百晓学者学者目录

赵倩

副教授、教授、硕士生导师、讲师，上海对外经贸大学

精选作品

期刊论文

2026

面向代价敏感的保险欺诈数据的粒计算理论识别方法

邓佳，赵倩，仇春涓

《应用概率统计》

2026

Time-Consistent Portfolio Selection for Rank-Dependent Utilities in a Constrained Market

Jiaqin Wei, Jianming Xia, Qian Zhao

Mathematics of Operations Research

DOI

2025

C保险公司农业保险业务风险管理研究

赵倩

《贵州大学》

2024

SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance

Xixuan Han, Boyu Wei, Hailiang Yang, Qian Zhao

Applied Stochastic Models in Business and Industry

DOI

2020

SAHARA效用函数下的保险人的最优投资策略（英文）

赵倩，朱绍辉

《应用概率统计》

2020

Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements

Qian Zhao, Jiaqin Wei

Communication in Statistics- Theory and Methods

DOI

2019

Portfolio selection with regime-switching and state-dependent preferences

Jiaqin Wei, Yang Shen, Qian Zhao

Journal of Computational and Applied Mathematics

DOI

2019

Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model

Qian Zhao, Tak Kuen Siu

Communication in Statistics- Theory and Methods

DOI

2019

Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes

Qian Zhao, Peng Li, Jie Zhang

Communication in Statistics- Theory and Methods

DOI

2018

Optimal debt ratio and dividend strategies for an insurer under a regime-switching model

Qian Zhao, Zhuo Jin, Jiaqin Wei

Stochastic Models

DOI

2018

Mean–Variance Asset–Liability Management Problem Under Non-Markovian Regime-Switching Models

Yang Shen, Jiaqin Wei, Qian Zhao

Applied Mathematics & Optimization

DOI

2015

Minimization of risks in defined benefit pension plan with time‐inconsistent preferences

Qian Zhao, Rongming Wang, Jiaqin Wei

Applied Stochastic Models in Business and Industry

DOI

研究方向

保险精算金融数学

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