孟辉 |
研究员，概率统计专业博士，博士研究生导师。2008年1月毕业于南开大学，2008年5月至今在中央财经大学中国精算研究院工作。在国际著名控制论期刊SIAM Journal on Control Optimizaion以及经济精算期刊Economic Modelling、Astin Bulletin等上发表多篇论文。 |
- 教育背景
- 主要研究方向
- 公开发表的论文
- 科研项目及获奖情况
- 主要专著和教材
2005.9—2008.1 南开大学数学学院 概率统计专业，研究方向为随机过程在金融保险中的应用，获得博士学位
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。
