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,2024.01-2026.12,30万元,在研,主持