Bin Zou – Curriculum Vitae

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University of Alberta
Edmonton, Canada T6G 2G1
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www.math.ualberta.ca/~binzou
Bin Zou
Curriculum Vitae
Personal Information
{ Date of Birth: January 9, 1987
{ Gender: Male
{ Citizenship: Chinese, Permanent Resident of Canada
Education
2014
Ph. D. in Mathematical Finance (GPA 4.0 out of 4.0).
University of Alberta, Edmonton, AB, Canada
Supervisor: Professor Abel Cadenillas
2009
M. S. in Mathematics (GPA 91.8 out of 100).
Beijing Institute of Technology, Beijing, China
2007
B. S. in Information and Computing Science (GPA 90.2 out of 100).
Beijing Institute of Technology, Beijing, China
Research Interests
Actuarial Science, Mathematical Finance, and Stochastic Control.
Academic Position
7/2014-Now
Sessional Lecturer, Dept. of Mathematical & Statistical Sciences, University of Alberta.
Publications
[5]
Zou, B., and Cadenillas, A. (2014): Optimal investment and liability ratio for an insurer when
there is regime switching. Preprint, 24 pages.
[4]
Zou, B., and Cadenillas, A. (2014): Explicit solutions of optimal consumption, investment
and insurance problems with regime switching. Insurance: Mathematics and Economics 58,
159-167.
[3]
Zou, B., and Cadenillas, A. (2014): Optimal investment and risk control policies for an insurer:
expected utility maximization. Insurance: Mathematics and Economics 58, 57-67.
[2]
Zou, B., and Cadenillas, A. (2013): Optimal consumption, investment and insurance problem
in infinite time horizon. Preprint, 26 pages.
[1]
Zou, B., and Yang, G. (2008): Optimal hedging strategy of futures. Journal of Beijing Institute
of Technology, Vol.17, Suppl, 188-191.
Teaching Experience
Winter 2015
Summer 2014
STAT 141 Introduction to Statistics, University of Alberta.
STAT 151 Introduction to Applied Statistics I, University of Alberta.
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Honours and Awards (Selected)
2014
2014
2014
2011
2010
2009-2014
2009
2009 & 2007
2007-2009
2004-2005
2003-2006
SIAM Travel Award, Society for Industrial and Applied Mathematics.
GSA Professional Development Award, University of Alberta.
Profiling Alberta’s Graduate Students Award, University of Alberta.
J. M. Mitchell Graduate Scholarship, University of Alberta.
Eoin L. Whitney Scholarship, University of Alberta.
Teaching and Research Assistantship, University of Alberta.
University Dissertation Award, Beijing Institute of Technology.
Outstanding Graduate Award, Beijing Institute of Technology.
National Graduate Student Fellowship, Beijing Institute of Technology.
First-class University Fellowship, Beijing Institute of Technology.
Outstanding Student Award, Beijing Institute of Technology.
Conferences & Workshops
11/2014
SIAM Conference on Financial Mathematics & Engineering, Chicago.
Talk: Optimal Investment and Risk Control Policies for an Insurer.
10/2014
Research Opportunities Week, Technical University of Munich, Munich.
Talk: Optimal Consumption, Investment and Insurance Policies with Regime Switching.
7/2014
18th International Congress on Insurance: Mathematics and Economics, Shanghai.
Talk: Optimal Investment and Risk Control Policies for an Insurer.
9/2013
2nd Workshop on Optimization in Finance and Risk Management, Fields, Toronto.
Talk: Explicit Solutions of Optimal Consumption, Investment and Insurance Problems.
6/2012
9th PIMS Young Researchers Conference, University of Calgary, Calgary.
Talk: Optimal Investment, Consumption and Insurance Problem.
10/2011
Graduate Student Colloquium, University of Alberta, Edmonton.
Talk: A Brief Introduction to Mathematical Finance.
6-7/2010
MITACS-PIMS-UBC Summer Workshop in Risk Management and Risk Sharing, University of British Colombia, Vancouver.
11/2007
1st International Conference on Technology Innovation, Risk Management and Supply
Chain Management, Beijing.
Talk: Optimal Hedging Strategy of Futures.
Actuarial Certification
Society of
Actuaries
Passed examinations: Probability, Financial Mathematics, Models for Financial Economics, Construction and Evaluation of Actuarial Models.
Hobbies
Soccer, Skiing, Photography, Literature.
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