of Insurance Issues, SIAM Journal on Financial Mathematics, The Journal of Risk and Insurance