赵倩 (Zhao Qian)

发布时间:2017-05-30   浏览次数:8138

副教授
电话:67703175
 电子邮件:qzhao31@163.com

教育背景

博士(应用金融与精算学),2015,澳大利亚麦考瑞大学
博士(概率论与数理统计),2015,华东师范大学
学士(统计学),2009,山东大学

主讲课程

《统计学(英)》(本科生)

研究兴趣

金融数学,精算学

简介

  赵倩讲师2015年7月至今 上海对外经贸大学统计与信息学院任教

 

曾发表的论文

  1. 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, Accepted, 2019. (SCI, SSCI)
  2. J. Wei, Y. Shen, and Q. Zhao (corresponding author). Portfolio Selection with Regime-Switching and State-Dependent Preferences. Journal of Computational and Applied Mathematics, doi.org/10.1016/j.cam.2019.112361, published online, 2020. (SCI)
  3. 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, doi.org/10.1080/03610926.2019.1626426, published online, 2019. (SCI)
  4. 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, doi.org/10.1080/03610926.2019.1589514, published online, 2019. (SCI)
  5. Y. Shen, J. Wei, and Q. Zhao. Mean–Variance Asset–Liability Management Problem under Non-Markovian Regime-Switching Models. Applied Mathematics and Optimization, doi.org/10.1007/s00245-018-9523-8, published online, 2018. (SCI)
  6. 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. (SCI)
  7. 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. (SCI, SSCI)
  8. 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. (SCI, SSCI)
  9. 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. (SCI)
  10. 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. (SCI, SSCI)
  11. Q. Zhao, J. Wei, and R. Wang. On Dividend Strategies with Non-Exponential Discounting. Insurance: Mathematics and Economics. 2014, 58:1-13. (SCI, SSCI)
  12. 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. (SCI)
  13. 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. (SCI)

 

学术交流(报告)

  1. The 8th World Congress Bachelier Finance Society, Brussels, Belgium, 2-6 June, 2014.

  2. Quantitative Methods in Finance Conference, Sydney, 17-20 December, 2013.

  3. The International Conference on Actuarial Science and Related Fields, Shanghai, 29-30 November, 2013.

  4. The 17th International Congress on Insurance: Mathematics and Economics, Copenhagen, Denmark, 1-3 July, 2013.

  5. The International Conference on Actuarial Science and Risk Management, Xiamen, China, June, 2012.

 
科研项目
 
  1. 国家自然科学基金(面上项目,项目号:11971301),相依死亡率模型下的家庭最优消费—投资—保险/退休问题,2020.01-2023.12,主持

  2. 国家自然科学基金(青年科学基金项目,项目号:11601320),金融保险中若干带有时间不一致性偏好的最优决策问题,2017.01-2019.12,主持

 
 
获奖情况
 
  1. 2016年荣获“上海高校青年东方学者”荣誉称号

  2. 2017年校级全英语教师教学质量奖