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，主要研究方向：随机控制、数理金融、精算数学。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 Scandinavian Actuarial Journal, SIAM Journal on Control and Optimization, Journal of Optimization Theory and Applications,Journal of Mathematical Analysis and Applications 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。
联系方式：
Email：zysun_nk@126.com，zysun@qfnu.edu.cn
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****
4. 2015/09-2016/03，英国利物浦大学，数学系，访问****
主持科研项目情况：
1. 国家自然科学基金青年基金项目，**，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
已发表论文 (*通讯作者, 按时间倒序)：
1. Sun Zhongyang, Zhang Xin^*, Yuen Kam Chuen, Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option,Scandinavian Actuarial Journal, 2019, DOI: https://doi.org/10.1080/**.2019.**
2. Sun Zhongyang, Yuen Kam Chuen^*, Guo Junyi, A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling, Journal of Computational and Applied Mathematics, 2019, DOI: https://doi.org/10.1016/j.cam.2019.112413
3. Sun Zhongyang^*, Upper bounds for ruin probabilities under model uncertainty, Communications in Statistics-Theory and Methods, 2019, 48(18): 4511-4527
4.Sun Zhongyang^*, Guo Xianping, Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem, Journal of Optimization Theory and Applications, 2019, 181(2): 383-410
5. Zhang Xin, Sun Zhongyang^*, Xiong Jie, A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type, SIAM Journal on Control andOptimization, 2018, 56(4): 2563-2592
6. Sun Zhongyang^*, Isabelle Kemajou-Brown, Olivier Menoukeu-Pamen, A risk sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications, ESAIM:Control, Optimisation and Calculus of Variations, 2018, 24(3): 985-1013
7. Sun Zhongyang, Olivier Menoukeu-Pamen^*, The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump diffusion system, StochasticAnalysis and Applications, 2018, 36(5): 782-811
8. Sun Zhongyang, Guo Junyi^*, Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility, Mathematical Methods of Operations Research, 2018,88(1):59-79
9. Sun Zhongyang, Guo Junyi^*, Zhang Xin, Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming,Journal of Optimization Theory and Applications, 2018, 176(2): 319-350
10. Tian Yingxu, Sun Zhongyang*, Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence, Journal of Risk and Financial Management, 2018,11(2), 25; https://doi.org/10.3390/jrfm**
11. Sun Zhongyang, Zheng Xiaoxiao^*, Zhang Xin, Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk, Journal of MathematicalAnalysisand Applications, 2017, 446(2): 1666-1686
12. Sun Zhongyang, Zhang Xin, Guo Junyi^*, A stochastic maximum principle for processes driven by G-Brownian motion and applications to finance, Optimal Control Applications andMethods,2017, 38(6): 934-948
13. Sun Zhongyang^*, Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming, Journal of Computational and AppliedMathematics, 2016, 296: 753-775
14. Zheng Xiaoxiao, Sun Zhongyang^*, Zhang Xin, Optimal portfolio problems for an insurance company under default risk and model uncertainty, Acta Mathematica Scientia Chinese Series,2016, 36A(2): 362-379
15. Zheng Xiaoxiao, Zhou Jieming^*, Sun Zhongyang, Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model, Insurance: Mathematics and Economics, 2016,67(4): 77-87
国际学术会议报告：
1. A stochastic maximum principle for processes driven by G-Brownian motion and applications to finance. The Sixth International Gerber-Shiu Workshop, Renmin University of China, Beijing,P.R. China, June 8-9, 2016
2. Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. RARE workshop on Stochastic Analysis and Applications, The University of Liverpool,Liverpool, United Kingdom, March 1-2, 2016
3. Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming. 5th Monash-Ritsumeikan Symposium onProbability and Related fields, Monash University, Melbourne, Australia, March 24-29, 2015
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