彭幸春
更新时间：2023-09-21一、个人基本情况
姓 名: 彭幸春
性 别:男
出生年月:1986年3月
学 位:博士
职 称:副教授
所在院系:必发365统计学系
电子邮件:pxch@whut.edu.cn
联系电话:15007162071
二、教育背景与工作经历
2004-2008 武汉理工大学统计学专业学习，获理学学士学位
2008-2010 武汉大学概率论与数理统计专业学习， 获理学硕士学位
2010-2013 武汉大学概率论与数理统计专业学习， 获理学博士学位
2014-2016 必发365统计学系， 讲师
2016-至今 必发365统计学系， 副教授
2017-2018 美国堪萨斯大学数学系， 访问学者
三、研究方向
保险精算，数理金融，机器学习在金融中的应用
四、教学研究
1.2019年被聘为武汉理工大学青年教学名师;
2. 主持武汉理工大学校级教研项目:高校教育新形势下统计学专业建设的研究，
2018/05-2020/05;(已结题)
3. 主持武汉理工大学校级教研项目:课程思政融入统计学专业课程的教学研究，
2021/06-2023/12;
4. 主讲研究生课程:现代概率论基础、高等数理统计、随机数学基础、数理金融、保险精算学;
主讲本科生课程:时间序列分析、抽样调查、概率测度、风险理论、统计学概论、统计案例分析,高等数学，线性代数，概率论与数理统计
五、科学研究
1. 主持的科研项目
(1) 主持国家自然科学基金青年项目(11701436): 信息不对称下保险公司的最优投资与风险控制问题研究, 2018/01-2020/12， 24万
(2) 主持教育部人文社科基金规划项目(22YJAZH087):不完全信息和抑制条件下确定缴费型养老金的最优投资策略研究, 2022/08-2025/08, 10万
(3) 主持校自主创新基金重点项目(WUT:2018IB019):两类非马氏保险随机模型的均值-方差控制问题研究，2018/01-2020/12, 20万
2. 学术兼职
(1) 2021/08-至今 中国现场统计研究会风险管理与精算分会理事
(2) 2017/12-至今 中国工业与应用数学学会精算与保险青年专业委员会委员
(3) 2020/12-至今 中国现场统计研究会旅游大数据分会理事
(4) 2021/10-至今 中国现场统计研究会资源与环境分会理事
(5) 2023/06-至今 中国现场统计研究会多元分析应用专业委员会理事
(6) 2015/06-至今 美国《数学评论》(Mathematical Review)评论员
3. 已发表的主要学术论文(*表示通讯作者)
[1] Xingchun Peng*, Yijun Hu. Optimal proportional reinsurance and investment under partial information. Insurance: Mathematics and Economics 2013, 53: 416-428. (SCI, SSCI)
[2] Xingchun Peng*, Linxiao Wei, Yijun Hu. Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff. Insurance: Mathematics and Economics 2014, 59: 78-86. (SCI, SSCI)
[3] Xingchun Peng*, Fenge Chen, Yijun Hu. Optimal investment, consumption and proportional reinsurance under model uncertainty. Insurance: Mathematics and Economics 2014, 59: 222-234. (SCI, SSCI)
[4] Xingchun Peng*, Wenyuan, Wang. On the Markov-dependent risk model with tax. Applied Mathematics: A Journal of Chinese Universities 2015, 30(2): 187-196. (SCI)
[5] Xingchun Peng, Wenyuan, Wang*. Optimal investment and risk control for an insurer under inside information. Insurance: Mathematics and Economics 2016, 69: 104-116. (SCI, SSCI)
[6] Xingchun Peng*, Yijun Hu. Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching. Acta Mathematicae Applicatae Sinica-English Series 2016, 32(3):755-770. (SCI)
[7] Jing Cao, Xingchun Peng*, Yijun Hu. Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information. Acta Mathematicae Applicatae Sinica--English Series 2016, 32(4): 1087-1100. (SCI)
[8] Wenyuan Wang, Xingchun Peng*, Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures，Journal of Computational and Applied Mathematics 2017, 315:142-160. (SCI)
[9] Wenyuan Wang, Xueyuan Wu*, Xingchun Peng, Kam C. Yuen, A note on joint occupation times of spectrally negative Levy risk processes with tax, Statistics and Probability Letters 2018, 140: 13-22. (SCI)
[10] Xingchun Peng, Fenge Chen*, Wenyuan Wang. Optimal investment and risk control for an insurer with partial information in an anticipating environment. Scandinavian Actuarial Journal, 2018, 10: 933-952.(SCI，SSCI)
[11] Fenge Chen, Xingchun Peng*. Risk minimization for an insurer with investment and reinsurance via g-expectation. Communications in statistics: theory and methods, 2019, 48: 5012-5035.(SCI)
[12] Xingchun Peng, Fenge Chen*, Wenyuan Wang. Robust optimal investment and reinsurance for an insurer with inside information. Insurance: Mathematics and Economics, 2021, 96: 15-30;(SCI，SSCI)
[13] Xingchun Peng*, Fenge Chen. Mean-variance asset-liability management with partial information and uncertain time horizon. Optimization, 2021, 70 (7): 1609-1636.(SCI)
[14] Fenge Chen, Xingchun Peng*. Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. Communications in statistics: theory and methods, 2021, 50 (13): 3123-3136.(SCI，SSCI)
[15] Xingchun Peng, Fenge Chen*. Mean-variance asset-liability management with inside information. Communications in statistics: theory and methods, 2022, 51 (7): 2281-2302.(SCI)
[16] Xingchun Peng. Expected utility maximization for an insurer with investment and risk control under inside information. Communications in statistics: theory and methods, 2022, 51 (4): 1029-1053.(SCI)
[17] Xingchun Peng, Fenge Chen. Deterministic investment strategy in a DC pension plan with inflation risk under mean-variance criterion. Probability in the Engineering and Informational Sciences, 2022, 36 (1): 201-216.(SCI)
[18] Fenge Chen, Bing Li, Xingchun Peng*. Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment. Methodology and Computing in Applied Probability, 2022, 24(2): 635-659.(SCI)
[19] Fenge Chen, Zhiqiang He, Xingchun Peng*. A Non-Zero-Sum Stochastic Differential Game Between Two Mean-Variance Insurers With Inside Information. Journal of Industrial and Management Optimization, 2023, 19(8):6130-6158. (SCI)
[20] Liuling Luo, Xingchun Peng*. Asset allocation for a DC pension plan with minimum
guarantee constraint and hidden Markov regime-switching. Probability in the Engineering and Informational Sciences, 2023, 37(4): 1035-1062. (SCI)
[21] Xingchun Peng*, Hao Zhou, Liuling Luo. Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching. Journal of Computational and Applied Mathematics, 2023, 425, 115058. (SCI)
[22] Xingchun Peng*, Baihui Li. Optimal investment, consumption and life insurance purchase with learning about return predictability. Insurance: Mathematics and Economics, 2023, 113，70-95. (SCI, SSCI)
[23] Chen Wanjin, Xingchun Peng*. Optimal investment and benefit payment adjustment
strategies for the target benefit plan under partial information. Communications in statistics:
theory and methods, 2023 . (SCI)
[24] 季锟鹏，彭幸春*. 考虑通胀风险与最低绩效保障的损失厌恶型保险公司的最优投资与再保险策略. 数学物理学报，2022, 42A (4): 1265-1280.
[25] 何志强，陈凤娥，彭幸春*. 均值-方差准则下保险公司带内幕信息的时间一致投资-再保险策略. 系统科学与数学，2022, 42 (9): 1-16.
[26] 周豪，彭幸春*. 部分信息下带有保费返还条款的DC养老金时间一致性投资策略. 应用概率统计，2023, 39 (3): 363-382.
[27] 陈凤娥，季锟鹏，彭幸春*.部分信息和损失厌恶下的最优投资与再保险. 系统工程理论与实践，2023.