基本情况
梁志彬,博士,南京师范大学数学科学学院教授,博士生导师。近年来发表和完成学术论文20余篇,其中SSCI/SCI收录10余篇,在国际精算界公认的顶级精算杂志《Insurance:Mathematics and Economics》和《Scandinavian
Actuarial Journal》发表5篇。目前主持国家自然科学基金面上项目1项;主持并完成国家自然科学青年基金项目1项;主持教育部留学回国人员科研启动基金项目1项;主持江苏省自然科学基金面上项目1项;主持并完成江苏省普通高校自然科学研究计划资助项目1项。2008年以来,应邀访问过英国London Imperial College的Tanaka商学院;美国University
of Michigan的数学系;加拿大Concordia University的数学与统计系;以及多次访问香港大学的统计与精算系。自2007年以来,一直担任美国《数学评论》评论员;目前还是几家国际知名期刊的审稿人,比如《Insurance: Mathematics and Economics》、《North American
Actuarial Journal》、《ASTIN Bulletin》、《European Journal of Operational Research》、《Statistics
& Probability Letters》、《Journal of Optimization Theory and Application》、《Journal of
Industrial and Management Optimization》、《Economic Modeling》、《SCIENCE
CHINA Mathematics》等。2015年被遴选为南京师范大学第四批“百名青年领军人才”培养人选;2014年被评为江苏省“青蓝工程”优秀中青年骨干教师;2013年论文“Optimal proportional reinsurance and investment in a stock market
with Ornstein-Uhlenbeck process”获得南京市第十届自然科学优秀学术论文奖二等奖;2012年被评为南京师范大学“优秀教师”; 2010年被评为南京师范大学“青蓝工程”优秀中青年骨干教师;2009年获得南京师范大学“巾帼建功先进个人”。
研究领域
风险理论、最优风险控制、随机过程在保险金融中的应用、风险管理与精算等
教育背景
2005年至2008年 博士,南开大学数学科学学院
1996年至1999年 硕士,湖南师范大学数学系
1992年至1996年 学士,湖南师范大学数学系
论文发表
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Zhibin Liang*, Kam Chuen Yuen. Optimal
dynamic reinsurance with dependent risks: variance premium principle.
Scandinavian Actuarial Journal. 2016, 1: 18-36
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Xuepeng Zhang, Zhibin Liang*. Optimal layer
reinsurance on the maximization of the adjustment coefficient. Numerical
Algebra, Control and Optimization. 2016, 6(1): 21-34
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Kam Chuen Yuen, Zhibin Liang*, Ming Zhou.
Optimal proportional reinsurance with common shock dependence. Insurance:
mathematics and Economics. 2015, 64: 1-13
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Zhibin Liang*, Erhan Bayraktar. Optimal
proportional reinsurance and investment with unobservable claim size and
intensity. Insurance: mathematics and Economics. 2014, 55: 156-166
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Zhibin Liang*, Virginia Young. Dividends
and reinsurance under a penalty for ruin. Insurance: mathematics and Economics.
2012, 50: 437-445
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Zhibin Liang*, Kam Chuen Yuen, Ka Chun
Cheung. Optimal reinsurance-investment problem in a CEV stock market for
jump-diffusion risk model. Applied Stochastic Models in Business and Industry. 2012,
28, 585-597
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Zhibin Liang*, Junyi Guo. Optimal
investment and proportional reinsurance in the Sparre Andersen model. Journal
of Systems Science and Complexity. 2012,25(5): 926-941
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Zhibin Liang*, Lihua Bai, Junyi Guo.Optimal
investment and proportional reinsurance with constrained control variables.
Optimal Control, Applications and Methods. 2011, 32(5): 587-608
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Zhibin Liang*, Kam C. Yuen, Junyi Guo.
Optimal proportional reinsurance and investment in a stock market with
Ornstein-Uhlenbeck process. Insurance: mathematics and Economics. 2011, 49(2):
207-215
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Zhibin Liang*, Junyi Guo. Optimal combining
quota-share and excess of loss reinsurance to maximize the expected utility.
Journal of Applied Mathematics and Computing. 2011, 36(1): 11-25
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Zhibin Liang*, Junyi Guo. Ruin
probabilities under optimal combining quota-share and excess of loss
reinsurance. Acta Mathematica Sinica, Chinese Series. 2010, 53(5): 857-870
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Zhibin Liang*, Junyi Guo. Optimal
proportional reinsurance under two criteria: Maximizing the expected utility
and minimizing the VaR. ANZIAMJ. 2010, 51: 449-463