中央財(cái)經(jīng)大學(xué)精算科學(xué)系導(dǎo)師伍慧玲簡介 正文

伍慧玲，性別：女； 出生年月：1978年2月28日； 籍貫：廣東省清遠(yuǎn)市
中央財(cái)經(jīng)大學(xué)保險(xiǎn)學(xué)院中國精算研究院，副教授，
電子郵箱：wuhl@cufe-ins.sinanet.com

一、主要學(xué)習(xí)經(jīng)歷
2008年9月至2011年7月，中山大學(xué)數(shù)理金融專業(yè)，理學(xué)博士
2001年9月至2004年7月，中山大學(xué)統(tǒng)計(jì)專業(yè)，理學(xué)碩士
1997年9月至2001年7月，中山大學(xué)數(shù)學(xué)專業(yè)，理學(xué)學(xué)士

二、研究方向
金融優(yōu)化控制，保險(xiǎn)精算模型，風(fēng)險(xiǎn)控制

三、主講課程
1. A Course in Financial Calculus
2.隨機(jī)過程
3.精算模型研究

四、主要研究成果

1.課題
主持國家級自然科學(xué)基金項(xiàng)目“基于體制轉(zhuǎn)移和決策行為因素不確定的金融保險(xiǎn)最優(yōu)決策研究”，項(xiàng)目批準(zhǔn)號11301562(2014.01-2016.12)；
主持教育部人文社會科學(xué)基金項(xiàng)目“若干金融保險(xiǎn)問題的最優(yōu)時間一致性決策研究”，項(xiàng)目批準(zhǔn)號12YJCZH219 (2012.01-2014.12)；
參與國家自然科學(xué)基金面上項(xiàng)目“微觀結(jié)構(gòu)噪聲下高頻金融時間序列LEVY跳躍的非參數(shù)統(tǒng)計(jì)推斷與應(yīng)用研究”，項(xiàng)目批準(zhǔn)號71271223(2013.01-2015.12)；
參與教育部人文社會科學(xué)重大項(xiàng)目“數(shù)量風(fēng)險(xiǎn)管理在長壽風(fēng)險(xiǎn)、最優(yōu)再保險(xiǎn)和計(jì)算金融中的應(yīng)用”，項(xiàng)目批準(zhǔn)號11JJD790004；(2012.01-2014.12)；
參與中央財(cái)經(jīng)大學(xué)創(chuàng)新團(tuán)隊(duì)項(xiàng)目“金融和保險(xiǎn)領(lǐng)域中非線性復(fù)雜系統(tǒng)的研究”(2013.05-2015.05)。
參與北京市社科基金“基于家庭金融的北京市居民資產(chǎn)選擇與消費(fèi)行為研究”，項(xiàng)目批準(zhǔn)號15JGB049；(2015.06-2017.06)

2.公開發(fā)表論文
[1] Huiling Wu, Ling Zhang, Hua Chen, 2015. Nash equilibrium strategies for a defined contribution pension management. Insurance: Mathematics and Economics, 62: 202-214.
(SCI, SSCI)
[2] Huiling Wu and Yan Zeng, 2015. Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk. Insurance: Mathematics and Economics, 64: 396–408. (SCI, SSCI)
[3] Huiling Wu and Hua Chen, 2015. Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching. Economic Modelling, 46: 79-90. (SSCI)
[4] Huiling Wu, Yan Zeng, Haixiang Yao, 2014. Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability. Economic Modelling, 36: 69-78. (SSCI)
[5] Huiling Wu, 2013. Mean-Variance Portfolio Selection with a stochastic cash flow in a Markov-switching Jump-diffusion market, Journal of Optimization Theory and Applications, 158: 918-934.
(SCI, SSCI)
[6] Huiling Wu, Yan Zeng, 2013. Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Optimal Control Applications and Methods, 34: 415-432. (SCI, SSCI)
[7] Huiling Wu, 2013. Time-consistent strategies for a multi-period mean-variance portfolio selection problem. Journal of Applied Mathematics, 2013:1-14. (SCI)
[8] Huiling Wu, Zhongfei Li, 2012. Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Insurance: Mathematics and Economics, 50:371-384.
(SCI, SSCI)
[9] Huiling Wu, Zhongfei Li, 2011.Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Journal of Systems Science and Complexity, 24: 140-155. (SCI)
[10] Haixiang Yao, Huiling Wu and Yan Zeng, 2014. Optimal investment strategy for risky assets under uncertain time-horizon and inflation (In Chinese). Systems Engineering—Theory and Practice, 34: 1089-1099.
[11] Yan Zeng, Zhongfei Li, Shushang Zhu, Huiling Wu, 2014. Asset-liability management based on CRRA utility criterion (In Chinese). Chinese Journal of Management Science, 22(10):1-8.
[12] Yan Zeng, HuilingWu and Yongzeng Lai, 2013.Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon. Economic Modelling, 33: 462-470. (SSCI)
[13] Yan Zeng, Zhongfei Li, Huiling Wu, 2013.Optimal portfolio selection in a Levy market with uncontrolled cash flow and only risky assets. International Journal of Control, 86: 426-437.
(SCI, SSCI)

五、主要學(xué)術(shù)兼職
為下列國內(nèi)外期刊的審稿人：
Journal of Systems Science and Complexity
Statistics and Probability Letters
North American Actuarial Journal
Economic Modelling
OR Spectrum
運(yùn)籌與管理
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中央財(cái)經(jīng)大學(xué)

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