刘敬真教授，博士生导师
电子邮箱：jzliu@cufe.edu.cn
一、主要学习工作经历
1. 2021/12-开云官方入口，开云(中国)，教授
2. 2013/10-2021/12开云官方入口，开云(中国)，副教授
3. 2007/02-2010/10 香港理工大学，应用数学系，博士
二、研究方向
金融数学、风险管理、健康经济学、深度学习
三、主讲课程
本科课程：金融经济学、寿险精算、非寿险精算、CT5（IFoA），优化原理
硕士课程：精算原理
博士课程：随机控制，风险管理前沿
四、 主要研究成果
1.论文
[1]Liu,J.Z.,Yiu, K.F.C.,Li,X.,Siu, T.K.& Teo, K.L.(2022) Mean-variance portfolio selection with random investment horizon. 2022+. Accepted
[2]Wang,Y.K.,Liu.J.Z.*. & Siu, T.K. (2022). Investment-consumption-insurance optimization problem with multiple habit formation and non-exponential discounting. 2022+.Accepted
[3]Wang,Y.K.,Liu,J.Z.* &Wei,J.Q.Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach. 2022. Accepted
[4]Yu,L.Y., Lin,L.Y., Guan,G.H.&Liu,J.Z.*. Time-consistent lifetime portfolio selection under smooth ambiguity. 2022+.Accepted
[5]Liu, J.Z.Yike Wang, Ning Zhang. The optimal reinsurance and dividend with model uncertainty(I). 2022+,In press
[6]Liu, J.Z., Yan,S.Q., Jiang,S.& Wei,J.Q. Optimal Investment, Consumption and Life Insurance Strategies under Stochastic Differential Utility with Habit Formation. 2022+, In press
[7]Liu,J.Z.,Lin, L.Y, Yiu, K.F.C& Wei J.Q.(2020) Non-exponential discounting portfolio management with habit formation. Mathematical control and related field,10(4): 761-783.
[8]Liu, J.Z,Wang, Y.K., Yiu, K.F.C,(2021) utility maximization with habit formation of interaction. Journal of industrial and management optimization. 2021, 17(3), 1451-1469
[9]Liu, J.Z.,Yiu, K.F.C., & Bensoussan, A.(2018) Inventory control with given continuous replenishment and (s,S) policy. SIAM Journal on Control and Optimization. 56(1), 53-74.
[10]Liu, J.Z., Yiu, K.F.C., & Bensoussan, A.（2018）'Ergodic control for a mean reverting inventory model. Accepted by Journal of industrial and management optimization. 2018
[11]Liu, J.Z., Yiu, K.F.C., & Bensoussan, A.（2017）optimality of (s,S) policies with nonlinear processes. Discrete and Continuous Dynamical Systems-Series B, 22(1),161-185.
[12]Liu, J.Z., Yiu, K.F.C., & Bensoussan, A. (2016).The optimal mean variance problem with inflation. Journal of industrial and management optimization, 21(1), 185-203. doi:10.3934/dcdsb.2016.21.185.
[13]Liu, J.Z., Yiu, K.F.C, Siu, T.K., & Ching, W.K. (2014).Optimal insurance in a changing economy. Mathematical Control and Related Fields, 4(2), 187-202. doi:10.3934/mcrf.2014.4.187.
[14]Liu, J.Z., Yiu, K.F.C.& Siu, T.K. (2014).Optimal Investment of an Insurer with Regime-Switching and Risk Constraint. Scandinavian Actuarial Journal, 2014(7), 583-601. doi:10.1080/03461238.2012.750621.
[15]Liu, J.Z., Yiu, K.F.C., Loxton, R.C.& Teo. K.L. (2013).Optimal Investment and Proportional Reinsurance with Risk Constraint Journal of Mathematical Finance, 3(4), 437-447. doi: 10.4236/jmf.2013.34046.
[16]Liu, J.Z.& Yiu, K.F.C. (2013).Optimal stochastic differential games withVaR constraints. Journal of Industrial and Management Optimization, 18(7), 1889-1907. doi:10.3934/dcdsb.2013.18.1889.
[17]Liu,J.Z., Yiu,K.F.C, Siu,T.K. &Ching,W.K.(2013).Optimal investment-reinsurance with dynamic risk constraint and regime switching. Scandinavian Actuarial Journal, 2013(4), 263-285.
[18]Liu, J.Z., Yiu, K.F.C. & Teo. K.L. (2013).Optimal investment-consumption problem with constraint. Journal of industrial and management optimization, 9(4), 743-768. doi:10.3934/jimo.2013.9.743.
[19]Liu, J.Z., Yiu, K.F.C. & Bai, L.H. (2012). Minimizing the ruin probability with a risk constraint. Journal of industrial and management optimization, 8, 531-547.
[20]Liu, J.Z.,Yiu, K.F.C.& Siu. T.K. (2012). A decomposition method for optimal portfolios with regime-switching and risk constraint. Risk and Decision Analysis, 3(4), 269-276. doi: 10.3233/RDA-2012-0070.
[21]Liu, J.Z., Yiu, K.F.C.& Teo, K.L. (2011). Optimal Portfolios with stress analysis and the effect of a CVAR constraint. Pacific Journal of Optimization, 7(1), 83-95.
[22]Yiu, K.F.C.,Liu, J.Z.,Siu, T.K. & Ching, W.K. (2010). Optimal Portfolios with Regime-Switching and Value-at-Risk Constraint. Automatica, 46(6), 979-989. doi:10.1016/j.automatica.2010.02.027.
[23]Ma, J.J., Bai, L.H. &Liu, J.Z.(2008). Minimizing the Probability of Ruin under Interest Force. Applied Mathematical sciences, 2(17), 843-851.
[24]刘敬真，林荔圆，孟辉.带消费习惯的最优消费、寿险和投资决策.应用数学学报,202043 (3): 517-534
[25]刘敬真，林荔圆.天气因素对航班延误险定价的影响分析.保险理论与实践, 2018（11）：100-110.
2.课题
[1]国家自然科学基金面上项目，11771466，基Merton改进模型以及一类创新非合作博弈下的金融保险决策研究,2017/8/17-2021/12/31,在研,主持
[2]国家自然科学基金青年项目，11301559，在不确定性、通胀和风险限制下的最优决策，2014/01-2016/12，已结题，主持
[3]国家自然科学基金面上项目，11571388，保险模型中考虑交易成本及偿付能力限制的最优控制策略研究，2016/1-2019/12，参加
[4]国家自然科学基金面上项目，11471171，两类非马氏保险模型下的最优问题以及公司合并问题，2015/01-2018/12，参加
[5]教育部基地项目,16JJD630014,基于大数据的中国社会保险财务预警指标研究,2016/11/2-2020/12/31,在研,参加
[6]教育部基地项目,15JJD790036,偿二代体系下我国保险公司资产负债管理量化研究,2015/12/2-2017/12/31,参加
获奖情况：
曾获2019鸿基世业奖励基金国际一流学术成果奖
3.学术会议
[1] Presentation, The 20th International Congress on Insurance: Mathematics and Economics, Atlanta, USA, July, 2016
[2] Presentation, The 18th International Congress on Insurance: Mathematics and Economics, Shanghai, China, July, 2014
[3] Invited speaker, the first workshop of Hong Kong Consortium of Quantitative Finance, The Chinese University of Hong Kong, Hong Kong, 2012
[4] Presentation and the chair of a session, International conference of applied statistics and financial mathematics, The Polytechnic University of Hong Kong, Dec 16-18, 2010
[5] Presentation, The 23rd European conference on operational research–Bonn, Germany, July 5–8, 2009
[6] Presentation ,The second international optimization theory and application, Beijing, China, July, 2007
