梁晓青博士，教授 |
梁晓青，女，汉族，博士，教授。 【研究领域】 风险理论，金融数学，随机最优控制理论及其在金融保险中的应用 【主讲课程】 非寿险精算，概率论与数理统计 测度论基础，应用统计学 【研究生招生学科方向】 硕士：数学 【科研项目】 [1]国家自然科学基金面上项目, 隐马氏链环境下寿险随机控制和年金谜团问题研究, 2024-01-01 至 2027-12-31 [2]国家自然科学基金数学天元基金项目, 寿险模型奇异控制问题解存在唯一性及渐近解研究, 2024-01-01 至 2024-12-31 [3]国家自然科学基金青年项目,带交易费用的最优年金保险购买及投资消费问题, 2018-01-01 至 2020-12-31 [4]河北省自然科学基金面上项目, 保险模型中巴黎型破产及扩散逼近问题研究, 2025-01-01 至 2027-12-31 [5]河北省引进留学回国资助项目, 关于寿险模型中遗产和生命巴黎型破产问题研究, 2020-09 至 2022-09 [6]河北省自然科学基金青年项目, 模糊不确定环境下人寿保险模型中的最优决策问题, 2018-01-01 至 2020-12-31 [7]河北省教育厅青年项目, 养老保险和人寿保险中的几个随机最优控制问题, 2016-01-01 至 2017-12-31 【代表性论文】 [1] Junyi Guo, Xiaoqing Liang*, Yang Shen, and Jie Xiong. 2026. Annuitization and Asset Allocation with Fixed Transaction Costs. Accepted by Insurance: Mathematics and Economics. doi.org/10.1016/ j.insmatheco. 2026.103223. [2] Shuping Gao, Junyi Guo, and Xiaoqing Liang*, 2025. Bayesian Adaptive Portfolio Optimization for DC Pension Plans. Insurance: Mathematics and Economics, 55: 262-274. [3] Xiaoqing Liang* and Virginia R. Young, 2025. Two Stackelberg Games in Life Insurance: Mean-Variance Criterion. ASTIN Bulletin, 55: 178-203. [4] Xiaoqing Liang, Jingrui Sun*, and Shaodi Sun, 2025. Turnpike Properties for Stochastic Pension Fund Control Problems. Mathematical Control and Related Fields. doi: 10.3934/mcrf.2025050. [5] Xiaoqing Liang* and Virginia R. Young, 2025. Time-Consistent Annuitization and Asset Allocation under the Mean-Variance Criterion. Journal of Applied Probability. doi:10.1017/jpr.2025.10044. [6] Wenjun Jiang, Xiaoqing Liang*, and Virginia R. Young, 2025. Bowley Solution of a Variance Game in Insurance. Scandinavian Actuarial Journal, 2025(2): 1-18. [7] Xiaoqing Liang*, Virginia R. Young. 2023. Annuitizing at a Bounded, Absolutely Continuous Rate to Minimize the Probability of Lifetime Ruin. Insurance: Mathematics and Economics, 112: 80-96. [8] Pablo Azcue, Xiaoqing Liang*, Nora Muler, and Virginia R. Young, 2023. Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis. SIAM Journal on Financial Mathematics, 14(1), 279-313. [9] Xiaoqing Liang and Virginia R. Young*, 2023. Optimal Proportional Reinsurance to Maximize an Insurer’s Exponential Utility under Unobservable Drift. Journal of Applied Probability, 60(3), 874-894. [10] Xiaoqing Liang, Wenjun Jiang, Yiying Zhang*. 2023. Optimal Insurance Design under Mean-Variance Preference with Narrow Framing. Insurance: Mathematics and Economics, 112: 59-79. [11] 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. [12] 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. [13] Xiaoqing Liang and Virginia R. Young*, 2022. Discounted Probability of Exponential Parisian Ruin: Diffusion Approximation. Journal of Applied Probability, 59(1), 17-37. [14] 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. [15] 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. [16] Xiaoqing Liang and Virginia R. Young*, 2020. Minimizing the Probability of Lifetime Exponential Parisian Ruin. Journal of Optimization Theory and Applications, 184,1036-1064. [17] 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. 【联系方式】 邮箱： liangxiaoqing115@hotmail.com |
