中央財(cái)經(jīng)大學(xué)精算科學(xué)系導(dǎo)師周明簡介 正文

周明，男，1979年8月出生，河北景縣人。
中央財(cái)經(jīng)大學(xué)保險(xiǎn)學(xué)院、中國精算研究院研究員，副院長；
聯(lián)系電話：010-62288160
電子郵箱：zhouming@cufe.edu.cn

一、主要學(xué)習(xí)經(jīng)歷
2013年11月至2014年11月，美國德克薩斯大學(xué)達(dá)拉斯分校管理學(xué)院決策與風(fēng)險(xiǎn)分析國際研究中心，訪問學(xué)者
2007年5月至2008年5月，加拿大滑鐵盧大學(xué)統(tǒng)計(jì)與精算系，博士后
2001年9月至2006年7月，南開大學(xué)數(shù)學(xué)科學(xué)學(xué)院概論統(tǒng)計(jì)專業(yè)，理學(xué)博士
1997年9月至2001年7月，河北工業(yè)大學(xué)應(yīng)用數(shù)學(xué)系應(yīng)用數(shù)學(xué)專業(yè)，理學(xué)學(xué)士

二、研究方向
保險(xiǎn)風(fēng)險(xiǎn)分析與決策
保險(xiǎn)資金運(yùn)用與風(fēng)險(xiǎn)管理

三、主講課程
曾主講的課程有：
應(yīng)用隨機(jī)過程，金融數(shù)學(xué)，壽險(xiǎn)數(shù)學(xué)，損失模型，風(fēng)險(xiǎn)理論，隨機(jī)控制等

四、主要研究成果
1.科研項(xiàng)目及獲獎(jiǎng)情況
2016.1-2019.12，保險(xiǎn)模型中考慮交易成本及償付能力限制的最優(yōu)控制策略研究----國家自然科學(xué)基金面上項(xiàng)目
2016.1-2018.12，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-----北京市社科基金一般項(xiàng)目
2015.9-2018.9, 基于償二代的我國保險(xiǎn)公司資產(chǎn)配置及風(fēng)險(xiǎn)管理策略研究----中央財(cái)經(jīng)大學(xué)青年科研創(chuàng)新團(tuán)隊(duì)
2013.11-2014.11，高等學(xué)校青年骨干教師出國研修項(xiàng)目----國家留學(xué)基金委
2013.1-2015.12，北京高等學(xué)校“青年英才”計(jì)劃項(xiàng)目----北京市教委
2012.1-2014.12，保險(xiǎn)公司最優(yōu)風(fēng)險(xiǎn)控制策略研究——教育部人文社科青年項(xiàng)目
2011.6-2012.6，經(jīng)濟(jì)資本在我國保險(xiǎn)企業(yè)風(fēng)險(xiǎn)管理中的運(yùn)用研究——中國保險(xiǎn)學(xué)會(huì)委托課題
2011.5-2012.9，保險(xiǎn)公司內(nèi)控與風(fēng)險(xiǎn)管理——中石油橫向課題
2010.1-2012.12，自身相依風(fēng)險(xiǎn)模型的破產(chǎn)與最優(yōu)費(fèi)率研究——教育部國際合作與交流司
2008.1-2010.12，不同風(fēng)險(xiǎn)測度下的最優(yōu)投資與再保險(xiǎn)策略——國家自然科學(xué)基金
2011.05 中央財(cái)經(jīng)大學(xué)教師涌金學(xué)術(shù)獎(jiǎng)；
2007.10 南開大學(xué)優(yōu)秀畢業(yè)論文獎(jiǎng)；
2.論文
[1]Ming Zhou*, Kam C. Yuen and Chuancun Yin (2015). “Optimal investment and premium control for insurers with a nonlinear diffusion model”. Acta Mathematicae Applicatae Sinica (English Series). Accepted, In press.
[2]周明，孟輝，郭軍義 (2015). 最優(yōu)分紅策略：正則與脈沖混合控制 中國科學(xué)：數(shù)學(xué), 45(10), pp. 1705-1724.
[3] Meng Hui*,Ming Zhou and Tak Kuen Siu (2015). "Optimal risk arrangement for an insurer with two reinsures". 34 pages. Accepted, in press.
[4] Peng Li,Ming Zhou* and Chuancun Yin (2015). “Optimal reinsurance with both proportional and fixed costs”, Statistics and Probability Letters, 106, pp. 134-141.(SCI).
[5] K.C. Yuen, Zhibin Liang and Ming Zhou(2015). “Optimal proportional reinsurance with common shock dependence”, Insurance: Mathematics and Economics 64, pp. 1-13. (SSCI, SCI)
[6] 孫雨薇, 王曉慧，周明. (2015). CPPI策略風(fēng)險(xiǎn)乘數(shù)優(yōu)化及實(shí)證——基于長期投資增長率與冪效用函數(shù), 統(tǒng)計(jì)與決策 11, pp. 156-159.
[7]Ming Zhou* and Kam C. Yuen. (2015). “Portfolio selection by minimizing the present value of capital injection costs”. Astin Bulletin, 45 (1), pp. 207-238. (SSCI)
[8] Peng Li, Chuancun Yin* and Ming Zhou. (2014) Dividend Payments with a Hybrid Strategy in the Compound Poisson Risk Model. Applied Mathematics, 5, pp. 1933-1949.
[9] Peng Li, Chuancun Yin* and Ming Zhou. (2014). “The Compound Poisson Risk Model Perturbed by Diffusion with a Hybrid Dividend Strategy”. Journal of Management Science and Practice 2(2), pp. 8-20.
[10]Ming Zhou* and Jun Cai. (2014). “Optimal dynamic reinsurance policies for insurers with state dependent income”, Journal of Applied Probability 51(2), pp. 417-435. (SCI)
[11]Ming Zhou and K F C Yiu*. (2014). “Optimal dividend strategy with transaction costs for an upward jump model”. Quantitative Finance 14(6), pp. 1097-1106. (SSCI)
[12] Peng Li, Chuancun Yin* and Ming Zhou. (2013). “The exit time and the dividend value function for one-dimensional diffusion processes”. Abstract and Applied Analysis, Volume 2013, Article ID 675202, 9 pages.http://dx.doi.org/10.1155/2013/675202. (SCI)
[13] Lihua Bai, Jun Cai and Ming Zhou*. (2013). “Optimal dynamic risk control strategies for an insurer with dependent risks”. Insurance: Mathematics and Economics 53, pp. 664-670. (SSCI, SCI)
[14]周明，寇煒，李宏軍. (2013). 基于夏普比例的最優(yōu)再保險(xiǎn)策略, 數(shù)理統(tǒng)計(jì)與管理, 32(5)，pp. 910-922.
[15] Jingfeng Xu and Ming Zhou*. (2012). “Optimal risk control and dividend distribution policies for a diffusion model with terminal value”. Mathematical and Computer Modelling 56, pp. 180-190. (SCI)
[16]Ming Zhou* and Kam C Yuen. (2012). “Optimal reinsurance and dividend for a diffusion model with capital injection: variance premium principle.” Economic Modelling 29(2), pp. 198-207. (SSCI)
[17]Ming Zhou*, Hongbin Dong and Jingfeng Xu. (2011) “Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium”, Journal of Systems Science and Complexity, 24(1), pp. 156-166. (SCI)
[18]周明，陳建成，董洪斌. (2010). 風(fēng)險(xiǎn)調(diào)整資本收益率下的最優(yōu)再保險(xiǎn)策略. 系統(tǒng)工程理論與實(shí)踐, 30(11), pp. 1931-1937.
[19]Ming Zhou* and Jun Cai. (2009). “A perturbed risk model with dependence between premium rates and claim sizes”, Insurance: Mathematics and Economics 45(3), pp. 382-392. (SSCI, SCI)
[20] Kam C. Yuen*,Ming Zhou and Junyi Guo. (2008). “On a risk model with debit interest and dividend payments”, Statistics & Probability Letters 78, pp. 2426–2432. (SCI)
[21]Ming Zhou* and Junyi Guo. (2008). “Classical risk model with threshold dividend strategy”, Acta Mathematica Scientia (Series B, English Edition) 28, pp. 355-362. (SCI)
[22] Xin Zhang,Ming Zhou and Junyi Guo*. (2007). “Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting”, Applied Stochastic Models in Business and Industry 23, pp. 63-71. (SCI)
[23] Junyi Guo*, Kam C. Yuen and Ming Zhou. (2007). “Ruin probabilities in Cox risk models with two dependent classes of business”, Acta Mathematica Sinica (English Series) 23, pp. 1281-1288. (SCI)
[24]Ming Zhou*, Li Wei and Junyi, Guo. (2006). “Some results behind dividend problems”, Acta Mathematicae Applicatae Sinica (English Series) 22, pp. 681-686. (SCI)
[25] Huayue Zhang,Ming Zhou and Junyi Guo. (2006). “The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate”, Statistics & Probability Letters 76, pp. 1211-1218. (SCI)
[26]周明，張春生. (2005). 古典風(fēng)險(xiǎn)模型下的絕對破產(chǎn), 應(yīng)用數(shù)學(xué)學(xué)報(bào) 28, pp. 695-703.

五、主要學(xué)術(shù)兼職
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