山东大学
山东大学齐鲁证劵金融研究院院长
山东大学数学学院副院长
金融数学、计量经济学、概率统计、导向随机微分方程、保险与精算、数理经济学
1983年 毕业于山东师范大学数学系，获理学学士学位。
1988年 毕业于东华大学，获理学硕士。
1998年 毕业于山东大学，获博士学位。
教育部教学指导委员会统计学分委会委员
山东大学金融研究院常务副院长
加拿大 The University of Western Ontario 统计与精算科学系兼职教授
全国概率统计学会理事、全国应用统计学会常务理事
论文：
[1] Z. Chen and R. Kulperger, Minimax pricing and Choquet pricing, to appear Insurance: Mathematics and Economics , 2005.
[2] Z. Chen and R. Kulperger, A stochastic competing species model and ergodicity, to appear Journal of Applied Probability, 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) 41–54.
[6] L. Jiang and Z. Chen, A result on the probability measures dominated by g-expectation. Acta Mathematicae Applicatae Sinica, English Series，Vol. 20, No. 3 (2004) 507–512.
[7] L. Jiang and Z. Chen, ON Jensen’s inequality for g-expectation. Chin. Ann. Math. 25B, 3 (2004), 401–412.
[8] Z. Chen, R. Kulperger and J. Long, Jensen’s inequality for g-expectations Part I. C. R. Acad. Sci. Paris Sér. I Math. 337 (2003), No.11, 725-730.
[9] Z. Chen, R. Kulperger and J. Long, Jensen’s inequality for g-expectations Part II. C. R. Acad. Sci. Paris Sér. I Math. 337 (2003), No. 12.
[10] Z. Chen and L. Epstein, Ambiguity, risk, and asset returns in continuous time. Econometrica 70 (2002), No. 4, 1403—1443.
[11] Z. Chen, On existence and local stability of solutions of stochastic differential equations. Stochastic Anal. Appl. 19 (2001), No. 5, 703--714.
[12] Z. Chen and S. Peng, Continuous properties of $G$-martingales. Chinese Ann. Math. Ser. B 22 (2001), No. 1, 115--128.
[13] Z. Chen and B. Wang, Infinite time interval BSDEs and the convergence of g-martingales. J. Austral. Math. Soc. Ser. A 69 (2000), No. 2, 187--211.
[14] Z. Chen and S. Peng, A general downcrossing inequality for g-martingales. Statist. Probab. Lett. 46 (2000), no. 2, 169--175.
[15] Z. Chen, A property of backward stochastic differential equations. C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 4, 483--488.
[16] Z. Chen, A new proof of Doob-Meyer decomposition theorem. C. R. Acad. Sci. Paris Sér. I Math. 328 (1999), no. 10, 919--924.
[17] Z. Chen, Existence and uniqueness for BSDE with stopping time. Chinese Sci. Bull. 43 (1998), no. 2, 96--99.
[18] Z. Chen and S. Peng, A decomposition theorem of g-martingales. SUT J. Math. 34 (1998), no. 2, 197—208
[19] L. Jun, Z. Chen and Y. Qing, Minimum expectation and backward stochastic differential equations. (Adv. Math) 数学进展，32 (2003), 441—448.
[20] Z. Chen and X. Wang, Comonotonicity of backward stochastic differential equations. Recent developments in mathematical finance (Shanghai, 2001), 28--38, World Sci. Publishing, River Edge, NJ, 2002.
[21] Z. Chen, Generalized nonlinear mathematical expectations: the g-expectations. (Adv. Math.) 数学进展 28 (1999), no. 2, 175—180
[22] Z. Chen, Existence of solutions to backward stochastic differential equations with stopping times. 科学通报42 (1997), no. 22, 2379--2382
