刘敬真，教授，博士生导师

2013年加入永利官网工作， 曾先后于香港大学，香港城市大学，麦考瑞大学，新南威尔士大学，科廷大学，德克萨斯大学达拉斯分校等学校进行合作研究。

电子邮箱：jzliu@cufe.edu.cn

一、学习经历

2007/02-2010/02 香港理工大学 应用数学系 博士

2003/09-2006/06 南开大学 数学科学学院 硕士

1999/09-2003/06 华南师范大学 数学科学学院 本科

二、研究方向

金融数学、风险管理、健康经济学、机器学习

三、近两年主讲课程

本科课程 寿险精算数学、优化原理

博士课程 风险管理前沿

四、科研成果

（一）学术论文

1.lWang,Y.K.,Liu, J.Z.*, Bensoussan, A., Yiu, K.F.C., & Wei,J.Q.(2025) On Stochastic Control Problems with Higher-Order Moment. SIAM Journal on Control and Optimization,63(3). 1560-1589.

2.lLin, L.Y., Liu,F.D.,Liu,J.Z.*, & Yu, L.Y.(2025).The optimal reinsurance strategy with price-competition between two reinsurers. Scandinavian Actuarial Journal, 2025(1):51-78.

3.lWang, Y.K.,Liu, J.Z.*, Siu, T. K.(2024) Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting, Finance and Stochastics, 28(1): 161-214.

4.lLiu,J.Z.*, Wang,Y.K, Zhang,N.(2023). Optimal reinsurance and dividend under model uncertainty, Journal of Systems Science and Complexity, 36: 1116-1143.

5.lLiu,J.Z., Yiu, K.F.C.*,Li,X., Siu, T.K.& Teo, K.L.(2023). Mean-variance portfolio selection with random investment horizon. Journal of industrial and management optimization 19(7),4726-4732.

6.lYu,L.Y., Lin,L.Y., Guan,G.H.&Liu,J.Z.*(2023) Time-consistent lifetime portfolio selection under smooth ambiguity. Mathematical Control and Related Fields 13(3), 967-987.

7.lLiu, J.Z., Yan,S.Q.*, Jiang,S.& Wei,J.Q. (2023).Optimal Investment, Consumption and Life Insurance Strategies under Stochastic Differential Utility with Habit Formation. Journal of industrial and management optimization,19(3), 2226-2250.

8.lWang,Y.K.,Liu,J.Z.*&Wei,J.Q.(2022).Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach. Stochastics-An International Journal of Probability and Stochastic Processes 95(2), 235-265.

9.lLiu, J.Z*, Wang, Y.K., Yiu, K.F.C.. (2021) Utility maximization with habit formation of interaction.Journal of industrial and management optimization,17(3), 1451-1469.

10.lLiu,J.Z., Lin, L.Y*, Yiu, K.F.C, Wei J.Q. (2020).Non-exponential discounting portfolio management with habit formation. Mathematical control and related field 10(4), 761-783.

11.lLiu, J.Z., Yiu, K.F.C*., & Bensoussan, A.(2018). Inventory control with given continuous replenishment and (s,S) policy. SIAM Journal on Control and Optimization 56(1), 53-74.

12.lLiu, J.Z., Yiu, K.F.C*., & Bensoussan, A. (2018). Ergodic control for a mean reverting inventory model. Journal of industrial and management optimization 14(3),857-876.

13.lLiu, J.Z.,Yiu, K.F.C.*, & Bensoussan, A. (2016). The optimal mean variance problem with inflation. Journal of industrial and management optimization 21(1), 185-203.

14.lLiu, J.Z., Yiu, K.F.C*, Siu, T.K., & Ching, W.K. (2014). Optimal insurance in a changing economy. Mathematical Control and Related Fields 4(2), 187-202.

15.lLiu, J.Z., Yiu, K.F.C.*, & Siu, T.K. (2014). Optimal Investment of an Insurer with Regime-Switching and Risk Constraint. Scandinavian Actuarial Journal, 2014(7), 583-601.

16.lLiu, J.Z., Yiu, K.F.C*., Loxton, R.C., & Teo. K.L. (2013). Optimal Investment and Proportional Reinsurance with Risk Constraint. Journal of Mathematical Finance 3(4), 437-447.

17.lLiu, J.Z., & Yiu, K.F.C*. (2013). Optimal stochastic differential games with VaR constraints. Journal of Industrial and Management Optimization 18(7), 1889-1907.

18.lLiu, J.Z., Yiu, K.F.C.*, & Teo. K.L. (2013). Optimal investment-consumption problem with constraint. Journal of industrial and management optimization 9(4), 743-768.

19.lLiu, J.Z., Yiu, K.F.C.*, Siu, T.K., & Ching, W.K. (2013). Optimal investment-reinsurance with dynamic risk constraint and regime switching. Scandinavian Actuarial Journal 2013(4), 263-285.

20.lLiu, J.Z.,Yiu, K.F.C., & Bai, L.H. (2012). Minimizing the ruin probability with a risk constraint. Journal of industrial and management optimization 8, 531-547.

21.lLiu, J.Z., Yiu, K.F.C., & Siu. T.K. (2012). A decomposition method for optimal portfolios with regime-switching and risk constraint. Risk and Decision Analysis 3(4), 269-276.

22.lLiu, J.Z., Yiu, K.F.C.*, & Teo, K.L. (2011). Optimal Portfolios with stress analysis and the effect of a CVAR constraint. Pacific Journal of Optimization 7(1), 83-95.

23.lYiu, K.F.C.*,Liu, J.Z., Siu, T.K., & Ching, W.K. (2010). Optimal Portfolios with Regime-Switching and Value-at-Risk Constraint. Automatica 46(6), 979-989.

24.lMa, J.J., Bai, L.H.*, &Liu, J.Z. (2008). Minimizing the Probability of Ruin under Interest Force. Applied Mathematical sciences 2(17), 843-851.

25.刘敬真，林荔圆，孟辉.带消费习惯的最优消费、寿险和投资决策.应用数学学报, 2020 43 (3): 517-534

26.刘敬真，林荔圆.天气因素对航班延误险定价的影响分析.保险理论与实践, 2018（11）：100-110.

（二）课题

[1]国家自然科学基金面上项目,11771466,基Merton改进模型以及一类创新非合作博弈下的金融保险决策研究,2017/8/17-2021/12/31,在研,主持

[2]国家自然科学基金青年项目，11301559，在不确定性、通胀和风险限制下的最优决策，2014/01-2016/12，已结题，主持

[3]国家自然科学基金面上项目，11571388，保险模型中考虑交易成本及偿付能力限制的最优控制策略研究，2016/1-2019/12，参加

[4]国家自然科学基金面上项目，11471171，两类非马氏保险模型下的最优问题以及公司合并问题，2015/01-2018/12，参加

[5]教育部基地项目,16JJD630014,基于大数据的中国社会保险财务预警指标研究,2016/11/2-2020/12/31,在研,参加

[6]教育部基地项目,15JJD790036,偿二代体系下我国保险公司资产负债管理量化研究,2015/12/2-2017/12/31,参加

五、获奖情况

2023年科教融合研究生学术新星孵化计划优秀成果奖指导教师

2020年校级硕士优秀毕业论文指导教师

2018年永利官网青年英才培育计划

2018、2020年获得优秀班主任称号

2019年鸿基世业奖励基金国际一流学术成果奖

2019，2020，2021，2022年4次获得学校研究生论文大赛优秀指导教师