中央财经大学精算科学系导师伍慧玲简介 正文

伍慧玲，性别：女； 出生年月：1978年2月28日； 籍贯：广东省清远市
中央财经大学保险学院中国精算研究院，副教授，
电子邮箱：wuhl@cufe-ins.sinanet.com

一、主要学习经历
2008年9月至2011年7月，中山大学数理金融专业，理学博士
2001年9月至2004年7月，中山大学统计专业，理学硕士
1997年9月至2001年7月，中山大学数学专业，理学学士

二、研究方向
金融优化控制，保险精算模型，风险控制

三、主讲课程
1. A Course in Financial Calculus
2.随机过程
3.精算模型研究

四、主要研究成果

1.课题
主持国家级自然科学基金项目“基于体制转移和决策行为因素不确定的金融保险最优决策研究”，项目批准号11301562(2014.01-2016.12)；
主持教育部人文社会科学基金项目“若干金融保险问题的最优时间一致性决策研究”，项目批准号12YJCZH219 (2012.01-2014.12)；
参与国家自然科学基金面上项目“微观结构噪声下高频金融时间序列LEVY跳跃的非参数统计推断与应用研究”，项目批准号71271223(2013.01-2015.12)；
参与教育部人文社会科学重大项目“数量风险管理在长寿风险、最优再保险和计算金融中的应用”，项目批准号11JJD790004；(2012.01-2014.12)；
参与中央财经大学创新团队项目“金融和保险领域中非线性复杂系统的研究”(2013.05-2015.05)。
参与北京市社科基金“基于家庭金融的北京市居民资产选择与消费行为研究”，项目批准号15JGB049；(2015.06-2017.06)

2.公开发表论文
[1] Huiling Wu, Ling Zhang, Hua Chen, 2015. Nash equilibrium strategies for a defined contribution pension management. Insurance: Mathematics and Economics, 62: 202-214.
(SCI, SSCI)
[2] Huiling Wu and Yan Zeng, 2015. Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk. Insurance: Mathematics and Economics, 64: 396–408. (SCI, SSCI)
[3] Huiling Wu and Hua Chen, 2015. Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching. Economic Modelling, 46: 79-90. (SSCI)
[4] Huiling Wu, Yan Zeng, Haixiang Yao, 2014. Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability. Economic Modelling, 36: 69-78. (SSCI)
[5] Huiling Wu, 2013. Mean-Variance Portfolio Selection with a stochastic cash flow in a Markov-switching Jump-diffusion market, Journal of Optimization Theory and Applications, 158: 918-934.
(SCI, SSCI)
[6] Huiling Wu, Yan Zeng, 2013. Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state. Optimal Control Applications and Methods, 34: 415-432. (SCI, SSCI)
[7] Huiling Wu, 2013. Time-consistent strategies for a multi-period mean-variance portfolio selection problem. Journal of Applied Mathematics, 2013:1-14. (SCI)
[8] Huiling Wu, Zhongfei Li, 2012. Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow. Insurance: Mathematics and Economics, 50:371-384.
(SCI, SSCI)
[9] Huiling Wu, Zhongfei Li, 2011.Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. Journal of Systems Science and Complexity, 24: 140-155. (SCI)
[10] Haixiang Yao, Huiling Wu and Yan Zeng, 2014. Optimal investment strategy for risky assets under uncertain time-horizon and inflation (In Chinese). Systems Engineering—Theory and Practice, 34: 1089-1099.
[11] Yan Zeng, Zhongfei Li, Shushang Zhu, Huiling Wu, 2014. Asset-liability management based on CRRA utility criterion (In Chinese). Chinese Journal of Management Science, 22(10):1-8.
[12] Yan Zeng, HuilingWu and Yongzeng Lai, 2013.Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon. Economic Modelling, 33: 462-470. (SSCI)
[13] Yan Zeng, Zhongfei Li, Huiling Wu, 2013.Optimal portfolio selection in a Levy market with uncontrolled cash flow and only risky assets. International Journal of Control, 86: 426-437.
(SCI, SSCI)

五、主要学术兼职
为下列国内外期刊的审稿人：
Journal of Systems Science and Complexity
Statistics and Probability Letters
North American Actuarial Journal
Economic Modelling
OR Spectrum
运筹与管理
运筹学学报 以上老师的信息来源于学校网站，如有更新或错误，请联系我们进行更新或删除，联系方式

中央财经大学

本文来源：http://www.abikesmart.com.cn/zhongyangcaijing/daoshi_31793.html