陈孝伟

最高学历:博士

职称:教授

E-mail: chenx@nankai.edu.cn

个人履历

工作经历:
2021.12-今 南开大学金融学院精算学系 教授
2019.10-2020.11 美国伊利诺伊大学香槟分校访问学者
2014.12-2021.12 南开大学金融学院精算学系 副教授
2014.01-2014.03 韩国木浦海洋大学访问学者
2011.07-2014.12 南开大学经济学院风险管理与保险学系 讲师

教育背景:
2007.9-2011.6 清华大学数学科学系 运筹学与控制论专业 数学博士
2003.9-2007.6 南开大学数学科学学院 统计学专业 统计学学士

个人殊荣:
2007年获得南开大学优秀毕业生
2008年北京奥运会火炬手
2011年入选天津市首批“用三年时间引进千名以上高层次人才”项目
2015年获得“钟家庆运筹学奖”
2017年天津市131第三层次人才
担任中国运筹学会不确定系统分会理事长、中国运筹学会理事、天津市地震学会副秘书长、天津市地震学会地震巨灾保险专业委员会秘书长

研究成果

Xiaowei Chen*, Qianlong Liu and Dan A. Ralescu, A Bi-level Optimization Mode for the Asset-liability Management of Insurance Companies, Journal of Industrial and Management Optimization, 2023, 19(4): 3003-3019.

Xiufang Li, Dongxu Zhao, Xiaowei Chen*, Asset-liability management with state-dependent utility in the regime-switching market, Stochastic Models, 2023, 39(3): 566-591.

Deyu Bai and Xiaowei Chen*, What Makes Your Tweets Popular: Popularity Prediction with a Data Augmentation and Explainable Machine Learning Framework. Proceeding of 2023 IEEE 11th Joint International Information Technology and Artificial Intelligence Conference, 2023, 11: 753-761. (EI)

Xiaowei Chen and Yufan Lu, Probabilistic Forecasting of Climate Disaster Losses: a Machine-Learning Review, Proceeding of China International Conference on Insurance and Risk Management, 2023, 6-26.

陈孝伟,白德雨.信用保险的发展现状、挑战与展望[J].中国保险,2023,(10):10-13.

Hua Cheng, Xiaowei Chen, Shusen Qi, Asymmetric corporate tax compliance: Evidence from a tax reform in China, China Economic Review, 2023, 101967, ISSN 1043-951X, doi.org/10.1016/j.chieco.2023.101967.

黄志国,王博娟,陈孝伟.技术投资、公共教育投入与少子化[J].财经研究, 2022, 48(12): 136-150.

王博娟,黄志国,陈孝伟,李秀芳.人口结构变化、税费改革与遗产税[J].南开经济研究, 2022(01): 109-127.

Xiaowei Chen, Fuzhe Huang, Xiufang Li, Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model. Stochastic Models, 2022, 38(2), pp.167-189.

黄志国,王博娟,陈孝伟,子代质量偏好、养老保险缴费率与家庭储蓄-教育投入权衡. 经济评论[J], 2022(01), 143-160.

李秀芳 冯泽宇 陈孝伟*, 我国寿险市场竞争对公司创新能力影响研究,保险研究,2021(09):16-29.

陈孝伟,杨少川,李秀芳,肖光文.中国共产党领导灾害风险治理的回顾与展望[J].中国应急管理科学, 2021(08): 12-27.

Xiaowei Chen, Wing Fung Chong, Runhuan Feng, Linfeng Zhang, Pandemic risk management: resources contingency planning and allocation, Insurance: Mathematics and Economics, 2021, 101, 359-383.

Xiaowei Chen, Jing Li, Chen Xiao, Peilin Yang, Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19. Fuzzy Optimization and Decision Making, 2021, 20, 189–208.

Pingjin Deng, Xiufang Li and Xiaowei Chen*, The Optimal Investment, Liability and Dividends in Insurance, Journal of the Operations Research Society of China, 2021, 9, 395–409.

Yuhong Sheng, Kai Yao*, Xiaowei Chen, Least squares estimation in uncertain differential equations, IEEE Transactions on Fuzzy Systems, 2020, 28(10), 2651 – 2655.

黄甫喆,陈孝伟*,人口老龄化对中国宏观经济增长路径的影响——基于TVP-VAR模型的实证研究,上海金融,2020年第1期.(上海金融杂志2020年度优秀论文二等奖)

李秀芳, 黄志国, 陈孝伟,Bagging集成方法在保险欺诈识别中的应用研究,保险研究,2019年第4期.

黄志国,李秀芳,陈孝伟*,代际利他主义者的跨期决策——基于人口结构变化的分析,南开经济研究,2019年第2期.

Xiaowei Chen, Jinwu Gao, Two-factor term structure model with uncertain volatility risk, Soft Computing, 2018, 22(17), 5835-5841.

黄志国,陈孝伟*,财政补充养老保险:相机补充还是必要补充?中南财经政法大学学报,2018年第7期.

Rong Gao, Xiaowei Chen*, Some Concepts and Properties of Uncertain Fields, Journal of Intelligent and Fuzzy Systems, 2017, 32(6), 4367-4378.

李秀芳,黄志国,陈孝伟*,全面二孩政策能够解决人口老龄化困境吗?——统账结合制养老保障制度下的OLG分析,中央财经大学学报,2017年第3期.

Xiaowei Chen, Gyei-Kark Park, Uncertain expected utility function and its risk premium Journal of Intelligent Manufacturing, 2017, 28(3), 581-587.

李秀芳, 毕冬, 陈孝伟,基于二层规划的寿险公司资产负债管理研究,保险研究,2016年第3期.

Xiaowei Chen, Uncertain Calculus with Finite Variation Processes, Soft Computing, 2015, 19(10), 2905–2912.

Yuhan Liu, Xiaowei Chen, and Dan A. Ralescu, Uncertain Currency Model and Currency Option Pricing, International Journal of Intelligent Systems, 2015, 30(1), 40-51.

Guangdong Tian, Hua Ke, Xiaowei Chen, Fuzzy cost-profit tradeoff model for locating a vehicle inspection station considering regional constraints, Journal of Zhejiang University SCIENCE C 2014, 15(12): 1138-1146.

Zixiong Peng and Xiaowei Chen*, Uncertain Systems Are Universal Approximators, Journal of Uncertainty Analysis and Applications, Vol.2, Article 13, 2014.

Xiaowei Chen, Xiufang Li, and Dan Ralescu, A Note on Uncertain Sequence, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2014, 22(2): 305-314,

Xiaowei Chen, Jinwu Gao, Stability Analysis of Linear Uncertain Differential Equations, Industrial Engineering & Management Systems, Vol.12, No.1, 2-8, 2013.

Xiaowei Chen, Dan A. Ralescu, Liu Process and Uncertain Calculus, Journal of Uncertainty Analysis and Applications, Vol.1, Article 3, 2013.

Xiaowei Chen, Yuhan Liu, Dan A. Ralescu, Uncertain Stock Model with Periodic Dividends, Fuzzy Optimization and Decision Making, 2013, 12(1): 111-123.

Xiaowei Chen, Variation Analysis of Uncertain Stationary Independent Increment Processes, European Journal of Operational Research, 2012, 222(2): 312-316.

Kai Yao, Xiaowei Chen*, A Numerical Method for Solving Uncertain Differential Equations, Journal of Intelligent & Fuzzy Systems, 2013, 25(3): 825-832.

Xiaowei Chen, Jinwu Gao, Uncertain Term Structure Model of Interest Rate, Soft Computing, 2013, 17(4): 597-604.

Xiaowei Chen, Dan A. Ralescu, B-Spline Method of Uncertain Statistics with Application to Estimating Travel Distance, Journal of Uncertain Systems, Vol.6, No.4, 256-262, 2012.

Ke H., Ma W. and Xiaowei Chen, Modeling stochastic project time-cost trade-offs with time dependent activity durations, Applied Mathematics and Computation, Vo.218, No.18, Pages 9462-9469, 2012.

Xingfang Zhang, Xiaowei Chen*, A New Uncertain Programming Model for Project Scheduling Problem, Information: An International Interdisciplinary Journal, Vol.15, No.10, 3901-3910, 2012.

Xiaowei Chen, Samarjit Kar, Dan A. Ralescu, Cross-Entropy Measure of Uncertain Variables, Information Sciences, 2012, 201: 53-60.

Wei Dai, Xiaowei Chen*, Entropy of Function of Uncertain Variables, Mathematical and Computer Modelling, 2012, 55,(3-4): 754-760.

Xiaowei Chen, American Option Pricing Formula for Uncertain Financial Market, International Journal of Operations Research, Vol.8, No.2, 32-37, 2011.

Xiaowei Chen and Zhongfeng Qin, A New Existence and Uniqueness Theorem for Fuzzy Differential Equations, International Journal of Fuzzy Systems, 2011, 13(2): 148-151.

Xiaowei Chen, Wei Dai, Maximum Entropy Principle for Uncertain Variables, International Journal of Fuzzy Systems, 2011, 13(3): 232-236.

Xiaowei Chen, Dan A. Ralescu, A Note on Truth Value in Uncertain Logic, Expert Systems with Applications, 2011, 38:15582-15586.

Xiaowei Chen, Baoding Liu, Existence and Uniqueness Theorem for Uncertain Differential Equations, Fuzzy Optimization and Decision Making, 2010, 9(1): 69-81.

研究项目

主持中国气象局气候变化专题项目:气候变化影响金融经济安全的风险评估研究,中国气象科学研究院QBZ202406,2024-2025.

主持横向项目:天津市职业年金基金投资调研项目,2022-2023.

参与横向项目:中国人寿展示馆升级改建配套研究项目,2022-2024

参与横向项目:天津市企业职工基本养老金运行风险预测模型,2022-2024

主持:国家自然科学基金面上项目,“不确定全面风险分析框架下的供应链风险建模与优化研究NO. 61673225”,2017-2020

主持:国家自然科学基金青年项目,“突发事件下应急车辆调度中的不确定风险评估与动态决策(NO. 61304182)”,2014-2016

主持:中央直属高校基本业务费,“基于安全第一准则下的保险资产配置管理”,2014-2015

主持:南开大学人文社会科学青年项目,“负债现金流的不确定评估(NKQ1118)”,2011-2013

参与:国家自然科学基金,“保险公司经济资本预测与最优配置问题研究(NO.71573143)”,2016-2019

参与:国家自然科学基金,“非寿险定价与索赔准备金评估的分层模型研究(NO. 71271121)”,2013-2016

参与:国家自然科学基金,“基于CBR/RBR融合模式的医疗决策代价敏感性研究(NO. 71201087)”,2012-2015

获得奖励

2023年本科优秀毕业生指导教师

2022年硕士优秀毕业论文指导教师

2021年本科优秀毕业论文指导教师

2020年硕士优秀毕业论文指导教师

2019年本科优秀毕业论文指导教师

2018年本科优秀毕业论文指导教师