孟辉，男，1976年3月出生，中央财经大学保险学院研究员，博士研究生导师。
电子邮箱:menghuidragon@126.com，或menghui@cufe.edu.cn
一、主要学习经历
1995年9月至1999年7月，曲阜师范大学数学学院，理学学士
2002年9月至2005年7月，南开大学数学学院，理学硕士
2005年9月至2008年1月，南开大学数学学院，理学博士
二、研究方向
保险精算、金融风险分析与决策
三、主讲课程
应用随机过程，实变函数，精算模型
四、主要研究成果
1.论文
[1]Hui Meng,Tak Kuen Siu, Hailiang Yang (2017) A note on optimal insurance risk controlwith multiple reinsurers. Journal of Computational and Applied Mathematics,319, 38-42.
[2]Hui Meng,Ming Zhou, Tak Kuen Siu (2016) Optimal reinsurance policies with two reinsurersin continuous time. Economic Modelling, 59,182-195.
[3]Hui Meng,Dongmei Guo，Ming Zhou (2016) Nonlinear impulsecapital injections problem with reinsurance control(in Chinese). Sci Sin Math,46, 235-246.
[4]Xin Zhang,Hui Meng, Yan Zeng (2016)Optimal investment and reinsurance strategies for insurers with generalizemean-variance premium principle and no-short selling. Insurance: Mathematicsand Economics, 67, 125-132.
[5]Hui Meng,Ming Zhou, Tak Kuen Siu (2016) Optimal dividend-reinsurance with two types ofpremium principles. Probability in the Engineering and Informational Sciences, 30,224-243.
[6]Hui Meng,Tak Kuen Siu, Hailiang Yang (2016) Optimal insurance risk control with multiplereinsurers. Journal of Computational and Applied Mathematics, 306, 40-52.
[7]Hui Meng,Shuanming Li, Zhuo Jin (2015) A reinsurance game between two insurancecompanies with nonlinear risk processes. Insurance: Mathematics and Economics, 62,91-97.
[8]Ming Zhou,Hui Meng, Junyi Guo (2015)Optimal dividend policy: A regular-impulse stochastic control problem(inChinese). Sci Sin Math, 45, 1705-1724.
[9]Hui Meng,Tak Kuen Siu (2014) Risk-based asset allocation under Markov –modulated pure jump processes. Stochastic Analysis and Applications, 32,191-206.
[10]YichunChi, Hui Meng(2014) Optimal reinsurance arrangements in thepresence of two reinsurers. Scandinavian Actuarial Journal, 5, 424-438
[11]HuiMeng(2013) Optimal impulse control withvariance premium principle (in Chinese). Sci Sin Math, 43, 925-939
[12]Hui Meng,Tak KuenSiu, Hailiang Yang (2013)Optimal dividends with debts and nonlinear insurancerisk processes. Insurance: Mathematics and Economics, 53, 110-121.
[13]Hui Meng, Fei LungYuen, Tak Kuen Siu and Hailiang Yang (2013) Optimal portfolio in acontinuous-time self-exciting threshold model. Journal of Industrial andManagement Optimization. 9(2), 487-504
[14]Hui Meng, GuojingWang (2012) On the expected discounted penalty function in a delayed-claim riskmodel. Acta Mathematicae Applicatate Sinica (English Series) 2012, 28(2),215-224.
[15]Hui Mengand TakKuen Siu (2011) Optimal mixed impulse-equity insurance control problem withreinsurance.SIAM Journal on Control Optimization,49(1), 254-279.
[16]Hui Meng and TakKuen Siu (2011) On optimal reinsurance, dividend and reinvestment strategies. EconomicModelling,28, 1-2, 211-218.
[17]Hui Meng and TakKuen Siu (2011) Impulse Control of Proportional Reinsurance with constraints. InternationalJournal of Stochastic AnalysisVolume 2011, Article ID 190603, 13 pages
[18]Hui Meng and XinZhang (2010) Optimal risk control for the excess of loss reinsurance polices. AstinBulletin, 40(1), 179-197.
[19]Hui Meng(2010)Maximization of T-A objective function for the risk model with constantinterest force. Acta Mathematica Sinica(Chinese Series), 53(4), 795 -804.
[20]Hui Meng,ChunshengZhang and Rong Wu (2007) The expection of aggregate discounted dividends for aSparre Anderson risk process perturbed by diffusion. Applied Stochastic Modelsin Business and Industry, 23(4), 273-291.
[21]HuiMeng,Chunsheng Zhang, Rong Wu (2007) On ajoint distribution of the classical risk process with a stochastic return oninvestments. Stochastic Models, 23(3), 513-522.
2.课题
2017.4--2020.4中央财经大学青年科研创新团队支持计划项目
2013.1—2016.12国家自然科学基金面上项目
2011.3—2013.3中财121人才工程青年博士发展基金
2009.5—2010.6中央财经大学211工程三期重点学科建设项目