Chen Zengjing

Cheung KongProfessor

Address The center for economics research ,Shandong University

Jinan, Shandong 250100 P.R. China

Tel.: 86-531-88364482(o)

Fax: 86-531-88364100

Email: zjchen@sdu.edu.cn

Education:B.S. Shandong Normal University1983

M.S. China Textile University 1988

Ph. D. Shandong University 1998

Research interests:Mathematical finance, BSDEs, Mathematical economics Biostatistics, Stochastic processes.

Selected Publications:

1. Z. Chen and R. Kulperger, Minimax pricing and Choquet pricing, to appear Insurance: Mathematics and Economics, 2006.

2. Z. Chen and R. Kulperger, A stochastic competing species model and ergodicity. V Journal of Applied Probability. Vol.42 (2005) .

3. Z. Chen and R. Kulperger, Inequalities for upper and lower probabilities. Statist. Probab. Lett. Vol 73, 3(2005) 233-241.

4. Z. Chen, T. Chen and M. Davison, Choquet expectation and Peng’s g-expectation. Annals of Probability, Vol.33, No. 3 (2005) 1179-1199.

5. Z. Chen, R. Kulperger and G. Wei, A comonotonic theorem for BSDEs. Stochastic processes and their applications. 115 (2005) 41