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刘兆阳

 


姓名:刘兆阳 出生年月:1988.06

学历/学位:研究生/理学博士

政治面貌:中共党员

职称:讲师

研究方向:随机过程与随机控制理论及其在金融保险与跨境电商中的应用

教学情况

主讲《概率统计B》、《数理统计》、《试验设计》等课程

发表论文

[1] Liu, S., Liu, Z. (刘兆阳), & Liu, G*. (2023). Optimal dividend strategy for the dual model with surplus-dependent expense. Communications in Statistics - Theory and Methods, 52(3), 543-566. SCI四区)

[2] Tian, L., & Liu, Z. (刘兆阳)*. (2022). Optimal dividend strategies in a renewal risk model with phase-type distributed inter-claim times. Applied Mathematics and Optimization, 85, 13. SCI二区)

[3] Liu, G., Liu, X., & Liu, Z. (刘兆阳)*. (2022). The policy iteration algorithm for compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model. Journal of Computational and Applied Mathematics, 413, 114368. SCI二区)

[4] Liu, Y., Liu, Z. (刘兆阳), & Liu, G*. (2020). Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates. Scandinavian Actuarial Journal, 2020(2), 128-151. SCI二区)

[5] Liu, Z. (刘兆阳), Liu, Y. & Liu, G*. (2019). Exponential change of measure for general piecewise deterministic Markov processes. Science China Mathematics, 62(4), 719-734. SCI二区)

主持或参加科研项目

国家自然科学基金青年项目,12301611,带有借贷利率的Cramér-Lundberg风险模型的最优分红与注资问题,2024.01-2026.1230万元,在研,主持


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