梁晓青
个人简历
基本资料
姓名：梁晓青 毕业时间：2015.06
学历：博士 出生年月：1985.11
专业：概率论与数理统计 研究方向：随机最优控制及其在金融保险中的应用
性别：女 电子邮箱：liangxiaoqing115@hotmail.com
民族：汉族 政治面貌：中共党员
通信地址：天津市北辰区西平道5340号，300401
教育背景及工作经历
l 2019.01-至今 永利官网 3044am永利 副教授
l 2015.07-2018.12 永利官网 3044am永利 讲师
l 2016.07-2016.08, 2017.03-2017.08, 2019.02-2020.2 Visiting researcher, Department of Mathematics, University of Michigan, Ann Arbor, USA
（密歇根大学数学系，访问学者，导师：Prof. Virginia R. Young）
l 2014.08-2015.04 Visiting student, Department of Statistics and Actuarial Science, Simon Fraser University, Vancouver, Canada
（西蒙菲莎大学统计精算系，联合培养，访问员工，导师：Prof. Yi Lu）
l 2011.09-2015.06 南开大学 数学科学学院 概率论与数理统计专业
（攻读博士学位，导师：郭军义教授）
研究方向：随机最优控制理论，人寿保险及养老保险中的随机最优控制问题
l 2008.09-2011.09 南开大学 数学科学学院 概率论与数理统计专业
（攻读硕士学位，导师：郭军义教授，2011年9月免试转攻博）
l 2004.09-2008.07 中国农业大学 3044am永利 应用数学专业
（攻读学士学位，2008年9月免试攻读硕士学位）
研究成果
1. Pablo Azcue, Xiaoqing Liang*, Nora Muler, and Virginia R. Young, 2022. Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis, to appear, SIAM Journal on Financial Mathematics.
2. Xiaoqing Liang and Virginia R. Young* , 2022. Maximizing Exponential Utility under Unobservable Drift, Accepted by Journal of Applied Probability.
3. Xiaoqing Liang and Virginia R. Young* , 2022. A Simple and Nearly Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. ASTIN Bulletin, 52(2), 619-643.
4. Xiaoqing Liang and Virginia R. Young*, 2022. Discounted Probability of Exponential Parisian Ruin: Diffffusion Approximation. Journal of Applied Probability, 59(1), 17-37.
5. Xiaoqing Liang, Ruodu Wang, and Virginia R. Young*, 2022. Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle. Insurance: Mathematics and Economics, 104, 35-59.
6. Xiaoqing Liang, Zhibin Liang, and Virginia R. Young*, 2020. Optimal Reinsurance under the Mean-Variance Premium Principle to Minimize the Probability of Ruin. Insurance: Mathematics and Economics, 92, 128-146.
7. Xiaoqing Liang* and Virginia R. Young, 2020. Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance. SIAM Journal on Control and Optimization, 58, 937-964.
8. Xiaoqing Liang and Virginia R. Young*, 2020. Minimizing the Probability of Lifetime Exponential Parisian Ruin. Journal of Optimization Theory and Applications, 184,1036-1064.
9. Xiaoqing Liang and Virginia R. Young*, 2020. Reaching a Bequest Goal with Life Insurance: Ambiguity about the Risky Asset’s Drift and Mortality’s Hazard Rate. ASTIN Bulletin, 50, 187-221.
10. Xiaoqing Liang and Virginia R. Young*, 2019. Minimizing the Probability of Lifetime Ruin: Two Riskless Assets with Transaction Costs. ASTIN Bulletin, 49, 847-883.
11. Xiaoqing Liang and Virginia R. Young*, 2018. Minimizing the Probability of Ruin:Optimal Per-Loss Reinsurance. Insurance: Mathematics and Economics, 82, 181-190.
12. Xiaoqing Liang* and Palmowski Z., 2018. A Note on Optimal Expected Utility of Dividend with Proportional Reinsurance. Scandinavian Actuarial Journal, 4, 275-293.
13. Xiaoqing Liang and Virginia R. Young*, 2018. Annuitization and Asset Allocation with Exponential Utility. Insurance: Mathematics and Economics, 79, 167-183.
14. Xiaoqing Liang and Virginia R. Young*, 2018. Minimizing the Probability of Ruin: Two Riskless Assets with Transaction Costs and Proportional Reinsurance. Statistics and Probability Letters, 140, 167-175.
15. Xiaoqing Liang* and Yi Lu, 2017. Indifference Pricing of a Life Insurance Portfolio with Risky Asset Driven by a Shot-Noise Process. Insurance: Mathematics and Economics, 17, 119-132.
16. Xiaoqing Liang and Lihua Bai*, 2017. Minimizing Expected Time to Reach a Given Capital Level before Ruin. Journal of Industrial Management and Optimization, 13(4): 1771- 1791.
17. Xiaoqing Liang, Cary Chi-Liang Tsai, and Yi Lu*, 2016. Valuing Guaranteed Equity Linked Contracts under Piecewise Constant Forces of Mortality. Insurance: Mathematics and Economics, 70, 150-161.
18. Xiaoqing Liang and Junyi Guo*, 2016. Optimal Investment, Consumption and Life Insurance in an Incomplete Market. Communication in Statistics-Theory and Methods, 45(13), 3884-3903.
19. Xiaoqing Liang and Junyi Guo*, 2015. Optimal Life Insurance Purchase and Consumption/Investment under Mean-Reverting Returns. SCIENTIA SINICA Mathematica, 45(5), 623-638.
20. Xiaoqing Liang, Lihua Bai, and Junyi Guo*, 2014. Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes under Mean-Variance Criterion. ANZIAM J. 56(2014), 66-90.
21. Xiaoqing Liang, Xiaofan Peng, and Junyi Guo*, 2014. Optimal Investment, Consumption and Timing of Annuity Purchase under a Preference Change. Journal of Mathematical Analysis and Application, 413(2), 905-938.
主持科研和教研项目
1. 2018.01.01-2020.12.31 国家自然科学基金青年项目 (11701139)，带交易费用的最优年金保险购买及投资消费问题，24万元。
2. 2018.01.01-2020.12.31 河北省自然科学基金青年项目 (A2018202057)，模糊不确定环境下人寿保险模型中的最优决策问题，3万元。
3. 2016.01-2017.12河北省教育厅青年基金，QN2016176，养老保险和人寿保险中的几个随机最优控制问题，2.7万元。
4. 2020.09-2022.09河北省引进留学人员资助项目，C20200102，关于寿险模型中遗产和生命巴黎型破产问题的研究，1万元。
5. 2022.01-2024.01河北省省级研究生示范课程立项建设项目：课程名称：测度论基础，2万元。
6. 2022.01-2023.12 永利官网本科公司产品改革重点研究项目：“非寿险精算数学”课程建设研究。
获奖
2018天津市 “131”创新型人才培养工程第三层次人才。
2019年河北省青年数学奖二等奖。
