中央財經(jīng)大學精算科學系導師周明簡介 正文

周明，男，1979年8月出生，河北景縣人。
中央財經(jīng)大學保險學院、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、主要學習經(jīng)歷
2013年11月至2014年11月，美國德克薩斯大學達拉斯分校管理學院決策與風險分析國際研究中心，訪問學者
2007年5月至2008年5月，加拿大滑鐵盧大學統(tǒng)計與精算系，博士后
2001年9月至2006年7月，南開大學數(shù)學科學學院概論統(tǒng)計專業(yè)，理學博士
1997年9月至2001年7月，河北工業(yè)大學應用數(shù)學系應用數(shù)學專業(yè)，理學學士

二、研究方向
保險風險分析與決策
保險資金運用與風險管理

三、主講課程
曾主講的課程有：
應用隨機過程，金融數(shù)學，壽險數(shù)學，損失模型，風險理論，隨機控制等

四、主要研究成果
1.科研項目及獲獎情況
2016.1-2019.12，保險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----國家自然科學基金面上項目
2016.1-2018.12，基于家庭金融的北京市居民資產(chǎn)選擇與消費行為研究-----北京市社科基金一般項目
2015.9-2018.9, 基于償二代的我國保險公司資產(chǎn)配置及風險管理策略研究----中央財經(jīng)大學青年科研創(chuàng)新團隊
2013.11-2014.11，高等學校青年骨干教師出國研修項目----國家留學基金委
2013.1-2015.12，北京高等學校“青年英才”計劃項目----北京市教委
2012.1-2014.12，保險公司最優(yōu)風險控制策略研究——教育部人文社科青年項目
2011.6-2012.6，經(jīng)濟資本在我國保險企業(yè)風險管理中的運用研究——中國保險學會委托課題
2011.5-2012.9，保險公司內控與風險管理——中石油橫向課題
2010.1-2012.12，自身相依風險模型的破產(chǎn)與最優(yōu)費率研究——教育部國際合作與交流司
2008.1-2010.12，不同風險測度下的最優(yōu)投資與再保險策略——國家自然科學基金
2011.05 中央財經(jīng)大學教師涌金學術獎；
2007.10 南開大學優(yōu)秀畢業(yè)論文獎；
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：數(shù)學, 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策略風險乘數(shù)優(yōu)化及實證——基于長期投資增長率與冪效用函數(shù), 統(tǒng)計與決策 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)再保險策略, 數(shù)理統(tǒng)計與管理, 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). 風險調整資本收益率下的最優(yōu)再保險策略. 系統(tǒng)工程理論與實踐, 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). 古典風險模型下的絕對破產(chǎn), 應用數(shù)學學報 28, pp. 695-703.

五、主要學術兼職
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中央財經(jīng)大學

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