韦晓

2001.9-2006.7 武汉大学数学与统计学院概率统计专业硕博连读，获理学博士学位

1997.9-2001.7 武汉大学数学系国家基础数学人才培养基地班

目前主要从事概率极限理论、非寿险精算、数理金融方向的研究，并参与法国金融衍生品定价平台Premia的研发工作。

• Jinyou Yu, Yijun Hu, Xiao Wei,“The asymptotic of finite time ruin probabilities for riskmodel with variable interest rates”, Chinese Journal of Applied Probability and Statistics,57-65, 26(1), 2010
• Jinyou Yu, Yijun Hu, Xiao Wei,“Duration of negative surplus of risk model with stochasticinterest rate”, Acta Mathematica Scientia, 1-17, 30(1), 2010
• Nicolas Privault, Xiao Wei, “Calibration of the Libor market model- implementation inPREMIA”, Bankers, markets, investors, 20-29, 99, 2009
• Xiao Wei, Yijun Hu, “Ruin Probabilities for discrete time risk models with stochastic ratesof interest”, Statistics and Probability Letters, 707-715, 78(6), 2008
• Xiao Wei, Jinyou Yu, Yijun Hu, “Finite time ruin probability and large deviation for per-turbed risk model with variable premium income”, Acta Mathematica Sinita(Chinese), 616-623, 27A(4), 2007
• Nicolas Privault, Xiao Wei, “Integration by parts for point processes and Monte Carlo esti-mation”, Journal of Applied Probability, 806-823, 44(3), 2007
• Jinyou Yu, Xiao Wei, Yijun Hu, “Moderate deviation for negatively associated random sumsof heavy tailed random variables”, Journal of Mathematics(Chinese), 494-498, Vol. 25, No.5, 2005
• Nicolas Privault, Xiao Wei, “ A Malliavin calculus approach to sensitivity analysis in insur-ance”, Insurance: Mathematics and Economics, 670-690, Vol.35, 2004
• Xiao Wei, Yijun Hu, “ Finite time ruin probability with variable interest rate and extendedregular variation”, Wuhan University Journal of Natural Sciences(English Series), 863-866,Vol. 9, No. 6, 2004

2010年中央财经大学涌金奖励基金教师学术奖一等奖

国家自然科学基金委青年项目：基于随机分析的利率衍生品定价与对冲问题的研究

教育部留学回国人员科研启动基金：保险风险模型的绝对破产和预警区问题的研究

保监会省部级课题：巨灾风险损失评估方法研究

保险学会课题：寿险产品创新与开发设计