赵永霞 副教授

发布时间:2015-09-14文章来源:院办 浏览次数:

 

赵永霞,女,副教授,中共党员。

联系方式:

E-mail  yongxiazhao@163.com

研究方向

保险精算,风险理论

开设课程

本科生:寿险精算、非寿险精算、随机过程、金融数学、风险理论

研究生:随机微分方程、高等数理统计

主持科研项目

o 山东省自然科学基金面上项目,2021/01-2023/12

o 国家自然科学基金青年项目,2016/01-2018/12

o 中国博士后科学基金面上资助,2016/05-2017/06

o 山东省优秀中青年科学家科研奖励基金,2014/12-2016/12

学习工作经历

2016/12-至今,曲阜师范大学,bwin必赢线路,副教授

2016/02-2016/08,香港大学,统计及精算学系,访问学者

2014/07-2016/12,曲阜师范大学,bwin必赢线路,讲师

2011/09-2014/06,华东师范大学,金融与bwin必赢线路, 攻读博士学位

2006/07-2011/08曲阜师范大学,数学科学学院, 讲师

2003/09-2006/06曲阜师范大学,数学科学学院,攻读硕士学位

1999/09-2003/06曲阜师范大学,数学科学学院,攻读学士学位

发表论文:

1. Wei Zhong, Yongxia Zhao*, Ping Chen. Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes. Journal of Industrial and Management Optimization, 2020.

2. Yongxia Zhao*, Hua Dong, Wei Zhong. Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon. Communications in Statistics - Theory and Methods, 2020.

3. Zhao Yongxia*, Chen Ping, Yang Hailiang. Optimal periodic dividend and capital injection problem for spectrally positive Levy processes. Insurance: Mathematics and Economics, 2017.

4. Zhao Yongixa*, Wang Rongming, Yin Chuancun. Optimal dividends and capital injections for a spectrally positive Levy process. Journal of Industrial and Management Optimization, 2017.

5. Zhao Yongxia, Wang Rongming*, Yao Dingjun. Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin. Communication in Statistics- Theory and Methods, 2016.

6. Cheng Gongping* and Zhao Yongxia. Optimal risk and dividend strategies with transaction costs and terminal value. Economic Modelling, 2016.

7. Zhao Yongxia, Wang Rongming*, Yao Dingjun and Chen Ping. Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon, Journal of Optimization Theory and Applications, 2015.

8. Zhao Yongxia* and Yao Dingjun, Optimal dividend and capital injection problem with a random time horizon and a ruin penalty in the dual model, Applied Mathematics a Journal of Chinese Universities Ser. B, 2015.

9. Zhao Yongxia. The Sparre Andersen Risk Process with Investment and Debit Interest, Chinese Journal of Applied Probability and Statistics, 2013.

10. Zhao Yongxia* and Yin Chuancun. The expected discounted penalty function under a renewal risk model with stochastic income, Applied Mathematics and Computation, 2012.

11. 赵永霞,王春伟. 带扰动的两类索赔风险模型的罚金折扣函数, 高校应用数学学报A, 2010.

12. 赵永霞,尹传存. 经典风险模型的推广,应用概率统计,2009.

13. 赵永霞,叶传秀.Lévy风险模型的研究,曲阜师范大学学报,2008.

荣誉、兼职及审稿

o 2019年度山东省高等学校科学技术奖三等奖

o入选2018年曲阜师范大学“杏坛学者”人才工程

o 美国数学会评论员

o 审稿期刊 Insurance: Mathematics and Economics、Journal of Industrial and Management Optimization、Communications in Statistics-Theory and MethodsMathematical Problems in Engineering等。 

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