保险风险分析与决策

保险公司资产与负债管理

[1]       李鹏, 周明, 孟辉 (2017). "Stochastic impulse and regular control for capital injections: A hybrid strategy”.中国科学：数学，已接收.

[2]       陈翠霞，王绪瑾，周明. (2017).“我国长寿风险的评估模型与管理策略综述.”保险研究1, 46—55.

[3]       Yichun Chi and Ming Zhou (2016). “Optimal reinsurance design:  a mean-variance approach”. The North American Actuarial Journal. 2016: 1-14.      

[4]       魏丽，周明 (2016). 现代精算风险理论—基于R. 科学出版社. (译著)      

[5]       Ming Zhou*, Kam C. Yuen and Chuancun Yin (2016). “Optimal investment and premium control for insurers with a nonlinear diffusion model”. Acta Mathematicae Applicatae Sinica (English Series). Accepted, In press.        

[6]       Hui Meng*, Ming Zhou and Tak Kuen Siu (2016). "Optimal reinsurance policies with two reinsurers in continuous time”. Economic Modelling, 59, pp. 182-195. (SSCI)      

[7]       Hui Meng*, Ming Zhou and Tak Kuen Siu (2016). "Optimal dividend-reinsurance with two types of premium principles”. Probability in the engineering and informational sciences, 30, pp. 224-243. (SCI)      

[8]       孟辉, 郭冬梅, 周明 (2016). “有再保险控制下的非线性脉冲注资问题”, 中国科学：数学, 46(2), pp. 235-246.        

[9]       周明，孟辉，郭军义 (2015). 最优分红策略：正则与脉冲混合控制, 中国科学：数学, 45(10), pp. 1705-1724.

[10]   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).      

[11]   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)      

[12]   孙雨薇, 王晓慧，周明. (2015). CPPI策略风险乘数优化及实证——基于长期投资增长率与幂效用函数, 统计与决策 11, pp. 156-159.

[13]   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)        

[14]   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.      

[15]   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.      

[16]   Ming Zhou* and Jun Cai. (2014). “Optimal dynamic risk control for insurers with state-dependent income”, Journal of Applied Probability 51(2), pp. 417-435. (SCI)        

[17]   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)        

[18]   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)

[19]   Lihua Bai, Jun Cai and Ming Zhou*. (2013). “Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting”.Insurance: Mathematics and Economics 53, pp. 664-670. (SSCI, SCI)      

[20]   周明，寇炜，李宏军. (2013). 基于夏普比例的最优再保险策略, 数理统计与管理, 32(5)，pp. 910-922.      

[21]   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)      

[22]   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)        

[23]   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)        

[24]   周明，陈建成，董洪斌. (2010). 风险调整资本收益率下的最优再保险策略. 系统工程理论与实践, 30(11), pp. 1931-1937. (EI)      

[25]   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)        

[26]   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)      

[27]   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)        

[28]   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)      

[29]   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)

[30]   Ming Zhou*, Li Wei and Junyi, Guo. (2006). “Some results behind dividend problems”, Acta Mathematicae Applicatae Sinica (English Series) 22, pp. 681-686. (SCI)

[31]   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)      

[32]   周明，张春生. (2005). “古典风险模型下的绝对破产”, 应用数学学报, 28, pp. 695-703.      

[1]       2016.05中央财经大学教师涌金学术奖；  

[2]       2011.05 中央财经大学教师涌金学术奖；

[3]       2007.10 南开大学优秀毕业论文奖；

[4]       2006.06 中国数学会“钟家庆”最佳论文奖；