簡介

趙倩，上海對外經(jīng)貿(mào)大學(xué)統(tǒng)計與信息學(xué)院教授，碩士生導(dǎo)師?，F(xiàn)任全國工業(yè)統(tǒng)計學(xué)教學(xué)研究會第九屆理事會常務(wù)理事，中國現(xiàn)場統(tǒng)計研究會大數(shù)據(jù)統(tǒng)計分會、經(jīng)濟與金融統(tǒng)計分會副秘書長、常務(wù)理事，上海市歐美同學(xué)會第十一屆理事會常務(wù)理事。近年來，一直致力于數(shù)學(xué)與金融、保險等交叉學(xué)科問題的研究和統(tǒng)計學(xué)相關(guān)教學(xué)工作。主持國家自然科學(xué)基金面上項目、青年基金項目各1項，省部級項目1項。在國際精算學(xué)頂級期刊Insurance: Mathematics and Economics、管理運籌類著名期刊European Journal of Operational Research等SSCI、SCI學(xué)術(shù)期刊發(fā)表學(xué)術(shù)論文十余篇。曾短期訪問澳大利亞麥考瑞大學(xué)、香港大學(xué)、墨爾本大學(xué)等。作為主要參與人獲上海市教學(xué)成果特等獎，獲上海對外經(jīng)貿(mào)大學(xué)全英語教師教學(xué)質(zhì)量獎、上海對外經(jīng)貿(mào)大學(xué)三八紅旗手等榮譽。

發(fā)表論文

1. Q. Zhao, J. Wei. Open-Loop Equilibrium Strategy for Mean-Variance Asset-Liability Management with Margin Requirements. Communications in Statistics- Theory and Methods, 2022, 51(13): 4296-4312

2. Q. Zhao, and S. Zhu. Optimal Investment Strategies for an Insurer with SAHARA Utility. 應(yīng)用概率統(tǒng)計, 2020, 36(2): 181-196.

3. Q. Zhao, Y. Shen and J. Wei. Mean-Variance Investment and Contribution Decisions for Defined Benefit Pension Plans in a Stochastic Framework. Journal of Industrial and Management Optimization, 2021, 17(3):1147-1171.

4. J. Wei, Y. Shen, and Q. Zhao (Corresponding Author). Portfolio Selection with Regime-Switching and State-Dependent Preferences. Journal of Computational and Applied Mathematics, 2020, 365: 112361.

5. Q. Zhao, and T.K. Siu. Consumption-Leisure-Investment Strategies with Time-Inconsistent Preference in a Life-Cycle Model. Communications in Statistics - Theory and Methods, 2020, 49(24): 6057-6079.

6. Q. Zhao, P. Li, and J. Zhang. Valuation of Contingent Claims with Stochastic Interest Rate and Mortality Driven by Levy Processes. Communication in Statistics - Theory and Methods, 2020, 49(14): 3421-3437.

7. Q. Zhao, Z. Jin, and J. Wei. Optimal Debt Ratio and Dividend Strategies for an Insurer under a Regime-Switching Model. Stochastic Models, 2018, 34(4): 435-463.

8. Q. Zhao, Z. Jin, and J. Wei. Optimal Investment and Dividend Payment Strategies with Debt Management and Reinsurance. Journal of Industrial and Management Optimization. 2018, 14(4):1323-1348.

9. Y. Shen, J. Wei, and Q. Zhao. Mean–Variance Asset–Liability Management Problem under Non-Markovian Regime-Switching Models. Applied Mathematics and Optimization, 2020, 81(3):859-897.

10. Q. Zhao, R. Wang, and J. Wei. Exponential Utility Maximization for an Insurer with Time-Inconsistent Preferences. Insurance: Mathematics and Economics. 2016, 70:89-104.

11. Q. Zhao, R. Wang, and J. Wei. Minimization of Risks in Defined Benefit Pension Plan with Time-Inconsistent Preferences. Applied Stochastic Models in Business and Industry. 2016, 32:243-258.

12. Q. Zhao, R. Wang, and J. Wei. Time-Inconsistent Consumption-Investment Problem for a Member in a Defined Contribution Pension Plan. Journal of Industrial and Management Optimization. 2016, 12(4):1557-1585.

13. Q. Zhao, J. Wei, and R. Wang. On Dividend Strategies with Non-Exponential Discounting. Insurance: Mathematics and Economics. 2014, 58:1-13.

14. Q. Zhao, Y. Shen, and J. Wei. Consumption-Investment Strategies with Non-Exponential Discounting and Logarithmic Utility. European Journal of Operational Research. 2014, 238(3):824-835.

15. L. Qian, R. Wang, and Q. Zhao. Valuation of Equity-Indexed Annuities with Stochastic Interest Rate and Jump Diffusion. Communication in Statistics - Theory and Methods. 2014; 43(14):2870-2885.

科研項目

1. 國家自然科學(xué)基金面上項目，相依死亡率模型下的家庭最優(yōu)消費—投資—保險/退休問題，2020/01-2023/12，主持

2. 國家自然科學(xué)基金青年科學(xué)基金項目，金融保險中若干帶有時間不一致性偏好的最優(yōu)決策問題，2017/01-2019/12，主持

獎項情況

1. 2022年，上海市教學(xué)成果獎特等獎

2. 2022年，第八屆國際“互聯(lián)網(wǎng)+”大學(xué)生創(chuàng)新創(chuàng)業(yè)大賽優(yōu)秀指導(dǎo)教師

3. 2023年，上海對外經(jīng)貿(mào)大學(xué)三八紅旗手