一、基本情况

姓名：梁晓青      性别：女

最高学历：博士研究生                    最高学位：博士

专业：概率论与数理统计                  职称：副教授

留学经历：2019.02-2020.02访问美国密歇根大学数学系，2014.08-2015.04 访问加拿大西蒙菲莎大学统计精算系

二、硕导所属学科

数学学科

研究方向一：随机最优控制及其在金融保险中的应用

三、主持、参与的科研及教研项目情况（含获奖情况）

1. 2018.01.01-2020.12.31 国家自然科学基金青年项目 (11701139)，带交易费用的最优年金保险购买及投资消费问题，24万元。

2. 2018.01.01-2020.12.31 河北省自然科学基金青年项目 (A2018202057)，模糊不确定环境下人寿保险模型中的最优决策问题，3万元。

3. 2016.01-2017.12河北省教育厅青年基金，QN2016176，养老保险和人寿保险中的几个随机最优控制问题，2.7万元。

4. 2020.09-2022.09河北省引进留学人员资助项目，C20200102，关于寿险模型中遗产和生命巴黎型破产问题的研究，1万元。

5. 2022.01-2024.01河北省省级研究生示范课程立项建设项目：课程名称：测度论基础，2万元。

6. 2022.01-2023.12 河北工业大学本科教育教学改革重点研究项目：“非寿险精算数学”课程建设研究。

7. 2018天津市 “131”创新型人才培养工程第三层次人才。

8. 2019年河北省青年数学奖二等奖。

四、近年来发表代表性论文情况（仅限第一作者或通讯作者），主编或参编的教材、专著情况，获得专利情况等

1. Pablo Azcue, Xiaoqing Liang*, Nora Muler, and Virginia R. Young, 2022. Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis, to appear, SIAM Journal on Financial Mathematics.

2. Xiaoqing Liang and Virginia R. Young* , 2022. Maximizing Exponential Utility under Unobservable Drift, Accepted by Journal of Applied Probability.

3. Xiaoqing Liang and Virginia R. Young* , 2022. A Simple and Nearly Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin. ASTIN Bulletin, 52(2), 619-643.

4. Xiaoqing Liang and Virginia R. Young*, 2022. Discounted Probability of Exponential Parisian Ruin: Diffffusion Approximation. Journal of Applied Probability, 59(1), 17-37.

5. Xiaoqing Liang, Ruodu Wang, and Virginia R. Young*, 2022. Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle. Insurance: Mathematics and Economics, 104, 35-59.

6. Xiaoqing Liang, Zhibin Liang, and Virginia R. Young*, 2020. Optimal Reinsurance under the Mean-Variance Premium Principle to Minimize the Probability of Ruin. Insurance: Mathematics and Economics, 92, 128-146.

7. Xiaoqing Liang* and Virginia R. Young, 2020. Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance. SIAM Journal on Control and Optimization, 58, 937-964.

8. Xiaoqing Liang and Virginia R. Young*, 2020. Minimizing the Probability of Lifetime Exponential Parisian Ruin. Journal of Optimization Theory and Applications, 184,1036-1064.

9. Xiaoqing Liang and Virginia R. Young*, 2020. Reaching a Bequest Goal with Life Insurance: Ambiguity about the Risky Asset’s Drift and Mortality’s Hazard Rate. ASTIN Bulletin, 50, 187-221.

10. Xiaoqing Liang and Virginia R. Young*, 2019. Minimizing the Probability of Lifetime Ruin: Two Riskless Assets with Transaction Costs. ASTIN Bulletin, 49, 847-883.

11. Xiaoqing Liang and Virginia R. Young*, 2018. Minimizing the Probability of Ruin:Optimal Per-Loss Reinsurance. Insurance: Mathematics and Economics, 82, 181-190.

12. Xiaoqing Liang* and Palmowski Z., 2018. A Note on Optimal Expected Utility of Dividend with Proportional Reinsurance. Scandinavian Actuarial Journal, 4, 275-293.

13. Xiaoqing Liang and Virginia R. Young*, 2018. Annuitization and Asset Allocation with Exponential Utility. Insurance: Mathematics and Economics, 79, 167-183.

14. Xiaoqing Liang and Virginia R. Young*, 2018. Minimizing the Probability of Ruin: Two Riskless Assets with Transaction Costs and Proportional Reinsurance. Statistics and Probability Letters, 140, 167-175.

15. Xiaoqing Liang* and Yi Lu, 2017. Indifference Pricing of a Life Insurance Portfolio with Risky Asset Driven by a Shot-Noise Process. Insurance: Mathematics and Economics, 17, 119-132.

16. Xiaoqing Liang and Lihua Bai*, 2017. Minimizing Expected Time to Reach a Given Capital Level before Ruin. Journal of Industrial Management and Optimization, 13(4): 1771- 1791.

17. Xiaoqing Liang, Cary Chi-Liang Tsai, and Yi Lu*, 2016. Valuing Guaranteed Equity Linked Contracts under Piecewise Constant Forces of Mortality. Insurance: Mathematics and Economics, 70, 150-161.

18. Xiaoqing Liang and Junyi Guo*, 2016. Optimal Investment, Consumption and Life Insurance in an Incomplete Market. Communication in Statistics-Theory and Methods, 45(13), 3884-3903.

19. Xiaoqing Liang and Junyi Guo*, 2015. Optimal Life Insurance Purchase and Consumption/Investment under Mean-Reverting Returns. SCIENTIA SINICA Mathematica, 45(5), 623-638.

20. Xiaoqing Liang, Lihua Bai, and Junyi Guo*, 2014. Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes under Mean-Variance Criterion. ANZIAM J. 56(2014), 66-90.

21. Xiaoqing Liang, Xiaofan Peng, and Junyi Guo*, 2014. Optimal Investment, Consumption and Timing of Annuity Purchase under a Preference Change. Journal of Mathematical Analysis and Application, 413(2), 905-938.

五、联系人：梁晓青，  联系方式：liangxiaoqing115@hotmail.com