陈孝伟教授-保险与精算研究院

陈孝伟教授

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陈孝伟教授

最高学历:博士

职称:教授

校内外职务:中国运筹学会不确定系统分会理事长、中国运筹学会常务理事，天津地震学会副秘书长、地震巨灾保险委员会秘书长、保险与精算四十人论坛青年论坛成员，担任国际期刊FODM和JIMO副主编，Risk Sciences编委。

邮箱: chenx@nankai.edu.cn

教育和工作经历

教育背景：

2007.09 -- 2011.06 清华大学数学科学系理学博士（运筹学与控制论专业）

2003.09 -- 2007.06 南开大学数学科学学院理学学士（统计学专业）

工作经历：

2011年入职南开大学，2014年晋升为副教授，2021年晋升为教授。

2019.10 -- 2020.11 美国伊利诺伊大学香槟分校访问学者

2014.01 -- 2014.03 韩国木浦海洋大学访问学者

研究领域

风险管理与精算、保险科技、精算数据科学、风险科学

教学工作

本科：

精算概论（春季）

大数据精算与MATLAB编程（春季）

数学规划与经济分析（秋季）

硕士：

人工智能与风险管理精算模型（春季）

保险会计与财务管理（秋季）

固定收益证券（秋季）

博士：

人工智能与风险理论（春季）

精算随机分析与优化方法（秋季）

科研成果

Deyu Bai, Xiaowei Chen*, Loss assessment and earthquake parametric insurance pricing with hybrid bayesian network, Risk Analysis, accepted.
Xiaowei Chen, Jianxin Liu, Fuzhe Huang, Multifactor Cat Bond Pricing Using Distortion Operator Models With Recurrent Neural Networks, ASTIN Bulletin - The Journal of the International Actuarial Association, doi: 10.1017/asb.2026.10089, 2026.
Xiaowei Chen, Haonan Li, Hong Li and Jihan Zheng, ENSO-driven mortality: A cross-country analysis using the modified Lee–Carter model. Journal of Meteorological Research, doi: 10.1007/s13351-026-5202-x, 2026.
黄甫喆,李秀芳,陈孝伟*.基于生产时滞CIR模型的寿险公司利差风险管理[J].中央财经大学学报,2025,(01):40-58.
Xiufang Li, Zeyu Feng, Xiaowei Chen*, Mean-variance asset-liability management: from surplus optimization to liability-driven investment, Journal of Industrial and Management Optimization, doi:10.3934/jimo.2024180. SCI检索
Xiufang Li, Yan Liu, Xiaowei Chen*, Heterogeneous reinsurance premiums under a trilateral stochastic differential game, Stochastic Models, forthcoming. SCI检索
李秀芳,冯泽宇,陈孝伟*.利率长记忆性识别及其对寿险公司经济资本的影响[J].保险研究,2024,(08):15-26.
王博娟,黄志国,陈孝伟.人口老龄化如何影响生育率?——基于预期寿命延长和养老保险缴费率调整视角[J].经济评论,2024,(04):137-152.
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. SCI检索
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. SCI检索
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检索)
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.SSCI检索
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.CSSCI检索
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.CSSCI检索
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. SCI检索
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.CSSCI检索
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.CSSCI检索
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.SSCI检索
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. SCI检索
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.EI检索
Yuhong Sheng, Kai Yao*, Xiaowei Chen, Least squares estimation in uncertain differential equations, IEEE Transactions on Fuzzy Systems, 2020, 28(10), 2651 – 2655. SCI检索
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.