Hong Mao

Shanghai Second Polytechnic University

Associate Poressor

No.2360, Jinhai Road

Shanghai, 201209

China

SCHOLARLY PAPERS

17

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864

SSRN CITATIONS
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SSRN RANKINGS

Top 40,668

in Total Papers Citations

2

CROSSREF CITATIONS

11

Ideas:
“  Recently,I have used my new ideas to write several working papers and put them on SSRN. Thanks for SSRN to give me such a good platform to have a chance to communiate with other scholers. Whether they can be published in jounrals finally is not important to me because I have retired and have no official requirement for publications. Doing research is only my personal interest. In a rather long time of past years, I have suffered a lot in the process of international cooperation and I still do not really know the reasons up to now.Therefore,I will do somethings which can bring me happyness in future.Although I will still do some research work and put my newest working papers on SSRN in future, the main target is not for publication but for communication with others. If anyone wants to konw my recent reaserch work, welcome to visit my SSRN home page. I will be more than happy if my research work can have some helps to others. Thanks a lot.  ”

Scholarly Papers (17)

1.

Determining the Insurer’s Optimal Investment and Reinsurance Strategy Based on Stochastic Differential Game

Number of pages: 21 Posted: 19 Jul 2011 Last Revised: 30 Apr 2015
Shanghai Second Polytechnic University, University of Georgia, Illinois State University, Nanjing University and Shanghai University of Finance and Economics
Downloads 170 (177,404)
Citation 1

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2.

Considering Part-Time Work after Retirement: Should I Stay or Should I Go?

Number of pages: 44 Posted: 13 Jan 2017
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and University of Illinois at Chicago
Downloads 101 (265,621)
Citation 1

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Retirement Age; Life Cycle Model; Part-Time Work after Retirement

3.

The Determination of Optimal Retirement Age Using Optimal Control Theory

Number of pages: 20 Posted: 19 Jul 2011
Illinois State University, Shanghai Second Polytechnic University and Shanghai University of Finance and Economics
Downloads 101 (265,621)

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retirement age, optimal control theory, social security

4.

Risk Management for Insurers: Integration of Capital Management and Product Design

Number of pages: 26 Posted: 25 Aug 2016
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and Pennsylvania State University - Smeal College of Business
Downloads 97 (272,818)
Citation 2

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risk management, insurance pricing, cost of capital

5.

The Determination of the Necessary Economic Capital, Investment and Reinsurance Strategies for Insurance Companies

Number of pages: 26 Posted: 24 Oct 2011 Last Revised: 29 Jan 2012
Krzysztof Ostaszewski and Hong Mao
Illinois State University and Shanghai Second Polytechnic University
Downloads 80 (307,782)

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6.

Optimal Decision on Dynamic Insurance Price and Investment Portfolio of an Insurer in a Competitive Market

Number of pages: 28 Posted: 19 Jul 2011
Krzysztof Ostaszewski and Hong Mao
Illinois State University and Shanghai Second Polytechnic University
Downloads 64 (348,322)

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Systemic Risk and Cyclical Economic Environment

Number of pages: 40 Posted: 20 Mar 2017
Hong Mao
Shanghai Second Polytechnic University
Downloads 29 (489,424)

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Systemic risk; Multi-Vasicek Model; Time series correlation; Gauss process; Optimal capital and weights

Systemic Risk and Cyclical Economic Environment

Number of pages: 40 Posted: 24 Oct 2017
Hong Mao
Shanghai Second Polytechnic University
Downloads 16 (571,069)

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Systemic Risk; Multi-Vasicek Model; Time Varying Correlation; Gauss Process; Optimal Capital and Weights

Research Summary in Finance and Insurance

Number of pages: 29 Posted: 25 Oct 2017
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 25 (512,869)

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Research Summary in Finance and Insurance

Number of pages: 27 Posted: 08 Mar 2017
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 18 (557,941)

Abstract:

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Multi-Vasicek Model; Theoretical Study

Research Summary in Finance and Insurance

Posted: 08 Mar 2017
Hong Mao
Shanghai Second Polytechnic University

Abstract:

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Multi-Vasicek Model; Theoretical Study and Application; research summa insurance; investment and reinsurancery;

9.

Optimal Decision on Dynamic Insurance Price and Investment Portfolio of An Insurer with Multi-Dimensional Time-Varying Correlation

Number of pages: 35 Posted: 11 Jan 2018
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 36 (444,629)

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Stochastic Process; Multi-Vasicek model; Time-varying correlation of Multi-Gaussian process; Insurance demand and price; Equally weighted risky asset portfolio

10.

Optimal Economic Capital Under the Consideration of Systemic Risk

Number of pages: 36 Posted: 02 Feb 2014 Last Revised: 09 Oct 2016
Shanghai Second Polytechnic University, University of Georgia, Illinois State University and Pennsylvania State University - Smeal College of Business
Downloads 35 (448,837)
Citation 2

Abstract:

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Systemic Risk Capital

11.

Time Inconsistent Stochastic Differential Game: Theory and an Example in Insurance

Number of pages: 35 Posted: 26 Sep 2017 Last Revised: 10 Jan 2018
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 31 (466,668)

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Stochastic Differential Game; Time Varying Correlation

12.

Optimal Contribution and Investment in a Defined Benefit Pension Plan When the Return Rate of Risky Assets is Time Series Correlated and Cyclical Change

Number of pages: 17 Posted: 08 Mar 2017
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 27 (486,763)
Citation 3

Abstract:

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Vasicek Model, Time inconsisitent, Gauss Process, Minimal variance, Dynamic Contribution Rate and Investment Strategy

Pricing Options of Security Portfolio in Cyclical Economic Environment

Number of pages: 26 Posted: 25 Oct 2017
Hong Mao
Shanghai Second Polytechnic University
Downloads 6 (641,086)
Citation 1

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Pricing Options of Security Portfolio in Cyclical Economic Environment

Number of pages: 27 Posted: 27 Oct 2017
Hong Mao
Shanghai Second Polytechnic University
Downloads 6 (641,086)

Abstract:

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Option Pricing; Multi-Vasicek Model; Security Portfolio; Time Varying Correlation

14.

Is Risk Taking or Moral Hazard Beneficial to the Insured and the Society?

Number of pages: 25 Posted: 01 Sep 2013 Last Revised: 12 Jan 2017
Shanghai Second Polytechnic University, University of Georgia and Illinois State University
Downloads 10 (587,656)

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Moral hazard, Stochastic optimal control, Social Welfare

15.

Optimization of Price, Default Ratio and Capital Under Regulatory Criterion of Maximizing Social Benefit

Number of pages: 33 Posted: 01 Feb 2018
Hong Mao and Zhongkai Wen
Shanghai Second Polytechnic University and University of Illinois at Chicago
Downloads 7 (607,102)
Citation 2

Abstract:

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insurance pricing; default rate; social benefit

16.

Dynamic Valuation of Wrongful Death Compensation When the Growth Rate of the Wage Follows Vasicek Model

Number of pages: 25 Posted: 26 Aug 2018
Hong Mao
Shanghai Second Polytechnic University
Downloads 3 (635,418)
Citation 1

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Wrongful Death, Growth of the Wage, Interest Rate, Multi- Vasicek Model, Compensation

17.

Analysis of the Effect of Default Risk on Consumer Surplus

Number of pages: 21 Posted: 26 Aug 2018
Hong Mao
Shanghai Second Polytechnic University
Downloads 2 (644,964)

Abstract:

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Consumer Surplus, Expected Default Value, Taxation, Price, Demand