- PhD, Probability and Statistics, Nankai University (2008)
- MA, Probability and Statistics, Hunan Normal University (1999)
- BA, Mathematics, Hunan Normal University (1996)
- Full Professor, School of Mathematical Sciences, Nanjing Normal University (2013-);
- Scholar Visitor, Department of Statistics and Actuarial Sciences, University of Hong kong (almost every summer and winter holiday in 2010-2015);
- Scholar Visitor, Department of Mathematics, University of Michigan, USA (2010.9-2011.9);
- Scholar Visitor, Department of Mathematics and Statistics, Concordia University, Canada (2011.6.1-2011.6.4);
- Scholar Visitor, Tanaka Business School, London Imperial College, U.K. (2008.3-2008.4).
- Stochastic Processes and its Application on Insurance and Finance;
- Stochastic Optimal Risk Control;
- Mathematical Finance and Actuarial Sciences.
- Obtained the fund support from the National Natural Science Foundation of China from Jan. 2015 to Dec. 2018 (Grant No. 11471165). 700,000RMB;
- Obtained the fund support from the Natural Science Foundation of Jiangsu Province from July 2014 to July 2017 (Grant No. BK20141442). 100,000RMB;
- Obtained the fund support from the Ministry of Education Foundation of China from July 2013 to July 2015 (Grant No. 2013101SBJ0067). 30,000RMB;
- Obtained the fund support from the National Natural Science Foundation of China from Jan. 2012 to Dec. 2014 (Grant No. 11101215). 220,000RMB;
Caibin Zhang, Zhibin Liang*. Portfolio optimization for jump-diffusion risky assets with common shock dependence and state dependent risk aversion. Optimal Control, Applications and Methods. 2016. To appear.
Zhibin Liang, Junna Bi, Caibin Zhang. Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Mathematical Method of Operation Research. 2016, To appear.
Zhiqin Ming, Zhibin Liang*. Optimal mean-variance reinsurance with dependent risks. ANZIAMJ. 2016. To appear.
Junna Bi, Zhibin Liang*, Fangjun Xu. Optimal mean-variance investment and reinsurance problems for the risk model with Common Shock dependence. Insurance: Mathematics and Economics. 2016, To appear.
Xuepeng Zhang, Zhibin Liang*. Optimal layer reinsurance on the maximization of the adjustment coefficient. Numerical Algebra, Control and Optimization. 2016. 6(1): 21-34.
Zhibin Liang*, Kam Chuen Yuen. Optimal dynamic reinsurance with dependent risks: variance premium principle. Scandinavian Actuarial Journal. 2016, 1: 18-36.
Kam Chuen Yuen, Zhibin Liang, Ming Zhou. Optimal proportional reinsurance with common shock dependence. Insurance: mathematics and Economics. 2015, 64: 1-13.
Zhibin Liang*, Erhan Bayraktar. Optimal proportional reinsurance and investment with unobservable claim size and intensity. Insurance: mathematics and Economics. 2014, 55: 156-166.
Qicai Li, Mengdi Gu, Zhibin Liang. Optimal excess of loss reinsurance and investment for the CEV risk model. Annals of Operation Research. 2014. 223: 273-290.
Zhibin Liang*, Virginia Young. Dividends and reinsurance under a penalty for ruin. Insurance: mathematics and Economics. 2012, 50: 437-445.
Zhibin Liang*, Kam Chuen Yuen, Ka Chun Cheung. Optimal reinsurance-investment problem in a CEV stock market for jump-diffusion risk model. Applied Stochastic Models in Business and Industry. 2012, 28, 585-597.
Zhibin Liang*, Junyi Guo. Optimal investment and proportional reinsurance in the Sparre Andersen model. Journal of Systems Science and Complexity. 2012, 25(5): 926-941.
Zhibin Liang*, Lihua Bai, Junyi Guo.Optimal investment and proportional reinsurance with constrained control variables. Optimal Control, Applications and Methods. 2011, 32(5): 587-608.
Zhibin Liang*, Kam C. Yuen, Junyi Guo. Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Insurance: mathematics and Economics. 2011, 49(2): 207-215.
Zhibin Liang*, Junyi Guo. Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. Journal of Applied Mathematics and Computing. 2011, 36(1): 11-25.
Zhibin Liang*, Junyi Guo. Ruin probabilities under optimal combining quota-share and excess of loss reinsurance. Acta Mathematica Sinica, Chinese Series. 2010, 53(5): 857-870.
Zhibin Liang*, Junyi Guo. Optimal proportional reinsurance under two criteria: Maximizing the expected utility and minimizing the VaR. ANZIAMJ. 2010, 51: 449-463.
Zhibin Liang*, Junyi Guo. Upper bounds for ruin probabilities under optimal investment and proportional reinsurance. Applied Stochastic Models in Business and Industry. 2008, 24(2): 109-128.
Zhibin Liang*, Optimal investment and reinsurance for the Jump-diffusion surplus process. Acta Mathematica Sinica, Chinese Series. 2008, 51(6): 1195-1204.
Zhibin Liang*, Junyi Guo. Optimal proportional reinsurance and ruin probability. Stochastic Models. 2007, 23(2): 333-350.
Zhibin Liang*. Optimal proportional reinsurance for controlled risk process which is perturbed by diffusion. Acta Mathematicae Applicatae Sinica, English Series. 2007, 23(2): 1-12.
Honors and Awards
- Be selected as one of the one hundred excellent young talents in Nanjing Normal University in 2015;
- Honor of excellent young backbone teacher of “Qing Lan Project” in Jiangsu Province in 2014.
The reviewer of the Mathematical Reviews (USA) since 2007.