Xiaowei Chen

Ph.D. Major in Operations Research, Department of Mathematical Sciences, Tsinghua University, 6/2011

B.S. Major in Statistics, School of Mathematical Sciences, Nankai University, 6/2007

Professor of Actuarial Sciences, School of Finance, Nankai University, 2021.12-

Associate Professor of Actuarial Sciences, School of Finance, Nankai University, 2014.12-2021.12

Visiting Scholar of Actuarial Sciences, Department of Mathematics, University of Illinois at Urbana-Champaign, 2019.10-2020.10

Assistant Professor of Actuarial Sciences, School of Economics, Nankai University, 2011.7-2014.12

Actuarial Risk Management,  Uncertainty Theory,  Data-driven Optimization and Optimal Control, Uncertain Optimization

Hosting projects:Humanities and Social Science Planning Fund project of Ministry of Education, Research on actuarial models and applications of catastrophe insurance for multiple causes: a perspective of multi-source data fusion

Hosting projects: Climate Change Project of China Meteorological Administration: Risk Assessment of Climate Change Affecting Financial and Economic Security, Chinese Academy of Meteorological Sciences QBZ202406, 2024-2025.

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

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, 2023, 19(4): 3003-3019.

Xiufang Li, Dongxu Zhao, Xiaowei Chen*, Asset-liability management with state-dependent utility in the regime-switching market, Stochastic Models, 2023, 39(3): 566-591.

Deyu Bai and Xiaowei Chen*, What Makes Your Tweets Popular: Popularity Prediction with a Data Augmentation and Explainable Machine Learning Framework. Proceeding of 2023 IEEE 11th Joint International Information Technology and Artificial Intelligence Conference, 2023, 11: 753-761. (EI)

Xiaowei Chen and Yufan Lu, Probabilistic Forecasting of Climate Disaster Losses: a Machine-Learning Review, Proceeding of China International Conference on Insurance and Risk Management, 2023, 6-26.

Hua Cheng, Xiaowei Chen, Shusen Qi, Asymmetric corporate tax compliance: Evidence from a tax reform in China, China Economic Review, 2023, 101967, ISSN 1043-951X, doi.org/10.1016/j.chieco.2023.101967.

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.

Xiaowei Chen, Wing Fung Chong, Runhuan Feng, Linfeng Zhang, Pandemic risk management: resources contingency planning and allocation, Insurance: Mathematics and Economics, 2021, 101, 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, 2021, 20, 189–208.

Pingjin Deng, Xiufang Li and Xiaowei Chen*, The Optimal Investment, Liability and Dividends in Insurance, Journal of the Operations Research Society of China, 2021, 9, 395–409.

Yuhong Sheng, Kai Yao*, Xiaowei Chen, Least squares estimation in uncertain differential equations, IEEE Transactions on Fuzzy Systems, 2020, 28(10), 2651 – 2655.

Xiaowei Chen, Jinwu Gao, Two-factor term structure model with uncertain volatility risk, Soft Computing, 2018, 22(17), 5835-5841,

Xiaowei Chen, Gyei-Kark Park, Uncertain expected utility function and its risk premium Journal of Intelligent Manufacturing, 2017, 28(3), 581-587.

Xiaowei Chen, Uncertain Calculus with Finite Variation Processes, Soft Computing, 2015, 19(10), 2905–2912.

Yuhan Liu, Xiaowei Chen, and Dan A. Ralescu, Uncertain Currency Model and Currency Option Pricing, International Journal of Intelligent Systems, 2015, 30(1), 40-51.

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 2014, 15(12): 1138-1146.

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, 2014, 22(2): 305-314,

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, 2013, 12(1): 111-123.

Xiaowei Chen, Variation Analysis of Uncertain Stationary Independent Increment Processes, European Journal of Operational Research, 2012, 222(2): 312-316.

Kai Yao, Xiaowei Chen*, A Numerical Method for Solving Uncertain Differential Equations, Journal of Intelligent & Fuzzy Systems, 2013, 25(3): 825-832.

Xiaowei Chen, Jinwu Gao, Uncertain Term Structure Model of Interest Rate, Soft Computing, 2013, 17(4): 597-604.

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, 2012, 201: 53-60.

Wei Dai, Xiaowei Chen*, Entropy of Function of Uncertain Variables, Mathematical and Computer Modelling, 2012, 55,(3-4): 754-760.

Xiaowei Chen, American Option Pricing Formula for Uncertain Financial Market, International Journal of Operations Research, Vol.8, No.2, 32-37, 2011.

Xiaowei Chen and Zhongfeng Qin, A New Existence and Uniqueness Theorem for Fuzzy Differential Equations, International Journal of Fuzzy Systems, 2011, 13(2): 148-151.

Xiaowei Chen, Wei Dai, Maximum Entropy Principle for Uncertain Variables, International Journal of Fuzzy Systems, 2011, 13(3): 232-236.

Xiaowei Chen, Dan A. Ralescu, A Note on Truth Value in Uncertain Logic, Expert Systems with Applications, 2011, 38:15582-15586.

Xiaowei Chen, Baoding Liu, Existence and Uniqueness Theorem for Uncertain Differential Equations, Fuzzy Optimization and Decision Making, 2010, 9(1): 69-81.

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).