孟辉研究员
理学博士，伟德betvlctor体育官网，教授，博士生导师
E-mail:menghui@cufe.edu.cn
一. 学习经历
[1]2005.9-2008.1 南开大学数学科学学院 概率统计专业 理学博士
[2]2002.9-2005.7南开大学数学科学学院 概率统计专业 理学硕士
[3]1995.9-1999.7 曲阜师范大学数学学院 数学专业 理学学士
二. 访学经历
[1]2019.10-2019.11 澳大利亚新南威尔士大学精算中心
[2]2014.8-2014.11澳大利亚墨尔本大学精算中心
[3]2016.7-8, 2015.8, 2013.8-9, 2011.6-8香港大学统计精算系
三. 研究方向
风险决策与分析、金融保险中的随机最优控制、随机博弈及对策等
四. 主讲课程
概率论、数学分析、应用随机过程、随机控制、精算学问题前沿等多门本科、研究生课程
五. 科研成果
（1）主持项目
[1]国家自然科学基金面上项目“多维风险分担以及在异质信念下的最优风险控制”2021.1-2024.12（主持）
[2]国家自然科学基金面上项目“保险模型下随机博弈问题及其相关的最优风险控制”2018.1-2021.12（主持）
[3]国家自然科学基金面上项目“基于多种保费准则的最优风险控制”2013.1-2016.12（主持）
[4]伟德betvlctor体育官网创新团队项目“保险市场下博弈均衡策略问题研究”2017.4-2020.4（主持）
（2）发表论文
[1]Yeshunying Wang,Hui Meng, Pu Liao (2024) Optimal reinsurance strategy based on the Lundberg exponent.Journal of Systems Science and Complexity. Accepted
[2]Wanlu Zhang,Hui Meng(2024) Robust optimal dynamic reinsurance policies under mean-RVaR premium principle.Communications in Statistics-Theory and Methods. 53(1), 113-143
[3]Hui Meng, Li Wei, Ming Zhou (2023) Multiple per-claim reinsurance based on maximizing the Lundberg exponent.Insurance: Mathematics and Economics, 112, 33-47
[4]Hui Meng, Pengyu Wei, Wanlu Zhang, Sheng Chao Zhuang (2022) Optimal dynamic reinsurance under heterogeneous beliefs and CARA utility.SIAM Journal on Financial Mathematics. 13(3), 903-943.
[5]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),1791-1818
[6]Bing Liu,Hui Meng, Ming Zhou (2021) Optimal investment and reinsurance policies for an insurer with ambiguity aversion.North American Journal of Economics and Finance, 55,101303
[7]刘敬真，林荔圆，孟辉(2020) 带消费习惯的最优消费，寿险和投资决策.应用数学学报，43(3), 517-534.
[8]Hui MengPu Liao, Tak Kuen Siu (2019) Continuous-time optimal reinsurance strategy with nontrivial curved structures.Applied MathematicsandCompu- tation, 363,124585
[9]Xin Zhang,Hui Meng, Jie Xiong, Yang Shen (2019) Robust optimal investment and reinsurance of an insurer under jump-diffusion models.Mathematical Control and Related Fields, 9(1), 59-76
[10]李鹏，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), 565-578
[11]Hui Meng, Tak Kuen Siu, Hailiang Yang (2017) A note on optimal insurance risk control with multiple reinsurers.Journal of Computational and Applied Mathematics,319, 38-42
[12]Hui Meng, Ming Zhou, Tak Kuen Siu (2016) Optimal reinsurance policies with two reinsurers in continuous time.Economic Modelling, 59, 182-195
[13]Hui Meng, Tak Kuen Siu, Hailiang Yang (2016) Optimal insurance risk control with multiple reinsurers.Journal of Computational and Applied Mathematics, 306, 40-52.
[14]Hui Meng, Ming Zhou, Tak Kuen Siu (2016) Optimal dividend-reinsurance with two types of premium principles.Probability in the Engineering and Informational Sciences, 30, 224-243.
[15]Xin Zhang,Hui Meng, Yan Zeng (2016) Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling.Insurance: Mathematics and Economics, 67, 125-132.
[16]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), 235-246
[17]Hui Meng, Shuanming Li, Zhuo Jin (2015) A reinsurance game between two insurance companies with nolinear risk processes,Insurance: Mathematics and Economics, 62, 91-97
[18]周明，孟辉，郭军义(2015) 最优分红策略：正则与脉冲混合控制问题.中国科学：数学，45(10),1705-1724.
[19]Hui Meng, Tak Kuen Siu(2014) Risk-based asset allocation under Markov –modulated pure jump processes.Stochastic Analysis and Applications,32(2),191-206
[20]Yichun Chi, Hui Meng(2014) Optimalreinsurance arrangements in the presence of two reinsurers.Scandinavian Actuarial Journal, 5, 424-438
[21]孟辉(2013) 方差保费准则下的最优脉冲控制.中国科学：数学，43(9),925-939
[22]Hui Meng,Tak Kuen Siu, Hailiang Yang(2013)Optimal dividends with debts and nonlinear insurance risk processes.Insurance: Mathematics and Economics, 53, 110-121
[23]Hui Meng, Fei Lung Yuen, Tak Kuen Siu,Hailiang Yang (2013) Optimal portfolio in a continuous-time self-exciting threshold model.Journal of Industrial and Management Optimization. 9(2),487-504
[24]Hui Meng, Guojing Wang (2012)On the expected discounted penalty function in a delayed-claim risk model.Acta Mathematicae Applicatate Sinica(English Series)2012, 28(2), 215-224.
[25]Hui Mengand Tak Kuen Siu (2011) Optimal mixed impulse-equity insurance control problem with reinsurance.SIAM Journal on Control Optimization,49(1), 254 -279.
[26]Hui Meng and Tak Kuen Siu (2011) On optimal reinsurance, dividend and reinvestment strategies.Economic Modelling,28, 1-2, 211-218.
[27]Hui Mengand Tak Kuen Siu (2011) Impulse Control of Proportional Reinsurance with constraints.International Journal of Stochastic AnalysisVolume 2011, Article ID 190603, 13 pages
[28]Hui Mengand Xin Zhang (2010) Optimal risk control for the excess of loss reinsurance polices.Astin Bulletin, 40(1), 179-197.
[29]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.
[30]Hui Meng,Chunsheng Zhang and Rong Wu (2007)The expection of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.Applied Stochastic Models in Business and Industry, 23(4), 273-291.
[31]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.
（3）人才奖励
伟德betvlctor体育官网人才津贴项目“青年龙马学者”，2018年
（4）学术奖励
[1]伟德betvlctor体育官网涌金奖励基金教师学术奖（获奖年度：2013，2016，2018）
[2]伟德betvlctor体育官网鸿基世业优秀学术成果奖励（获奖年度：2022）
[3]伟德betvlctor体育官网“科教融合研究生学术新星孵化计划”优秀指导教师奖（获奖年度：2023）
