个人简介

教育经历2004-09至2008-07, 华东师范大学, 概率论与数理统计, 博士2001-09至2004-06, 安徽师范大学, 应用数学, 硕士1997-09至2001-07, 安徽师范大学, 数学教育, 学士科研与学术工作经历2018-07至2018-08, 香港恒生管理学院, 数学与统计系, 研究员, 访问袁飞龙博士2016-08至2016-11, 香港大学, 统计与精算学系, 研究助理, 访问杨海亮教授2015-07至现在, 安徽师范大学, 数学与统计学院, 教授，博导2014-08至2014-12, 香港大学, 统计与精算学系, 研究助理, 访问杨海亮教授2012-08至2012-12, 北京大学, 数学科学学院, 访问学者, 访问杨静平教授2010-12至2015-07, 安徽师范大学, 数学与计算机科学学院, 副教授2010-08至2010-10, 香港大学, 统计与精算学系, 研究助理, 访问杨海亮教授

研究领域

风险理论与金融数学

数学; 教育; 经济; 统计; 管理科学

近期论文

Xu, Lin; Xu, Shaosheng; Yao, Dingjun*; Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance, Computers & Mathematics with Applications, 2020, 79 (3): 716-734.Xu Lin; Yao Dingjun*; Cheng Gongpin; Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax, Journal of Industrial and Management Optimization, 2020, 16(1): 325-356.Xu Lin*; Zhang LIming; Yao Dingjun; Optimal investment and reinsurance for an insurer under Markov-modulated financial market, Insurance: Mathematics and Economics, 2017, 74(3): 7-19.Xu Lin; ,Zhu Dongjin; ,Zhou Yanru, Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate, Communications in Statistics - Theory and Methods, 2015, 44(4): 810-822.Xu Lin; Yang Hailiang*; Wang Rongming; Cox risk model with variable premium rate and stochastic return on investment, Journal of Computational and Applied Mathematics, 2014, 256: 52-64.Xu Lin; Wang Rongming; Yao Dingjun, Joint distributions of some actuarial random vectors for the Cox risk model, Applied Stochastic Models in Business and Industry, 2012, 28(5): 420-429.Xu, Lin; Wang, Rongming; Yao, Dingjun, On maximizing the expected terminal utility by investment and reinsurance, Journal of Industrial and Management Optimization, 2008, 4(4): 801-815.