个人简介
教育经历
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中心，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
工作经历
2020年9月至今，中国人民大学统计学院，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
学术奖励
[1] 2020年，中国人民大学青年杰出学者
[2] 2016年12月1日，北美准精算师
[3] 2016年6月15日，中央财经大学涌金奖励基金--教师学术奖
[4] 2011年6月10日，中央财经大学涌金奖励基金--教师学术奖
[5] 2010年10月11日，中国精算师协会正会员
[6] 2007年10月，南开大学优秀博士毕业论文
[7] 2006年6月，南开大学优秀毕业生
[8] 2006年5月，钟家庆优秀论文奖
近期论文
查看导师新发文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
[34] Liu, B., Zhang, L., Zhou, M.*(2023). Portfolio selections for insurers with ambiguity aversion: minimizing the probability of ruin. Applied Economics .
[33] Cuixia Chen, Yijia Lin*, Ming Zhou* (2023). Risk-Seeking Behavior and Its Implications for the Optimal Decision-Making of Annuity Insurers. North American Actuarial Journal, 27(1), 25-46.
[32]Li, P., Zhou, M.*, Yao, D. (2022). Optimal time for the excess of loss reinsurance with fixed costs. International Review of Economics & Finance, 79:466-475.
[31] Landsman, Z., Makov, U., Yao, J.,Zhou, M. (2022). Downside risk optimization with random targets and portfolio amplitude. The European Journal of Finance, 28(16):1642-1663.
[30] Peng Li, Qingbin Meng, K.C. Yuen, Ming Zhou* (2021). Optimal dividend and risk control policies in the presence of a fixed transaction cost. Journal of Computational and Applied Mathematics. Volume 388, 113271. https://doi.org/10.1016/j.cam.2020.113271
[29] Mi Chen, Ming Zhou, Haiyan Liu, K.C. Yuen (2020). Optimal dividends and reinsurance with capital injection under thinning dependence. Communications in Statistics-Theory and Methods . https://doi.org/10.1080/03610926.2020.1845737
[28] Bing Liu, Hui Meng, Ming Zhou* (2021). Optimal investment and reinsurance policies for an insurer with ambiguity aversion. The North American Journal of Economics and Finance. Volume 55, 101303. https://doi.org/10.1016/j.najef.2020.101303
[27] Bing Liu（博士生）, Ming Zhou* (2021). Robust Portfolio Selection for Individuals: Minimizing the Probability of Lifetime Ruin. Journal of Industrial and Management Optimization. 17(2): 937-952. doi: 10.3934/jimo.2020005.
[26] Jingzhen Liu, Yike Wang, Ming Zhou (2021). Utility maximization with habit formation of interaction, Journal of Industrial and Management Optimization. 17(3): 1451-1469. doi: 10.3934/jimo.2020029.
[25] 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. [24] 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.
[23] 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.
[22] Yichun Chi and Ming Zhou (2017). “Optimal reinsurance design: a mean-variance approach”. The North American Actuarial Journal. 2017(1): 1-14.
[21] Hui Meng*, Ming Zhou and Tak Kuen Siu (2016). "Optimal reinsurance policies with two reinsurers in continuous time”. Economic Modelling, 59, pp. 182-195.
[20] 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.
[19] 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.
[18] K.C. Yuen, Zhibin Liang and Ming Zhou (2015). “Optimal proportional reinsurance with common shock dependence”. Insurance: Mathematics and Economics 64, pp. 1-13.
[17] 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)
[16] 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.
[15] 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.
[13] 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.
[12] 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.
[11] 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.
[10] 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.
[9] 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.
[8] 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.
[7] 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.
[6] 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.
[5] Ming Zhou* and Junyi Guo. (2008). “Classical risk model with threshold dividend strategy”, Acta Mathematica Scientia (Series B, English Edition) 28, pp. 355-362.
[4] 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.
[3] 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.
[2] Ming Zhou*, Li Wei and Junyi, Guo. (2006). “Some results behind dividend problems”, Acta Mathematicae Applicatae Sinica (English Series) 22, pp. 681-686.
[1] 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】
[13] 陈翠霞，周明* (2022). 累积前景理论下的保险公司最优资产配置和风险管理决策---以寿险公司为例, 保险研究 11.
[12] 孟辉，魏丽，周明* (2021). 模糊厌恶下保险人的鲁棒再保险策略, 中国科学. 数学, 51(11), pp. 1791-1818.
[11] 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.
[10] 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.
[9] 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.
[8] 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.
[7] 魏丽，周明 (2016). 现代精算风险理论—基于R. 科学出版社. (译著)
[6] 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.
[5] 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.
[4] 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.
[3] 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.
[2] 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)
[1] 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.
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