张帅琪，威斯尼斯人官网(中国)集团有限公司副教授，2012年毕业于中南大学，获理学博士学位，澳门大学博士后，美国数学会特邀评论员。主要从事随机分析，随机控制，保险精算领域的研究。迄今在精算领域国际权威期刊Scandinavian Actuarial Journal，Mathematical control and related fields, Probability and Statistics Letters，Stochastic Analysis and Applications，Acta Mathematica Scientia(English Series)，中国科学:数学，中国科学：信息科学， Frontiers of Mathematic in China等刊物发表学术论文多篇。

科研项目：

1.国家自然科学基⾦青年基⾦，11501129、部分可观测信息下风险模型的最优投资与再保险策略 2016/01-2018/12、 结题、主持。

2.河北省⾃自然科学青年基⾦，A2014202202、⼏类风险模型的最优分红注资与投资策略研究、2014/01-2016/12、 结题、主持。

发表论文：

[1] Zhang, S., Xiong, J., 2019. Numerical solution for forward-backward stochastic differential equations with delay and anticipate terms. Statistics and Probability Letters. 149: 107-115.

[2] Xiong, J., Zhang, S., Zhuang, Y., 2019. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance. Mathematical control and related fields, 9(2): 257-276.

[3] Zhang, S., Xiong, J., Zhang, X. 2019. Optimal investment with delay under partial information. Mathematical control and related fields, Accepted

[4]Shuaiqi Zhang,Jie Xiong, Xiangdong Liu. 2018 Stochastic maximum principle for Forward Backward equations with jumps and Markov Switching. Science China Information Sciences. 61 .

[6]Wang, G., Xiong, J., Zhang, S. 2016. Partially observable stochastic optimal control, International Journal of numerical analysis and modeling, 13(3) 493-512.

[7]Zhang, S., Liu, G., Sun, M., 2015. Ruin probability in the continuous time compound Binomial model with investment. Acta Mathematica Scientia(English Series). 35B(2): 313-325.

[8] Sun, G., Zhang, S., Liu, G., 2015. Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. Frontiers of Mathematics in China. 2015, 10(6): 1433-1447.

[9] Liu, X., Xiong, J., Zhang, S., 2015. Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy. Probability and Statistics Letters.107: 183-190

[10] Feng, R., Volkmer, H., Zhang, S., Zhu. C., 2015. Optimal dividend policies for piecewise-deterministic Poisson risk models. Scandinavian Actuarial Journal. 5: 423-454.

[11] Xiong, J., Zhang, S., Zhao, H., Zeng, X., 2014. Optimal proportional reinsurance and investment problem with jump-diffusion risk process under the effect of inside information. Frontiers of Mathematic in China 9(4) 965-982.

[12]Zhang. S., 2012. Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion. Stochastic Analysis and Applications. 30: 642-661.