| 教授 | 电话：67703448 |
| 电子邮件：qzhao31@163.com |
教育背景
博士（概率论与数理统计），2015，华东师范大学
博士（应用金融与精算学），2015，麦考瑞大学（澳大利亚）
学士（统计学），2009，山东大学
研究领域
保险精算、金融数学
主讲课程
统计学（英）、商务统计（英）、金融统计、风险管理
简介
赵倩，上海对外经贸大学统计与信息学院教授，硕士生导师。现任全国工业统计学教学研究会第九届理事会常务理事，中国现场统计研究会大数据统计分会、经济与金融统计分会副秘书长、常务理事，上海市欧美同学会第十一届理事会常务理事。近年来，一直致力于数学与金融、保险等交叉学科问题的研究和统计学相关教学工作。主持国家自然科学基金面上项目、青年基金项目各1项，省部级项目1项。在国际精算学顶级期刊Insurance: Mathematics and Economics、管理运筹类著名期刊European Journal of Operational Research等SSCI、SCI学术期刊发表学术论文十余篇。曾短期访问澳大利亚麦考瑞大学、香港大学、墨尔本大学等。作为主要参与人获上海市教学成果特等奖，获上海对外经贸大学全英语教师教学质量奖、上海对外经贸大学三八红旗手等荣誉。
发表论文
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. 应用概率统计, 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.
科研项目
国家自然科学基金面上项目，相依死亡率模型下的家庭最优消费—投资—保险/退休问题，2020/01-2023/12，主持
国家自然科学基金青年科学基金项目，金融保险中若干带有时间不一致性偏好的最优决策问题，2017/01-2019/12，主持
奖项情况
2022年，上海市教学成果奖特等奖
2022年，第八届国际“互联网+”大学生创新创业大赛优秀指导教师
2023年，上海对外经贸大学三八红旗手