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数学何敬民

发表时间:2021年07月09日  |  作者:  |  编辑:王伟  |  资料来源:  |  点击:[]

何敬民简介

姓名

何敬民

性别

出生年月

19781

学历学位

博士研究生

职称

教授

导师类型

学术型硕导

电话

 022-60215553

Email

Jingmin_he@tjut.edu.cn

办公室

10号楼403

所属学科

数学

研究

方向

1. 随机过程

2. 随机过程在金融保险中的应用

讲授课程: 概率论与数理统计(本科生),线性代数(本科生),数学建模(本科生),MATLAB软件及应用(本科生),随机过程(研究生), 风险理论(研究生)

主要项目及代表性成果(包括鉴定项目、论文、专著、获奖、专利等)

项目:

1. 教育部人文社科项目:逐段马氏风险过程停时和最优分红的研究(14YJCZH048),2015.1-2017.12, 8万,项目负责人

2. 国家自然科学基金青年科学基金项目:几类随机观察风险模型中的税收与最优分红问题(11601382),2017.1-2019.1218万,参与者

3. 教育部人文社科项目:风险过程中相关方程解的研究(15YJCZH204),2016.1-2018.12, 8万,参与者

4. 国家自然科学基金青年科学基金项目:几类风险过程的实质性破产问题(11401436),2015.1-2017.1222万,参与者

5. 武警后勤学院附属医院横向课题:地震后人员伤亡预测模型开发, 2015.1-2015.124万,参与者

6. 国家自然科学基金数学天元青年基金项目:几类带有loss-carry-forward税收的风险模型的研究(11226203),2013.1-2013.123万,参与者

7. 国家自然科学基金数学天元青年基金项目:,几类含借贷利率风险过程的绝对破产与分红问题(11226204),2013.1-2013.123万,参与者

8. 国家自然科学基金青年科学基金项目:分数布朗运动环境下金融保险中优化问题的研究(10901086),2010.1-2012.1216万,参与者

9. 国家自然科学基金数学天元青年基金项目:逐段决定马尔可夫过程及其在金融保险中的应用(10926161),2010.1-2010.124万,项目负责人

 论文:  

1. Jingmin   He, Fangling Wu. Exact solutions of the two-side exit time problems for   the Vasicek model, Communications in Statistics -Theory and Methods:  https://doi.org/10.1080/03610926.2021.1901921, 2021.  (SSCI, SCI)

2. Zhongqin Gao, Jingmin He, Zhifeng Zhao, Bingbing Wang.   Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a   Threshold Dividend Strategy, Methodology and Computing in Applied Probability:   https://doi.org/10.1007/s11009-020-09844-4, 2021. (SCI)

3. Jingmin He, Zhongqin Gao, Yitao Yang. Exit times for   Geometric Brownian motion, University Politehnica of Bucharest Scientific   Bulletin-Series A-Applied Mathematics and Physics, 2020, 82, 27-34. (SCI)

4. Wei Wang,  Jingmin He. Optimality of barrier   dividend strategy in a jump-diffusion risk model with debit interest, Periodica Mathematica Hungarica: https://doi.org/10.1007/s10998-020-00338-x, 2020. (SCI)

5. Jingmin   He, Zhongqin Gao, Bingbing Wang. Omega model for a jump-diffusion process   with a two-step premium rate. Journal of the Korean Statistical Society,   https://doi.org/10.1016/j.jkss.2019.01.005, 2019.SCI

6. He Jingmin, Wang Bingbing. Total Duration of Negative   Surplus for the Risk Model with Credit and Debit Interest. 南开大学学报(自然科学版), 2019, 52(5), 1-8.(中文核心)

7. 高忠琴, 何敬民, 王冰冰. 带投资和退保的离散时间风险模型的破产概率. 济南大学学报(自然科学版),   2019, 33(3) , 273-278.(中文核心)

8. 王冰冰, 何敬民.随机观测下两面跳的对偶风险模型.烟台大学学报(自然科学与工程版),   2019, 32(2), 113-117.

9. Zhongqin   Gao,  Jingmin He. The Gerber-Shiu function for the compound   Poisson Omega model with a three-step premium rate, Communications in   Statistics -Theory and Methods: https://doi.org/10.1080/03610926.2018.1524488,   2018.SSCI, SCI

10. Zhongqin   Gao, Jingmin He, Bingbing Wang. Exact solutions of some exit times for   the diffusion risk model with liquid reserves, credit and debit interest.   Communications in Statistics - Simulation and Computation: https://doi.org/10.1080/03610918.2018.1524906, 2018. (SCI)

11. Jingmin   HeYitao Yang. The exit times for the   diffusion risk model with drift coefficientInternational   Journal of Dynamical Systems and Differential Equations2017, 7(2)136-141. (EI)

12. He,   JingminZhang, WeiLi,   Manman,  Fang,Xin. Joint Distribution for the Risk Process with Premiums   Depending on the Current ReserveJournal   of Donghua University, English Edition.  2017, 34(4): 540-544.

13. Yitao   Yang, Jingmin He, Zhongqin Gao, Bingbing Wang. Exit times for the   diffusion risk model with debit interest. International Journal of System   Assurance Engineering and  Management,  2017,  8(2): 1810-1815.   (EI)

14.   Jingmin He Zaiming Liu Wei Zhang. The distribution of some extremum on the risk   process whose income depend on the current reserve. SpringerPlus2016, 5: 1980~1980. (SSCI, SCI)

15. Wei   Wang, Jingmin He. Total duration of negative surplus for a Brownian   motion risk model with interest. Acta Mathematica Sinica, English Series,   2014, 30(1): 163-168.SCI

16. He   JingminWu Rong, Cui Jiafeng. Upper bounds for   the ruin probability in a risk model with interest whose premiums    depend on the backward recurrence time process. Advance in Mathematics, 2011,   40(4): 501-511. (重要核心)

17.   Jingmin He, Rong Wu. On the Gerber-Shiu discounted penalty function for a   surplus process described by PDMPs. Acta Mathematicae Sinica, English Series,   2010, 26(5): 951–962. SCI

18. Wei   Wang, Jingmin He, Rong Wu. Smoothness of certain functions in two   kinds of risk models with a barrier dividend strategy. Acta Mathematica   Applicatae Sinica, English Series, 2010, 26(4): 661-668. SCI

19. 何敬民, 吴荣. 带干扰古典风险模型的一些分布.数学物理学报,   2010, 30A(3):   818-827. (中文核心)

20. Jingmin   He, Rong Wu, Huayue Zhang. Total duration of negative surplus for the   risk model with debit interest. Statistic and Probability Letters, 2009, 79:   1320-1326. SCI

21. Jingmin He, Rong   Wu, Huayue Zhang. Ruin probabilities of a surplus process described by PDMPs.   Acta Mathematicae Applicatae Sinica, English Series, 2008, 24(1): 117-128. SCI

22.   He Jingmin, Wu Rong. On the expected discounted penalty function for the   risk process described by PDMPs . 南开大学学报 (自然科学版) , 2008, 41(5): 107-112. (中文核心)

专著:

1.《概率论与数理统计》,上海交通大学出版社,2017,副主编.

获奖:  

指导全国大学生数学建模竞赛,获国家二等奖1项,天津市一等奖3项,天津市二等奖3项。

 

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