2019年10月至11月☆，澳大利亚新南威尔士大学商学院风险与精算系📍，访问学者

2013年11月至2014年11月，美国德克萨斯大学达拉斯分校管理学院决策与风险分析国际研究AG尊龙凯时，访问学者

2001年9月至2006年7月💦，南开大学数学科学学院概论统计专业，理学博士

1997年9月至2001年7月，河北工业大学应用数学系应用数学专业🪖，理学学士

2020年9月至今🎒，北京AG尊龙凯时平台娱乐登录官方网站统计学院，教授

2006年7月至2020年8月🧑‍🔧，中央财经大学保险学院、中国精算研究院🍋‍🟩，助理研究员，副研究员🈁，研究员，博士生导师；

2007年5月至2008年5月🏊🏿‍♀️，加拿大滑铁卢大学统计与精算系，博士后

【国家级】

[1] 国家自然科学基金面上项目，“基于模糊厌恶的保险需求与投资消费行为决策” 2020.1-2023.12，（No. 11971506）🦸‍♀️👰🏻。

[2] 国家自然科学基金面上项目，“保险模型中考虑交易成本及偿付能力限制的最优控制策略研究”2016.1-2019.12，（No. 11571388）。

[3] 国家自然科学基金青年项目💼♡，“不同风险测度下的最优投资与再保险策略”2008.1-2010.12🌐，（No. 10701082）。

【省部级】

[4] 教育部人文社科重点研究基地重大项目，偿二代下保险公司资产负债管理量化研究2016.1-2018.12, （No. 15JJD790036）🥥。

[5] 北京市社科基金一般项目🚣🏼‍♂️，“基于家庭金融的北京市居民资产选择与消费行为研究”2016.1-2018.12，（No. 15JGB049）。

[6] 北京高等学校“青年英才”计划项目👱🏿‍♀️，（No. YEPT0958）2013.1-2015.12。

[7] 教育部人文社科青年项目⛸，保险公司最优风险控制策略研究♔，2012.1-2014.12♈️，（No. 12YJC790290）。

[8] 第37批留学回国人员科研启动基金💂🏼‍♀️，“自身相依风险模型的破产与最优费率研究” 2010.1-2012.12，。

风险分析与决策 金融与保险中的最优策略 保险公司资产与负债管理

【英文论文】

[1] Bing Liu（博士生）, Ming Zhou*. Robust Portfolio Selection for Individuals: Minimizing the Probability of Lifetime Ruin. Journal of Industrial and Management Optimization. doi: 10.3934/jimo.2020005.

[2] Jingzhen Liu, Yike Wang, Ming Zhou. Utility maximization with habit formation of interaction, Journal of Industrial and Management Optimization. doi: 10.3934/jimo.2020029.

[3] Bing Liu(博士生), Ming Zhou*, Peng Li (2020). Optimal investment and premium control for insurers with ambiguity. Communications in Statistics-Theory and Methods 49(9), pp. 2110--2130.

[4] Ming Zhou, Jan Dhaene, Jing Yao (2018). An Approximation Method for Risk Aggregations and Capital Allocation Rules based on Additive Risk Factor Models. Insurance: Mathematics and Economics 79, pp. 92--100.

[5] Ming Zhou*, Kam C. Yuen and Chuancun Yin (2017). “Optimal investment and premium control for insurers with a nonlinear diffusion model”. Acta Mathematicae Applicatae Sinica (English Series).33(4), pp. 945--958.

[6] Yichun Chi and Ming Zhou (2017). “Optimal reinsurance design: a mean-variance approach”. The North American Actuarial Journal. 2017(1): 1-14.

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

[8] 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.

[9] Peng Li(博士生), Ming Zhou* and Chuancun Yin (2015). “Optimal reinsurance with both proportional and fixed costs”, Statistics and Probability Letters, 106, pp. 134-141.

[10] K.C. Yuen, Zhibin Liang and Ming Zhou (2015). “Optimal proportional reinsurance with common shock dependence”. Insurance: Mathematics and Economics 64, pp. 1-13.

[11] 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)

[12] 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.

[13] 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.

[14] 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.

[15] 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.

[16] 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.

[17] 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.

[18] 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.

[19] 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.

[20] 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.

[21] 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.

[22] 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.

[23] Ming Zhou* and Junyi Guo. (2008). “Classical risk model with threshold dividend strategy”, Acta Mathematica Scientia (Series B, English Edition) 28, pp. 355-362.

[24] 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.

[25] 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.

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

[27] 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.

【中文论文】

[28] 刘兵（博士生），周明* (2020). 模糊厌恶下的最优投资与最优保费策略, 系统工程理论与实践，40(7), pp. 1707-1720.

[29] 李鹏(博士生), 周明*, 孟辉 (2018). "脉冲和正则控制下的最优注资: 一种混合策略”. 中国科学：数学💆🏻‍♀️，48(4), pp. 565—578.

[30] 陈翠霞(博士生)，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, pp. 46—55.

[31] 孟辉，周明，董纪昌 (2017). 基于风险调整资本收益率下的最优再保险策略. 运筹与管理, 26(11), pp. 129--133.

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

[33] 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.

[34] 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.

[35] 孙雨薇（硕士生）, 王晓慧（硕士生），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.

[36] 周明*，寇炜（硕士生）🙍🏻‍♂️，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.

[37] 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)

[38] 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.