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研究方向
教育背景
工作经历
教学工作
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主要荣誉
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发表论文

赵慧 职称：
副教授
院系：
数学系
电子邮箱：
zhaohuimath@tju.edu.cn
办公地点：
北洋园校区32教435



研究方向 组合投资理论；随机控制在金融保险中的应用
教育背景 2002.09 - 2006.06 南开大学 学士
2006.09 - 2008.06 天津大学 硕士
2008.09 - 2011.06 天津大学 博士

工作经历 2011.09 - 2014.06 天津大学理学院 讲师
2013.07-2013.08赴加拿大滑铁卢大学统计与精算系 访问****
2013.03-2014.03赴加拿大达尔豪斯大学商学院 访问****
2014.09 - 今 天津大学理学院 副教授
2014.08赴香港中文大学统计与精算系　 访问****
2017.07-2017.08 奥克兰理工大学数学系 访问****


教学工作 开设课程
本科生课程 《概率论与数理统计》、《数理统计》、《高等数学》
研究生课程 《金融数学》
学生指导 指导硕士生3人（在读3人）

科研工作 基金项目 身份
2018-2021 国家自然科学基金面上项目： 含有可违约资产和信用衍生品的保险公司最优投资与再保险问题研究主持人
2014-2016 国家自然科学基金青年项目：随机利率与随机波动率模型下保险公司最优投资与再保险问题研究 主持人
2015-2017 国家自然科学基金青年项目：关于具有奇异参数的偏微分方程边值问题与带双边反射的随机偏微分方程的研究 参加人
2009-2012 国家社会科学基金青年项目：金融风险度量的统计方法研究 参加人

主要荣誉 天津是第十四届高校青年教师教学竞赛（理科组）一等奖（2018）
首届全国高校数学微课程教学设计竞赛华北赛区二等奖(2015).
学术兼职 国际自动控制联合会(The International Federation of Automatic Control)社会科学分组技术委员会委员
Mathematical Reviews评论员
其它
发表论文 点击下载
1.Yajie Wang,Ximin Rong and Hui Zhao*,Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model,Journal of Computational and Applied Mathematics,328(2018),414-431
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2.Hui Zhao, Chengguo Weng and Yan Zeng, Time-consistent Investment-reinsurance Strategies towards Joint Interests of the Insurer and the Reinsurer under CEV Models, SCIENCE CHINA Mathematics, 2017, 72(1): 6-20.
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3.Danping Li, XiminRong, Hui Zhao, Bo Yi., Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. Insurance: Mathematics and Economics, 2017, 72: 6-20.

4.Hui Zhao, Yang Shen, Yan Zeng, Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security, Journal of Mathematical Analysis and Applications, 2016, 437(2), 1036-1057. (SCI: 014)

5.Danping Li, XiminRong, Hui Zhao*,The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model, IMA Journal of Management Mathematics, 2016, 27(2): 255-280.(SCI: 009)

6.Danping Li, XiminRong, Hui Zhao*, Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model, Computational and Applied Mathematics, 2016, 35(2): 533-557. (SCI: 012)

7.Danping Li, XiminRong, Hui Zhao*,Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model, Journal of Systems Science and Complexity,2016,29(2): 428-454. (SCI: 009)

8.Hui Zhao, XiminRong, Optimal investment for an insurer with modified periodicrisk process in an incomplete market, Journal of Systems Science and Complexity,2015, 28(4), 997-1014. (SCI: 016)

9.Hui Zhao, Ximin Rong, On the constant elasticity of variance model for the utility maximization problem with multiple risky assets, IMA Journal of Management Mathematics, 2015, published online, doi:10.1093/imaman/dpv011.

10.Danping Li, XiminRong, Hui Zhao*,Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk, Insurance: Mathematics& Economics, 2015, 64(3): 28-44. (SCI: 009)

11.Danping Li, XiminRong, Hui Zhao*,Stochastic differential game formulation on the reinsurance and investment problem, International Journal of Control, 2015, 88(9): 1861-1877. (SCI: 017)

12.Danping Li, XiminRong, Hui Zhao*,Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model, Journal of Computational and Applied Mathematics,2015, 283(1): 142-162. (SCI: 011)

13.Danping Li, XiminRong, Hui Zhao*,Optimal investment problem for an insurer and a reinsurer, Journal of Systems Science and Complexity, 2015, 28(6): 1326-1343. (SCI: 007)

14.Danping Li, Ximin Rong, Hui Zhao*, Optimal reinsurance-investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model, Journal of Computational and Applied Mathematics, 2014, 255(1), 671-683. (SCI: 052)

15.JieXiong, Shuanqi Zhang, Hui Zhao, XihuanZeng, Optimal proportional reinsurance and investmentproblem with jump-diffusion risk process under effect of inside information, Frontiers of Mathematics in China, 2014, 9(4): 965-982. (SCI: 015)

16.Hui Zhao, Ximin Rong, Yonggan Zhao, Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model, Insurance: Mathematics and Economics, 2013, 53(3), 504-514. (SCI: 002)

17.Hui Zhao, Ximin Rong, Jiling Cao, Optimal investment with multiple risky assets for an insurer in an incomplete market, Discrete Dynamics in Nature and Society, 2013, /(/), 1-12. (SCI: 0003**)

18.Hui Zhao, Ximin Rong, Portfolio selection problem with multiple risky assets under the constant elasticity of variance model, Insurance: Mathematics and Economics, 2012, 50(1), 179-190. (SCI: 019)

19.Chi Chung Siu，Sheung Chi Phillip Yam，Hailiang Yang，Hui Zhao，Aclass of nonzero-sum investment and reinsurance games subject to systematicrisks，Scandinavian Actuarial Journal, accepted.