个人简历

孙中洋，男，1988年11月生，副教授。2016年于南开大学获理学博士学位，目前已发表学术论文15篇，其中SCI收录论文13篇，论文主要发表在ScandinavianActuarialJournal,SIAMJournalonControlandOptimization,JournalofOptimizationTheoryandApplications,JournalofMathematicalAnalysisandApplications等国际权威学术刊物上。现主持国家自然科学基金青年基金项目1项，山东省自然科学基金青年基金项目1项，已结题博士后基金面上项目1项，参与国家自然科学基金项目多项。
通讯地址：山东省曲阜市静轩西路57号曲阜师范大学统计学院212办公室
教育经历：
1.2011/09-2016/06，南开大学，数学科学学院，硕博连续，概率论与数理统计专业
2.2006/09-2010/06，河北工业大学，理学院，学士，数学与应用数学专业
工作及访学经历：
1.2018/08-至今，曲阜师范大学，统计学院，副教授
2.2016/07-2018/07，中山大学，数学学院，博士后
3.2017/06-2017/08，香港大学，统计与精算学系，访问学者
4.2015/09-2016/03，英国利物浦大学，数学系，访问学者
主持科研项目情况：
1.国家自然科学基金青年基金项目，11901344，随机最大值原理和倒向随机微分方程在保险风险理论中的应用研究，
2020/01-2022/12，27万元，在研
2.山东省自然科学基金青年基金项目，ZR2019QA013，马尔科夫体制转换模型下若干随机优化问题的研究，
2019/07-2022/06，15万元，在研
3.中国博士后科学基金面上资助，2017M612787，马尔科夫体制转换模型在随机控制及金融保险中的应用，
2017/06-2018/06，5万元，结题
所获荣誉：
1.南开大学优秀博士学位论文，2017
2.中山大学优秀博士后，2017
讲授课程：
概率论与数理统计，非寿险精算学

研究领域

主要研究方向：随机控制、数理金融、精算数学。

近期论文

1.SunZhongyang,ZhangXin*,YuenKamChuen,Mean-varianceasset-liabilitymanagementwithaffinediffusionfactorprocessandareinsuranceoption,ScandinavianActuarialJournal,2019,DOI:https://doi.org/10.1080/03461238.2019.1658619
2.SunZhongyang,YuenKamChuen*,GuoJunyi,ABSDEapproachtoaclassofdependentriskmodelofmean-varianceinsurerswithstochasticvolatilityandno-shortselling,JournalofComputationalandAppliedMathematics,2019,DOI:https://doi.org/10.1016/j.cam.2019.112413
3.SunZhongyang*,Upperboundsforruinprobabilitiesundermodeluncertainty,CommunicationsinStatistics-TheoryandMethods,2019,48(18):4511-4527
4.SunZhongyang*,GuoXianping,Equilibriumforatime-inconsistentstochasticlinear-quadraticcontrolsystemwithjumpsanditsapplicationtothemean-varianceproblem,JournalofOptimizationTheoryandApplications,2019,181(2):383-410
5.ZhangXin,SunZhongyang*,XiongJie,AgeneralstochasticmaximumprincipleforaMarkovregimeswitchingjump-diffusionmodelofmean-fieldtype,SIAMJournalonControlandOptimization,2018,56(4):2563-2592
6.SunZhongyang*,IsabelleKemajou-Brown,OlivierMenoukeu-Pamen,ArisksensitivemaximumprincipleforaMarkovregime-switchingjump-diffusionsystemandapplications,ESAIM:Control,OptimisationandCalculusofVariations,2018,24(3):985-1013
7.SunZhongyang,OlivierMenoukeu-Pamen*,Themaximumprinciplesforpartiallyobservedrisk-sensitiveoptimalcontrolsofMarkovregime-switchingjumpdiffusionsystem,StochasticAnalysisandApplications,2018,36(5):782-811
8.SunZhongyang,GuoJunyi*,Optimalmean-varianceinvestmentandreinsuranceproblemforaninsurerwithstochasticvolatility,MathematicalMethodsofOperationsResearch,2018,88(1):59-79
9.SunZhongyang,GuoJunyi*,ZhangXin,MaximumprincipleforMarkovregime-switchingforward-backwardstochasticcontrolsystemwithjumpsandrelationtodynamicprogramming,JournalofOptimizationTheoryandApplications,2018,176(2):319-350
10.TianYingxu,SunZhongyang*,Mean-varianceportfolioselectioninajump-diffusionfinancialmarketwithcommonshockdependence,JournalofRiskandFinancialManagement,2018,11(2),25;https://doi.org/10.3390/jrfm11020025
11.SunZhongyang,ZhengXiaoxiao*,ZhangXin,Robustoptimalinvestmentandreinsuranceofaninsurerundervariancepremiumprincipleanddefaultrisk,JournalofMathematicalAnalysisandApplications,2017,446(2):1666-1686
12.SunZhongyang,ZhangXin,GuoJunyi*,AstochasticmaximumprincipleforprocessesdrivenbyG-Brownianmotionandapplicationstofinance,OptimalControlApplicationsandMethods,2017,38(6):934-948
13.SunZhongyang*,Maximumprincipleforforward-backwardstochasticcontrolsystemunderG-expectationandrelationtodynamicprogramming,JournalofComputationalandAppliedMathematics,2016,296:753-775
14.ZhengXiaoxiao,SunZhongyang*,ZhangXin,Optimalportfolioproblemsforaninsurancecompanyunderdefaultriskandmodeluncertainty,ActaMathematicaScientiaChineseSeries,2016,36A(2):362-379
15.ZhengXiaoxiao,ZhouJieming*,SunZhongyang,RobustoptimalportfolioandproportionalreinsuranceforaninsurerunderaCEVmodel,Insurance:MathematicsandEconomics,2016,67(4):77-87
国际学术会议报告：
1.AstochasticmaximumprincipleforprocessesdrivenbyG-Brownianmotionandapplicationstofinance.TheSixthInternationalGerber-ShiuWorkshop,RenminUniversityofChina,Beijing,P.R.China,June8-9,2016
2.Optimalmean-varianceinvestmentandreinsuranceproblemforaninsurerwithstochasticvolatility.RAREworkshoponStochasticAnalysisandApplications,TheUniversityofLiverpool,Liverpool,UnitedKingdom,March1-2,2016
3.MaximumprincipleforMarkovregime-switchingforward-backwardstochasticcontrolsystemwithjumpsandrelationtodynamicprogramming.5thMonash-RitsumeikanSymposiumonProbabilityandRelatedfields,MonashUniversity,Melbourne,Australia,March24-29,2015