基本信息：
孙中洋，1988年11月生，山东齐河人，教授，南开大学理学博士，山东省高等学校优秀青年创新团队负责人。
研究方向：
精算数学、随机最优控制、经济金融中的数学控制理论与方法
联系方式：
Email：zysun_nk@126.com，zysun@qfnu.edu.cn
通讯地址：6165cc金沙总站检测中心211办公室
教育经历：
1、2011/09-2016/06，南开大学，6165cc金沙总站检测中心，硕博连续，概率论与数理统计专业
2、2006/09-2010/06，河北工业大学，理学院，学士，数学与应用数学专业
工作及访学经历：
1、2024/01-至今， 曲阜师范大学，6165cc金沙总站检测中心，教授
2、2018/08-2023/12，曲阜师范大学，6165cc金沙总站检测中心，副教授
3、2016/07-2018/07，中山大学，数学学院，博士后
4、2017/06-2017/08，香港大学，统计与精算学系，访问学者
5、2015/09-2016/03，英国利物浦大学，数学系，访问学者
主持科研项目：
1、国家自然科学基金面上项目，12371472，Hawkes传染金融保险模型下若干随机控制问题的研究，43.5万元，在研
2、山东省自然科学基金面上项目，ZR2023MA033，金融保险中几类非马氏风险模型的随机最优控制，10万元，在研
3、山东省高等学校优秀青年创新团队，2022KJ174，金融保险数学模型中的随机最优控制问题研究，40万元，在研
4、国家自然科学基金青年项目，11901344，随机最大值原理和倒向随机微分方程在保险风险理论中的应用研究，27万元，结题
5、山东省自然科学基金青年项目，ZR2019QA013，马尔科夫体制转换模型下若干随机优化问题的研究，15万元，结题
6、中国博士后科学基金面上资助，2017M612787，马尔科夫体制转换模型在随机控制及金融保险中的应用，5万元，结题
研究生招生要求：
1、要有道德底线，绝不容忍抄袭和造假行为；
2、要有学术追求，理解研究工作的长期性和其所需的高强度承受力，心理素质要好；
3、要有扎实的数理基础。
已发表论文(*通讯作者, 按时间倒序)：
1. Zhu Dan, Wang Ze-Meng, Sun Zhongyang*. Mean variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors. International Journal of Control, doi.org/10.1080/00207179.2023.2287693, 2023.
2. Tian Yingxu, Sun Zhongyang*, Guo Junyi, Optimal mean variance investment-reinsurance strategy for dependent risk model with Ornstein Uhlenbeck process, Methodology and Computing in Applied Probability, 24(2): 1169-1191, 2022.
3. Sun Zhongyang*, Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon, Applied Mathematics and Optimization, 84(1): 319-353, 2021.
4. Sun Zhongyang, Zhang Xin, Li Ya-Nan*, A BSDE approach for bond pricing under interest rate models with self-exciting jumps, Communications in Statistics-Theory and Methods, 50(14): 3249-3261, 2021.
5. Tian Yingxu, Guo Junyi, Sun Zhongyang*, Optimal mean-variance reinsurance in a financial market with stochastic rate of return, Journal of Industrial and Management Optimization, 17(4): 1887-1912, 2021.
6. Sun Hui, Sun Zhongyang*, Huang Ya, Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints, AIMS Mathematics, 5(6): 6996-7013, 2020.
7. Sun Zhongyang, Zhang Xin*, Yuen Kam Chuen, Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option, Scandinavian Actuarial Journal, 2020(3): 218-244, 2020.
8. Sun Zhongyang, Yuen Kam Chuen*, Guo Junyi, A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling, Journal of Computational and Applied Mathematics, 366, 112413, 2020.
9. Sun Zhongyang*, Upper bounds for ruin probabilities under model uncertainty, Communications in Statistics-Theory and Methods, 48(18): 4511-4527, 2019.
10. Sun Zhongyang*, Guo Xianping, Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem, Journal of Optimization Theory and Applications, 181(2): 383-410, 2019.
11. Zhang Xin, Sun Zhongyang*, Xiong Jie, A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type, SIAM Journal on Control and Optimization, 56(4): 2563-2592, 2018.
12. Sun Zhongyang*, Isabelle Kemajou Brown, Olivier Menoukeu Pamen, A risk sensitive maximum principle for a Markov regime switching jump-diffusion system and applications, ESAIM: Control, Optimisation and Calculus of Variations, 24(3): 985-1013, 2018.
13. Sun Zhongyang, Olivier Menoukeu Pamen*, The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump diffusion system, Stochastic Analysis and Applications, 36(5): 782-811, 2018.
14. Sun Zhongyang, Guo Junyi*, Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility, Mathematical Methods of Operations Research, 88(1): 59-79, 2018.
15. Sun Zhongyang, Guo Junyi*, Zhang Xin, Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming, Journal of Optimization Theory and Applications, 176(2): 319-350, 2018.
16. Tian Yingxu, Sun Zhongyang*, Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence, Journal of Risk and Financial Management, 11(2), 25, 2018.
17. Sun Zhongyang, Zheng Xiaoxiao*, Zhang Xin, Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk, Journal of Mathematical Analysis and Applications, 446(2): 1666-1686, 2017.
18. Sun Zhongyang, Zhang Xin, Guo Junyi*, A stochastic maximum principle for processes driven by G-Brownian motion and applications to finance, Optimal Control Applications and Methods, 38(6): 934-948, 2017.
19. Sun Zhongyang*, Maximum principle for forward-backward stochastic control system under G-expectation and relation to dynamic programming, Journal of Computational and Applied Mathematics, 296: 753-775, 2016.
20. Zheng Xiaoxiao, Sun Zhongyang*, Zhang Xin, Optimal portfolio problems for an insurance company under default risk and model uncertainty, Acta Mathematica Scientia Chinese Series, 36A(2): 362-379, 2016.
21. Zheng Xiaoxiao, Zhou Jieming*, Sun Zhongyang, Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model, Insurance: Mathematics and Economics, 67(4): 77-87, 2016.
讲授课程：
本科生：概率论与数理统计，风险理论
研究生：非寿险精算学
