标题：陈增敬
学习经历
1983年山东师范大学理学士 
1988年中国纺织大学理硕士 
1998年山东大学理博士
研究领域
金融数学、计量经济学、概率统计、倒向随机微分方程、保险与精算、数理经济学
荣誉奖励
2001年获教育部、国务院学位办 全国百篇优秀博士论文奖 
2003年获国家杰出青年基金 
2004年入选人事部等七部委“首届新世纪百千万人才工程”国家级人选 
2004年获山东省自然科学三等奖 
2004年被教育部聘为“长江学者”特聘教授 
2011年获第十四届孙冶方经济科学奖
2012年山东大学第四届“我心目中的好导师”[1]
社会兼职
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
主要论文
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