Hui Meng

Research Professor

Contact Information

Address:	China Institute for Actuarial Science (CIAS) Central University of Finance and Economics (CUFE) Shahe Higher Education Park, Changping District,Beijing, P.R.China,102206
Email:	menghuidragon@126.com
Telephone:

Employment

ŸNov.2016-Present             Research Professor                        

Central University of Finance and Economics

ŸOct.2011-Oct.2016           Research Associate Professor        

Central University of Finance and Economics

ŸMay.2008-Sept.2011        Research Assistant Professor        

Central University of Finance and Economics

Education

ŸJan.2008               Ph.D. Mathematics, Nankai University(China),    

ŸJuly.2005               M.S., Mathematics, Nankai University(China),      

ŸJuly.1999               B.S., Mathematics, Qufu Normal University(China),

Research Interests

ŸActuarial Science, Risk management

Courses Taught

ŸActuarial Models; Optimal Risk Control

Publications

 ŸXin Zhang, Hui Meng, Jie Xiong, Yang Shen (2019) Robust optimal investment and reinsurance of an insurer under jump-

diffusion models. Mathematical Control and Related Fields, 2019, 9(1), 59-76.
 ŸPeng Li, Ming Zhou, Hui Meng (2018) Optimal stochastic impulse and regular control for capital injections: a hybrid

strategy(in Chinese). Sci Sin Math, 48(4),565-578
 ŸHui Meng, Tak Kuen Siu, Hailiang Yang (2017) A note on optimal insurance risk control with multiple reinsurance.

Journal of Computational and Applied Mathematics, 319, 38-42.
 ŸHui Meng, Ming Zhou, Tak Kuen Siu (2016) Optimal reinsurance policies with two reinsurers in continuous time.

Economic Modelling, 59,182-195.
 ŸHui Meng, Dongmei Guo，Ming Zhou (2016) Nonlinear impulse capital injections problem with reinsurance control(in

Chinese). Sci Sin Math, 46, 235-246.
 ŸXin Zhang, Hui Meng, Yan Zeng(2016) Optimal investment and reinsurance strategies for insurers with generalize mean-

variance premium principle and no-short selling. Insurance: Mathematics and Economics, 67, 125-132.
 ŸHui Meng, Ming Zhou, Tak Kuen Siu(2016) Optimal dividend-reinsurance with two types of premium principles.

Probability in the Engineering and Informational Sciences, 30, 224-243.
 ŸHui Meng, Tak Kuen Siu, Hailiang Yang(2016) Optimal insurance risk control with multiple reinsurers. Journal of

Computational and Applied Mathematics, 306,40-52.
 ŸHui Meng, Shuanming Li, Zhuo Jin(2015) A reinsurance game between two insurance companies with nonlinear risk

processes. Insurance: Mathematics and Economics, 62,91-97.
 ŸMing Zhou, Hui Meng, Junyi Guo(2015) Optimal dividend policy: A regular-impulse stochastic control problem(in

Chinese). Sci Sin Math, 45, 1705-1724.
 ŸHui Meng, Tak Kuen Siu(2014) Risk-based asset allocation under Markov –modulated  pure jump processes. Stochastic

Analysis and Applications, 32,191-206.
 ŸYichun Chi, Hui Meng (2014)   Optimal reinsurance arrangements in the presence of two reinsurers. Scandinavian

Actuarial Journal , 5, 424-438
 ŸHui Meng(2013) Optimal impulse control with variance premium principle (in Chinese). Sci Sin Math, 43, 925-939,
 ŸHui Meng, Tak Kuen Siu, Hailiang Yang(2013)Optimal dividends with debts and nonlinear insurance risk processes.

Insurance: Mathematics and Economics, 53, 110-121.
 ŸHui Meng, Fei Lung Yuen, Tak Kuen Siu and Hailiang Yang (2013) Optimal portfolio in a continuous-time self-exciting

threshold model. Journal of Industrial and Management Optimization. 9(2),487-504
 ŸHui Meng, Guojing Wang (2012) On the expected discounted penalty function in a delayed-claim risk model. Acta

Mathematicae Applicatate Sinica (English Series) 2012, 28(2), 215-224.
 ŸHui Meng and Tak Kuen Siu (2011) Optimal mixed impulse-equity insurance control problem with reinsurance. SIAM

Journal on Control Optimization, 49(1), 254 -279.
 ŸHui Meng and Tak Kuen Siu (2011) On optimal reinsurance, dividend and reinvestment strategies. Economic Modelling，

28, 1-2, 211-218.
 ŸHui Meng and Tak Kuen Siu (2011) Impulse Control of Proportional Reinsurance with constraints. International Journal

of Stochastic Analysis Volume 2011, Article ID 190603, 13 pages
 ŸHui Meng and Xin Zhang (2010) Optimal risk control for the excess of loss reinsurance polices. Astin Bulletin, 40(1),

179-197.
 ŸHui Meng (2010) Maximization of T-A objective function for the risk model with constant interest force. Acta

Mathematica Sinica(Chinese Series), 53(4), 795 -804.
 ŸHui Meng, Chunsheng Zhang and Rong Wu (2007) The expection of aggregate discounted dividends for a Sparre Anderson

risk process perturbed by diffusion. Applied Stochastic Models in Business and Industry, 23(4), 273-291.
 ŸHui Meng, Chunsheng Zhang, Rong Wu (2007) On a joint distribution of the classical risk process with a stochastic

return on investments. Stochastic Models, 23(3), 513-522.

Research Grants

·National Natural Science Foundation of China---General Program(Grant No. 11271385), 2013.1-2016.12

·National Natural Science Foundation of China---General Program(Grant No. 11771465), 2018.1-2021.12

·The Program for Innovation Research in Central University of Finance and Economics,2017.4-2020.4

·The 121 Young Doctorial Development Fund Project for Central University of Finance and Economics, (Grant No. QBJJJ2010004), 2011.3-2013.3

·The 211 Project for Central University of Finance and Economics(3^rd phase ) Ministry of Education, P.R. China, 2009.5-2010.6

Honours/Awards

Ÿ2018    Longma Scholars, Central University of Finance and Economics

Ÿ2016Faculty Research Award, Central University of Finance and Economics.

Ÿ2013Faculty Research Award, Central University of Finance and Economics.