The Department of Statistics and Actuarial Science
Hongwei Bi
Bi, Hongwei
School of Insurance and Economics (SIE)
University of International Business and Economics (UIBE)
Beijing, China, 10029
bihw@uibe.edu.cn; bihw@vip.163.com
861064493205
2023
ACADEMIC EXPERIENCE
Associate Professor, SIE, UIBE,2019-PRESENT
Assistant Professor, SIE, UIBE, 2014-2018
EDUCATION
PhD (in Probability and Statistics) Beijing Normal University, 2014
Joint student CERMICS Ecole des Ponts ParisTech, 2012/9-2013/9
BSc (in Math) Beijing Normal University, 2009
RESEARCH INTEREST
Risk and uncertainty, stochastic dominance, prospect theory
Stochastic process, random tree, branching process
PUBLICATIONS AND PRESENTATIONS
Published and Accepted Articles (In the past 10 years)
[1] Hongwei Bi, Wei Zhu. Nonmonotonic risk preferences over lottery comparison,
European Journal of Operational Research, Volume 303, Issue 3, 2022.
[2] Hongwei Bi, Rachel Huang, Larry Tzeng and Wei Zhu*. Higher-order Omega: A performance index with a decision-theoretic foundation. Journal of banking and Finance, 100: 43-57, 2019.
[3] Hongwei Bi, Wei Zhu.The non-integer higher-order Stochastic dominance. Operations Research Letters, 47(2): 77-82, 2019.
[4] Hongwei Bi, Guanying Wang, Xingchun Wang. Valuation of catastrophe equity put options with correlated default risk and jump risk. Finance Research Letters, 29: 323-329, 2019.
[5] Hongwei Bi and Hui He. A Tree-valued Markov Process Associated with an Admissible Family of Branching Mechanisms. Acta Mathematica Sinica-English Series, 35(1):135-160, 2019.
[6] Hongwei Bi and Jean Francois Delmas. Total length process of the genealogical tree for quadratic continuous state branching processes. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 52(3):1321-1350, 2016.
[7] Hongwei Bi* and Jean Francois Delmas. A population model with non-neutral mutations using branching processes with immigration. Electronic Journal of Probability, 62: 1-23, 2014.
Books and Monographs
COURSES TAUGHT
Stochastic math (Undergraduate, graduate UIBE)
Interest rate theory (Undergraduate, UIBE)
Actuarial math II, III (Undergraduate, UIBE)
Applied stochastic process (Graduate, UIBE)
Math analysis (Graduate, UIBE)
MEMBERSHIP IN ASSOCIATIONS
ADMINISTRATION
STUDENT AND PUBLIC SERVICE
Student Service
Thesis Supervisor
Guide an average of 5 undergraduate students per year since 2014
Thesis Defense Committee
Participate in undergraduate defense every year since 2014
Participate in graduate defense every year since 2019
Faculty Advisor, 2014-2023
Advisor of Interns and Careers
Guide an average of over 10 students per year
Curriculum Design and Management
Participate in Revision of Master Curriculum Design of SIE (2019- )
Participate in Revision of Undergraduate Curriculum Design of RMI (2019- )
Admission Counseling
College Entrance Examination Enrollment Consultation, 2018-2023
Public Service
RESEARCH GRANTS
National Natural Science Foundation of China, Continuous State Branching Processes, Random Trees and Genealogical Trees, 2019.
AWARDS AND HONORS
Research Awards and Honors
Teaching Awards and Honors
Outstanding Faculty Adviser of UIBE
Outstanding 10% for teaching graduate student
Outstanding 10% for teaching undergraduate student
Others
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