2022.01-2025.12 国家自然科学基金面上项目 (12171086), Hawkes跳-扩散模型随机控制问题研究及其在金融中的应用, 50万， 主持

2018.01-2021.12 国家自然科学基金面上项目 (11771079), 金融保险中的定价与随机控制问题,48 万, 主持

2014.01-2017.12 国家自然科学基金青年-面上延续项目 (11371020), 马尔科夫体制转换金融保险模型中的随机控制问题研究, 55 万, 主持

2011.01-2013.12 国家自然科学基金青年基金项目 (11001139), 马尔科夫体制转换模型下金融保险中的破产与随机优化问题研究, 16 万, 主持 

2011.01-2013.12 省部级高等学校博士学科点专项科研基金 (20100031120002), 马氏调节金融保险模型中的破产与随机最优控制问题研究, 3.6 万, 主持

2010.01-2012.12 中央高校基本科研业务费专项资金, 金融保险领域中的优化与博弈问题, 12 万, 主持

2012.01-2015.12 国家自然科学基金面上项目 (11171164), 保险风险理论中的随机最优控制问题,52 万, 参与 

2010.01-2012.12 国家自然科学基金青年基金项目 (10901086), 分数布朗运动环境下金融保险中优化问题的研究, 16 万, 参与 

2009.01-2011.12 国家自然科学基金面上项目 (10871102), 金融保险领域中的优化与博弈问题,28 万, 参与 

2019.09-2020.06 江苏省残疾人事业发展研究会 (2019SC03005), 信息技术在残疾人服务中的应用研究, 2 万, 主持 

2019.10-2021.09 东南大学校级教改项目 (2019-057), 基于测度理论的《概率论》课程建设及研讨型与双语教学模式探索与实践, 0.8 万, 主持

1. [1]. Xin Zhang, Jie Xiong, Shuaiqi Zhang. Optimal reinsurance-investment and dividends problem with fixed transaction costs. Journal of Industrial & ManagementOptimization, Accepted, 2019. 
2. [2]. Zhongyang Sun, Xin Zhang, Ya-Nan Li. A BSDE approach for bond pricing under interest rate models with self-exciting jumps. Communications in StatisticsTheory and Methods, Accepted, 2019. 
3. [3] Zhongyang Sun, Xin Zhang, Kam Chuen Yuen. Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option. Scandinavian Actuarial Journal, Accepted, 2019. 
4. [4] Shuaiqi Zhang, Jie Xiong, Xin Zhang. Optimal investment problem with delay under partial information. Mathematical Control & Related Fields, Accepted,2019. 
5. [5] Xin Zhang, Hui Meng, Jie Xiong, Yang Shen. Robust optimal investment and reinsurance of an insurer under jump-diffusion models. Mathematical Control and Related Fields, 9(1):59-76, 2019. 
6. [6] Xin Zhang, Zhongyang Sun, Jie Xiong. A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type. SIAMJournal on Control and Optimization, 56(4):2563-2592, 2018. 
7. [7] Xin Zhang, Jie Xiong, Yang Shen. Bond and option pricing for interest rate model with clustering effects. Quantitative Finance, 18(6):969-981, 2018.
8. [8] Zhongyang Sun, Junyi Guo, and Xin Zhang. Maximum principle for Markovregime-switching forward–backward stochastic control system with jumps and relation to dynamic programming. Journal of Optimization Theory and Applications,176(2):319-350, 2018. 
9. [9] Qingbin Meng, Xin Zhang, Junna Bi. On optimal proportional reinsurance and investment in a hidden Markov financial market. Acta Mathematicae ApplicataeSinica, English Series, 33(1): 53-62, 2017. 
10. [10] Zhongyang Sun, Xin Zhang, and Junyi Guo. A stochastic maximum principle for processes driven by G-Brownian motion and applications to finance. Optimal Control Applications and Methods, 38(6):934-948, 2017. 
11. [11] Zhongyang Sun, Xiaoxiao Zheng, and Xin Zhang. Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk.Journal of Mathematical Analysis and Applications, 446(2):1666–1686, 2017. 
12. [12] Xin Zhang, Hui Meng, and Yan Zeng. Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling. Insurance Mathematics & Economics, 67:125–132, 2016. 
13. [13] Xiaoxiao Zheng, Zhongyang Sun, Xin Zhang. Optimal portfolio problems for an insurance company under default risk and model uncertainty. Acta Mathematica Scientia Chinese Series, 36A (2):362–379, 2016. 
14. [14] Yang Shen, Xin Zhang, and Tak Kuen Siu. Mean-variance portfolio selection under a constant elasticity of variance model. Operations Research Letters, 42(5):337–342, 2014. 
15. [15] Qingbin Meng, Zhendong Li, Menghai Wang, and Xin Zhang. Stochastic optimal control models for the insurance company with bankruptcy return. Applied Mathematics & Information Sciences, 7:273–282, 2013. 
16. [16] Xin Zhang. On optimal proportional reinsurance and investment in a partialMarkovian regime-switching economy. Communications on Stochastic Analysis,7(3):481–492, 2013. 
17. [17] Xin Zhang, Robert J. Elliott, and Tak Kuen Siu. A Bayesian approach for optimal reinsurance and investment in a diffusion model. Journal of EngineeringMathematics, 76(1):195–206, 2012. 
18. [18] Xin Zhang, Robert J. Elliott, and Tak Kuen Siu. A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance.SIAM Journal on Control and Optimization, 50(2):964–990, 2012.
19. [19] Xin Zhang, Robert J. Elliott, Tak Kuen Siu, and Junyi Guo. Markovian regime-switching market completion using additional Markov jump assets. IMA Journal of Management Mathematics, 23(3):283–305, 2012. 
20. [20] Xin Zhang and Tak Kuen Siu. On optimal proportional reinsurance and investment in a Markovian regime-switching economy. Acta Mathematica Sinica- English Series, 28(1):67–82, 2012. 
21. [21] Xin Zhang and Min Song. Optimization of risk policy and dividends with fixed transaction costs under interest rate. Frontiers of Mathematics in China, 7(4):795–811, 2012.
22. [22] Tongling Lv, Junyi Guo, and Xin Zhang. Some results on bivariate compound Poisson risk model the distribution of the deficit at ruin. Chinese Journal of AppliedProbability and Statistics, 27(5):449–453, 2011. 
23. [23] Hui Meng and Xin Zhang. Optimal risk control for the excess of loss reinsurance policies. Astin Bulletin, 40(1):179–197, 2010.[24] Xin Zhang, Tak Kuen Siu, and Qingbin Meng. Portfolio selection in the enlargedMarkovian regime-switching market. SIAM Journal on Control and Optimization,48(5):3368–3388, 2010. 
24. [25] Tong Ling Lv, Jun Yi Guo, and Xin Zhang. Ruin probabilities for a risk model with two classes of claims. Acta Mathematica Sinica-English Series, 26(9):1749–1760,2010. 
25. [26] Xin Zhang and Tak Kuen Siu. Optimal investment and reinsurance of an insurer with model uncertainty. Insurance Mathematics & Economics, 45(1):81–88, 2009. 
26. [27] Qingbin Meng, Xin Zhang, and Junyi Guo. On a risk model with dependence between claim sizes and claim intervals. Statistics & Probability Letters, 78(13):1727–1734, 2008. 
27. [28] Xin Zhang. On the ruin problem in a Markov-modulated risk model. Methodology and Computing in Applied Probability, 10(2):225–238, 2008. 
28. [29] Min Song, Rong Wu, and Xin Zhang. Total duration of negative surplus for the dual model. Applied Stochastic Models in Business and Industry, 24(6):591–600,2008. 
29. [30] Xin Zhang, Ming Zhou, and Junyi Guo. Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Applied Stochastic Models in Business and Industry, 23(1):63–71, 2007.
30.