| 教授 | 電話：67703448 |
| 電子郵件：qzhao31@163.com |
教育背景
博士（概率論與數理統計），2015，華東師范大學
博士（應用金融與精算學），2015，麥考瑞大學（澳大利亞）
學士（統計學），2009，山東大學
研究領域
保險精算、金融數學
主講課程
統計學（英）、商務統計（英）、金融統計、風險管理
簡介
趙倩，上海對外經貿大學統計與信息學院教授，碩士生導師?，F任全國工業統計學教學研究會第九屆理事會常務理事，中國現場統計研究會大數據統計分會、經濟與金融統計分會副秘書長、常務理事，上海市歐美同學會第十一屆理事會常務理事。近年來，一直致力于數學與金融、保險等交叉學科問題的研究和統計學相關教學工作。主持國家自然科學基金面上項目、青年基金項目各1項，省部級項目1項。在國際精算學頂級期刊Insurance: Mathematics and Economics、管理運籌類著名期刊European Journal of Operational Research等SSCI、SCI學術期刊發表學術論文十余篇。曾短期訪問澳大利亞麥考瑞大學、香港大學、墨爾本大學等。作為主要參與人獲上海市教學成果特等獎，獲上海對外經貿大學全英語教師教學質量獎、上海對外經貿大學三八紅旗手等榮譽。
發表論文
Q. Zhao, J. Wei. Open-Loop Equilibrium Strategy for Mean-Variance Asset-Liability Management with Margin Requirements. Communications in Statistics- Theory and Methods, 2022, 51(13): 4296-4312
Q. Zhao, and S. Zhu. Optimal Investment Strategies for an Insurer with SAHARA Utility. 應用概率統計, 2020, 36(2): 181-196.
Q. Zhao, Y. Shen and J. Wei. Mean-Variance Investment and Contribution Decisions for Defined Benefit Pension Plans in a Stochastic Framework. Journal of Industrial and Management Optimization, 2021, 17(3):1147-1171.
J. Wei, Y. Shen, and Q. Zhao (Corresponding Author). Portfolio Selection with Regime-Switching and State-Dependent Preferences. Journal of Computational and Applied Mathematics, 2020, 365: 112361.
Q. Zhao, and T.K. Siu. Consumption-Leisure-Investment Strategies with Time-Inconsistent Preference in a Life-Cycle Model. Communications in Statistics - Theory and Methods, 2020, 49(24): 6057-6079.
Q. Zhao, P. Li, and J. Zhang. Valuation of Contingent Claims with Stochastic Interest Rate and Mortality Driven by Levy Processes. Communication in Statistics - Theory and Methods, 2020, 49(14): 3421-3437.
Q. Zhao, Z. Jin, and J. Wei. Optimal Debt Ratio and Dividend Strategies for an Insurer under a Regime-Switching Model. Stochastic Models, 2018, 34(4): 435-463.
Q. Zhao, Z. Jin, and J. Wei. Optimal Investment and Dividend Payment Strategies with Debt Management and Reinsurance. Journal of Industrial and Management Optimization. 2018, 14(4):1323-1348.
Y. Shen, J. Wei, and Q. Zhao. Mean–Variance Asset–Liability Management Problem under Non-Markovian Regime-Switching Models. Applied Mathematics and Optimization, 2020, 81(3):859-897.
Q. Zhao, R. Wang, and J. Wei. Exponential Utility Maximization for an Insurer with Time-Inconsistent Preferences. Insurance: Mathematics and Economics. 2016, 70:89-104.
Q. Zhao, R. Wang, and J. Wei. Minimization of Risks in Defined Benefit Pension Plan with Time-Inconsistent Preferences. Applied Stochastic Models in Business and Industry. 2016, 32:243-258.
Q. Zhao, R. Wang, and J. Wei. Time-Inconsistent Consumption-Investment Problem for a Member in a Defined Contribution Pension Plan. Journal of Industrial and Management Optimization. 2016, 12(4):1557-1585.
Q. Zhao, J. Wei, and R. Wang. On Dividend Strategies with Non-Exponential Discounting. Insurance: Mathematics and Economics. 2014, 58:1-13.
Q. Zhao, Y. Shen, and J. Wei. Consumption-Investment Strategies with Non-Exponential Discounting and Logarithmic Utility. European Journal of Operational Research. 2014, 238(3):824-835.
L. Qian, R. Wang, and Q. Zhao. Valuation of Equity-Indexed Annuities with Stochastic Interest Rate and Jump Diffusion. Communication in Statistics - Theory and Methods. 2014; 43(14):2870-2885.
科研項目
國家自然科學基金面上項目，相依死亡率模型下的家庭最優消費—投資—保險/退休問題，2020/01-2023/12，主持
國家自然科學基金青年科學基金項目，金融保險中若干帶有時間不一致性偏好的最優決策問題，2017/01-2019/12，主持
獎項情況
2022年，上海市教學成果獎特等獎
2022年，第八屆國際“互聯網+”大學生創新創業大賽優秀指導教師
2023年，上海對外經貿大學三八紅旗手