Research
Research Field
Risk Management and Actuarial Sciences, Decision Analysis, Quantitative Economics, Uncertainty Theory
Funded Research
Hosting projects: National Natural Science Foundation of China “Supply Chain Risk Modeling and Optimization Research under the Framework of Uncertain Enterprise Risk Analysis” No. 61673225, 2017-2020.
Hosting projects: National Natural Science Foundation of China, “Risk assessment and decision making on vehicle dispatching”, No. 61304182), 2014-2016.
Hosting projects: Fundamental research funds for the central universities, “Asset allocation management based on the first safety criterion”, 2014-2015.
Hosting projects: “Valuation of Interest-Sensitive Financial Institution Liabilities”, Humanities and Social Science Foundation of Nankai University for Young Teachers, 2012-2013.
Participation projects: Fundamental research funds for the central universities, “Application of Stochastic Analysis in Finance and Insurance”， 2018-2019.
Participation projects: National Natural Science Foundation of China, “Research on Economic Capital Forecasting and Optimal Allocation of Insurance Companies” (No.71573143), 2016-2019
Awards
Zhong Jiaqing Operational Research Award (2015).
Outstanding Youth Award of Operation Research in China (2012).
Tianjin High-level Talents Award 2011.
Best paper award of the Ninth China Annual Conference on Uncertainty (2011).
Best student award of the First International Conference on Uncertainty Theory (2010).
Nankai University Excellent Graduate (2007).
Publications
Book
Xiaowei Chen, Theory of Uncertain Finance, http://orsc.edu.cn/~xwchen/ucf.pdf.
Journal Papers
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, 10.3934/jimo.2022074.
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.
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.
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.
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.
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, 101, pp.359-383.
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, 20, 189–208, 2021.
Yuhong Sheng, Kai Yao*, Xiaowei Chen, Least squares estimation in uncertain differential equations, IEEE Transactions on Fuzzy Systems, DOI: 10.1109/TFUZZ.2019.2939984.
Pingjin Deng, Xiufang Li, Xiaowei Chen*, The optimal investment, liability and dividends in insurance, Journal of the Operations Research Society of China, forthcoming.
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.
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, Vol.22, No.17, 5835-5841, 2018.
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, vol. 32, no. 6, pp. 4367-4378, 2017.
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, Vol.28, No.3, 581-587, 2017.
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, Vol.19, No.10, pp.2905–2912, 2015.
Yuhan Liu, Xiaowei Chen, and Dan A. Ralescu, Uncertain Currency Model and Currency Option Pricing, International Journal of Intelligent Systems, Vol.30, No.1, 40-51, 2015.
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 (Computers & Electronics), Vol.15, No.12, 1138-1146, 2014.
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, Vol.22, No.2, 305-314, 2014.
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, Vol.12, No.1, 111-123, 2013.
Xiaowei Chen, Variation Analysis of Uncertain Stationary Independent Increment Processes, European Journal of Operational Research, Vol.222, No.2, 312-316, 2012.
Kai Yao, Xiaowei Chen*, A Numerical Method for Solving Uncertain Differential Equations, Journal of Intelligent & Fuzzy Systems, Vol.25, No.3, 825-832, 2013.
Xiaowei Chen, Jinwu Gao, Uncertain Term Structure Model of Interest Rate, Soft Computing, Vol.17, No.4, 597-604, 2013.
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, Vol.201, 53-60, 2012.
Wei Dai, Xiaowei Chen*, Entropy of Function of Uncertain Variables, Mathematical and Computer Modelling, Vol.55, Nos.3-4, 754-760, 2012.
Xiaowei Chen, American Option Pricing Formula for Uncertain Financial Market, International Journal of Operations Research, Vol.8, No.2, 32-37, 2011.
Xiaowei Chen, Qin Z., A New Existence and Uniqueness Theorem for Fuzzy Differential Equations, International Journal of Fuzzy Systems, Vol.13, No.2, 148-151, 2011.
Xiaowei Chen, Wei Dai, Maximum Entropy Principle for Uncertain Variables, International Journal of Fuzzy Systems, Vol.13, No.3, 232-236, 2011.
Xiaowei Chen, Dan A. Ralescu, A Note on Truth Value in Uncertain Logic, Expert Systems with Applications, Vol.38, pp.15582-15586, 2011.
Xiaowei Chen, Baoding Liu, Existence and Uniqueness Theorem for Uncertain Differential Equations, Fuzzy Optimization and Decision Making, Vol.9, No.1, 69-81, 2010.
Invited Talks
“Uncertain truth value formula and its applications”, Tenth National Youth Conference on Information and Management Sciences, Chongqing, August 2009.
“Uncertain differential equations and its applications in insurance”, The Fourth Intelligent Computing Conference, Wuhu, May, 2010.
“American Option Pricing Formula for Uncertain Financial Market”， the Ninth International Conference on Information and Management Sciences, Urumqi, August, 2011.
“Uncertain calculus with finite variation processes”, the Twelfth National Conference on Information and Management Sciences, Nanjing, July, 2011.
“Currency Models with Uncertain Exchange Rate”, the Tenth International Conference on Information and Management Sciences, Lhasa, August, 2011.
“Uncertain emergency risk management”, Invited Talk, the Sixth National Intelligent Computing Conference, Kaifeng, May, 2012.
“Emergency risk management”, the Thirteenth National Conference on Information and Management Sciences, Yinchuan, July, 2012.
“Uncertain assets pricing”, plenary talk, the Twelfth International Conference on Electronic Business, Xi’an, Oct. 12-16, 2012.
“Uncertain Finance”, plenary talk, the Seventh National Intelligent Computing Conference, Guilin, May 17-21, 2013.
“Uncertain Finance”, plenary talk, the Fourteenth National Conference on Information and Management Sciences, Handan, July, 2013.
“Uncertain Calculus and Uncertain Finance”, plenary talk, the Twelfth International Conference on Information and Management Sciences, Kunming, 2013.
“Uncertain Calculus and Finance”, the 12th National Conference on Uncertain Systems, Luoyang, July 27-31, 2014.
“Theory of Uncertain Finance”, the 8th International Conference of Iranian Operation Research Society, Mashad, May 21-22, , 2015.
“Research Progress in Uncertain Finance”, the 13th National Conference on Uncertain Systems, Changchun, July 27-31, 2015.
“Research Progress in Uncertain Finance”, the 14th National Conference on Uncertain Systems, Weinan July 27-31, 2016.
“Research Progress in Uncertain Finance”, the 15th National Conference on Uncertain Systems, Fuzhou, July 26-30, 2017.
“Uncertain comprehensive risk management”, the 16th National Conference on Uncertain Systems, Hangzhou, July 27-31, 2018.
“Uncertain comprehensive risk management”, 2018 Annual Conference of Management Science & Engineering Society The 16th Forum of Management Science & Engineering of China, Kunming, Oct 19-21, 2018.
“Research Progress in Uncertain Finance”, plenary talk, the 13th National Intelligent Computing Conference, Jinan, May 3-6, 2019.
“Demographic Structure, human resources investment and economic growth”, Tsinghua University Applied Mathematics Youth Forum, Beijing, May 11-12, 2019.
“Uncertain finance theory”, the 17th National Conference on Uncertain Systems, Huanggang, July 27-31, 2019.
“Continuous-Time Uncertain Finance Theory”, plenary talk, the 19th International Conference on Information and Management Sciences, Lhasa, August 4-8, 2019.