趙倩 (Zhao Qian)
| 教授 | 電話(huà)：67703448 |
| 電子郵件：[email protected] |
教育背景
博士（概率論與數(shù)理統(tǒng)計(jì)），2015，華東師范大學(xué)
博士（應(yīng)用金融與精算學(xué)），2015，麥考瑞大學(xué)（澳大利亞）
學(xué)士（統(tǒng)計(jì)學(xué)），2009，山東大學(xué)
研究領(lǐng)域
保險(xiǎn)精算、金融數(shù)學(xué)
主講課程
統(tǒng)計(jì)學(xué)（英）、商務(wù)統(tǒng)計(jì)（英）、金融統(tǒng)計(jì)、風(fēng)險(xiǎn)管理
簡(jiǎn)介
趙倩，上海對(duì)外經(jīng)貿(mào)大學(xué)統(tǒng)計(jì)與信息學(xué)院教授，碩士生導(dǎo)師?，F(xiàn)任全國(guó)工業(yè)統(tǒng)計(jì)學(xué)教學(xué)研究會(huì)第九屆理事會(huì)常務(wù)理事，中國(guó)現(xiàn)場(chǎng)統(tǒng)計(jì)研究會(huì)大數(shù)據(jù)統(tǒng)計(jì)分會(huì)、經(jīng)濟(jì)與金融統(tǒng)計(jì)分會(huì)副秘書(shū)長(zhǎng)、常務(wù)理事，上海市歐美同學(xué)會(huì)第十一屆理事會(huì)常務(wù)理事。近年來(lái)，一直致力于數(shù)學(xué)與金融、保險(xiǎn)等交叉學(xué)科問(wèn)題的研究和統(tǒng)計(jì)學(xué)相關(guān)教學(xué)工作。主持國(guó)家自然科學(xué)基金面上項(xiàng)目、青年基金項(xiàng)目各1項(xiàng)，省部級(jí)項(xiàng)目1項(xiàng)。在國(guó)際精算學(xué)頂級(jí)期刊Insurance: Mathematics and Economics、管理運(yùn)籌類(lèi)著名期刊European Journal of Operational Research等SSCI、SCI學(xué)術(shù)期刊發(fā)表學(xué)術(shù)論文十余篇。曾短期訪(fǎng)問(wèn)澳大利亞麥考瑞大學(xué)、香港大學(xué)、墨爾本大學(xué)等。作為主要參與人獲上海市教學(xué)成果特等獎(jiǎng)，獲上海對(duì)外經(jīng)貿(mào)大學(xué)全英語(yǔ)教師教學(xué)質(zhì)量獎(jiǎng)、上海對(duì)外經(jīng)貿(mào)大學(xué)三八紅旗手等榮譽(yù)。
發(fā)表論文
Q. Zhao, J. Wei. Open-Loop Equilibrium Strategy for Mean-Variance Asset-Liability Management with Margin Requirements. Communications in Statistics- Theory and Methods, 2022, 51(13): 4296-4312
Q. Zhao, and S. Zhu. Optimal Investment Strategies for an Insurer with SAHARA Utility. 應(yīng)用概率統(tǒng)計(jì), 2020, 36(2): 181-196.
Q. Zhao, Y. Shen and J. Wei. Mean-Variance Investment and Contribution Decisions for Defined Benefit Pension Plans in a Stochastic Framework. Journal of Industrial and Management Optimization, 2021, 17(3):1147-1171.
J. Wei, Y. Shen, and Q. Zhao (Corresponding Author). Portfolio Selection with Regime-Switching and State-Dependent Preferences. Journal of Computational and Applied Mathematics, 2020, 365: 112361.
Q. Zhao, and T.K. Siu. Consumption-Leisure-Investment Strategies with Time-Inconsistent Preference in a Life-Cycle Model. Communications in Statistics - Theory and Methods, 2020, 49(24): 6057-6079.
Q. Zhao, P. Li, and J. Zhang. Valuation of Contingent Claims with Stochastic Interest Rate and Mortality Driven by Levy Processes. Communication in Statistics - Theory and Methods, 2020, 49(14): 3421-3437.
Q. Zhao, Z. Jin, and J. Wei. Optimal Debt Ratio and Dividend Strategies for an Insurer under a Regime-Switching Model. Stochastic Models, 2018, 34(4): 435-463.
Q. Zhao, Z. Jin, and J. Wei. Optimal Investment and Dividend Payment Strategies with Debt Management and Reinsurance. Journal of Industrial and Management Optimization. 2018, 14(4):1323-1348.
Y. Shen, J. Wei, and Q. Zhao. Mean–Variance Asset–Liability Management Problem under Non-Markovian Regime-Switching Models. Applied Mathematics and Optimization, 2020, 81(3):859-897.
Q. Zhao, R. Wang, and J. Wei. Exponential Utility Maximization for an Insurer with Time-Inconsistent Preferences. Insurance: Mathematics and Economics. 2016, 70:89-104.
Q. Zhao, R. Wang, and J. Wei. Minimization of Risks in Defined Benefit Pension Plan with Time-Inconsistent Preferences. Applied Stochastic Models in Business and Industry. 2016, 32:243-258.
Q. Zhao, R. Wang, and J. Wei. Time-Inconsistent Consumption-Investment Problem for a Member in a Defined Contribution Pension Plan. Journal of Industrial and Management Optimization. 2016, 12(4):1557-1585.
Q. Zhao, J. Wei, and R. Wang. On Dividend Strategies with Non-Exponential Discounting. Insurance: Mathematics and Economics. 2014, 58:1-13.
Q. Zhao, Y. Shen, and J. Wei. Consumption-Investment Strategies with Non-Exponential Discounting and Logarithmic Utility. European Journal of Operational Research. 2014, 238(3):824-835.
L. Qian, R. Wang, and Q. Zhao. Valuation of Equity-Indexed Annuities with Stochastic Interest Rate and Jump Diffusion. Communication in Statistics - Theory and Methods. 2014; 43(14):2870-2885.
科研項(xiàng)目
國(guó)家自然科學(xué)基金面上項(xiàng)目，相依死亡率模型下的家庭最優(yōu)消費(fèi)—投資—保險(xiǎn)/退休問(wèn)題，2020/01-2023/12，主持
國(guó)家自然科學(xué)基金青年科學(xué)基金項(xiàng)目，金融保險(xiǎn)中若干帶有時(shí)間不一致性偏好的最優(yōu)決策問(wèn)題，2017/01-2019/12，主持
獎(jiǎng)項(xiàng)情況
2022年，上海市教學(xué)成果獎(jiǎng)特等獎(jiǎng)
2022年，第八屆國(guó)際“互聯(lián)網(wǎng)+”大學(xué)生創(chuàng)新創(chuàng)業(yè)大賽優(yōu)秀指導(dǎo)教師
2023年，上海對(duì)外經(jīng)貿(mào)大學(xué)三八紅旗手