数理金融、精算、风险理论、随机控制等

• Hui Meng, TakKuen Siu, Hailiang Yang (2017) A note on optimal insurance risk control with multiple reinsurers.Journal of Computational and Applied Mathematics, 319, 38-42.

• Hui Meng, Ming Zhou, TakKuen Siu(2016)Optimal reinsurance policies with two reinsurers in continuous time. Economic Modelling, 59,182-195.

• Hui Meng,DongmeiGuo，Ming Zhou (2016) Nonlinear impulse capital injections problem with reinsurance control(in Chinese). Sci Sin Math, 46, 235-246.

• Xin 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.

• Hui Meng, Ming Zhou, TakKuen Siu(2016) Optimal dividend-reinsurance with two types of premium principles.Probability in the Engineering and Informational Sciences,30, 224-243.

• Hui Meng, TakKuen Siu, Hailiang Yang(2016) Optimal insurance risk control with multiple reinsurers.Journal of Computational and Applied Mathematics,306,40-52.

• Hui Meng, Shuanming Li, ZhuoJin(2015) A reinsurance game between two insurance companies with nonlinear risk processes.Insurance: Mathematics and Economics,62,91-97.

• Ming Zhou, Hui Meng, JunyiGuo(2015) Optimal dividend policy: A regular-impulse stochastic control problem(in Chinese). Sci Sin Math, 45, 1705-1724.

• Hui Meng, TakKuen Siu(2014) Risk-based asset allocation under Markov –modulated pure jump processes. Stochastic Analysis and Applications, 32,191-206.

• Yichun Chi, Hui Meng(2014) Optimal reinsurance arrangements in the presence of two reinsurers. Scandinavian Actuarial Journal, 5, 424-438

• Hui Meng(2013) Optimal impulse control with variance premium principle (in Chinese). Sci Sin Math, 43, 925-939,

• Hui Meng,TakKuen Siu, Hailiang Yang(2013)Optimal dividends with debts and nonlinear insurance risk processes. Insurance: Mathematics and Economics, 53, 110-121.

• Hui Meng, Fei Lung Yuen, TakKuen 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

• Hui Meng, Guojing Wang (2012) On the expected discounted penalty function in a delayed-claim risk model. ActaMathematicaeApplicatateSinica (English Series) 2012, 28(2), 215-224.

• Hui Mengand TakKuen Siu (2011) Optimal mixed impulse-equity insurance control problem with reinsurance. SIAM Journal on Control Optimization,49(1), 254 -279.

• Hui Meng and TakKuen Siu (2011) On optimal reinsurance, dividend and reinvestment strategies. Economic Modelling, 28, 1-2, 211-218.

• Hui Mengand TakKuen Siu(2011) Impulse Control of Proportional Reinsurance with constraints.International Journal of Stochastic AnalysisVolume 2011, Article ID 190603, 13 pages

• Hui Mengand Xin Zhang (2010) Optimal risk control for the excess of loss reinsurance polices. Astin Bulletin, 40(1), 179-197.

• Hui 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.

• Hui Meng, Chunsheng Zhang and Rong Wu (2007) Theexpection of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion. Applied Stochastic Models in Business and Industry, 23(4), 273-291.

• Hui 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.

2013，2016年两次获得中央财经大学涌金奖励基金--教师学术奖

2017.4--2020.4 中央财经大学青年科研创新团队支持计划项目

2013.1--2016.12 国家自然科学基金面上基金项目

2011.3--2013.3 “中财121人才工程青年博士发展基金”课题；

2009.5--2010.6 中央财经大学“211工程”三期重点学科建设项目课题。