杨静平
近期热点
资料介绍
个人简历
教育经历1996北京大学博士1991北京大学硕士1988北京大学学士工作经历2009-北京大学数学科学学院教授1999-2009北京大学数学科学学院副教授1993-1999北京大学数学科学学院讲师1991-1993北京大学数学科学学院助理教授科研项目2015.1-2015.6信贷资产证券化组合信用风险模型理论研究中债资信评估有限责任公司2014.10-2015.9中国国债管理战略计量分析课题巴西随机模拟模型研究中央国债登记结算有限责任公司2013年1月-2016年12月金融和保险中的copula理论及其应用研究国家自然科学基金面上项目2013.5-2014.12课题研究项目委托协议中国再保险(集团)股份有限公司2013.11-2014.3中国国债发行策略的随机模拟模型的业务需求书中央国债登记结算有限责任公司2012年月-2016年12月高维数据统计建模与分析(11131002)国家自然科学基金重点项目(参加者)2012年8月-2012年12月《中国国债发行策略的随机模拟模型研究》II期项目中央国债登记结算有限责任公司2012年1月-2012年6月《中国国债发行策略的随机模拟模型研究》I期项目中央国债登记结算有限责任公司2011.12-2013.06债券收益率曲线拟合模型研究中央国债登记结算有限责任公司2009年1月—2011年12月风险组合的渐进理论及其在保险和金融中的应用(10871008)国家自然科学基金面上项目2009年1月--2011年12月银行与保险业中的风险模型和数据分析(2007CB814905)国家973项目子课题(参加者)2007年10月--2009年10月保险与金融中的风险建模(10711120451)国家自然科学基金国际合作项目2005年1月—2007年12月相关风险理论及模型研究(10471008)国家自然科学基金面上项目1999-2003保险信息处理与精算数学的理论和方法自然科学基金委重点项目(参加者)主讲课程2010.9--2011.1风险管理的数学方法研究生2010.9--2011.1非寿险精算本科生近期论文
寿险精算基础, 2002 杨静平, Shihong Cheng and Qin Wu(2005). Recursive equations for compound distributions with severity distributions of the mixed type. Science in China (Series A: Mathematics) 48(5), 594-609. 杨静平,Tom Hurd and Xuping Zhang (2006). Saddlepoint approximation method for pricing CDOs. Journal of Computational Finance 10(1), 1-20. 杨静平,Xiaoqian Wang and Shihong Cheng(2006). Conditional recursive equations on excess-of-loss reinsurance. Applied Mathematics and Mechanics 27(8), 1071-1080. 杨静平, Shihong Cheng and Lihong Zhang(2006). Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence. Insurance: Mathematics and Economics 39, 267-284. 杨静平,Shihong Cheng and Xiaoqian Wang(2007). Bivariate recursive equation on excess-of-loss reinsurance. Acta Mathematica Sinica (English Seiries) 23(3), 467-478. Yichun Chi, 杨静平and Yongcheng Qi(2009). Decomposition of a Schur-constant model and its applications. Insurance: Mathematics and Economics 44(3),398-408. 杨静平, Yongcheng Qi and Ruodu Wang(2009). A Class of Multivariate Copulas with Bivariate Frechet Marginal Copulas. Insurance: Mathematics and Economics 45(1), 139-147. Liang Peng and杨静平(2009). Jackknife method for intermediate quantiles. Journal of Statistical Planning and Inference. Vol 139(7), 2373-2381. Deyuan Li, Liang Peng and 杨静平(2010). Bias reduction for high quantiles. Journal of Statistical Planning and Inference. Vol 140(9), 2433-2441. Yangting Zheng, 杨静平and Jianhua Z. Huang (2011). Approximation of bivariate copulas by patched bivariate Frechet copulas. Insurance: Mathematics and Economics 48(2),246-256. Kai Zhao, Xue Cheng and 杨静平(2011). Saddlepoint approximation for moments of random variables. Frontiers of Mathematics in China 6(6), 1265-1284. Lan Wu, Yongcheng Qi and 杨静平(2012).Asymptotics for dependent Bernoulli random variables. Statistics and Probability Letters 82, 455-463. Peng, Liang; Qi, Yongcheng; Wang, Ruodu;杨静平 (2012) .Jackknife empirical likelihood method for some risk measures and related quantities. INSURANCE MATHEMATICS & ECONOMICS 51(1), 142-150. JUL 2012 . Peng, Liang; Qian, Linyi; 杨静平 (2013) .Weighted estimation of the dependence function for an extreme-value distribution. BERNOULLI . Vol. 19(2), 492-520. Wang, Ruodu; Peng, Liang; 杨静平 (2013). Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. FINANCE AND STOCHASTICS . Vol. 17(2), 395-417. Wei Cui, 杨静平 and Lan Wu (2013). Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. Insurance: Mathematics and Economics. Vol. 53(1), 74–85. Xie, Siyuan; 杨静平; Zhou, Shulin (2013) Numerical algorithms for Panjer recursion by applying Bernstein approximation. FRONTIERS OF MATHEMATICS IN CHINA 8(5),1197-1226. Wang, Ruodu; Peng, Liang; 杨静平 (2013) Jackknife empirical likelihood for parametric copulas.SCANDINAVIAN ACTUARIAL JOURNAL 2013(5), 325-339 Lujun Li, K.C. Yuan and Jingping Yang (2014). Distorted Mix Method for constructing copulas with tail dependence. Insurance: Mathematics and Economics 57, 77-89. Yanting Zheng, Jingping Yang and Jianhua Huang (2014). Shuffle of min random variable approximations of bivariate copulas realization. Accepted by Communications in Statistics: Theory and Methods. Lujun Li, Yijun Wu and Jingping Yang (2014). Copula function concentration set and its concentrated partition.Statistics and Its Interface, Vol.9, 319-329. Wu Yijun, Zheng Zhi, Zhou Shulin, Yang Jingping (2015). Dependence structure between LIBOR rates by copula method. FRONTIERS OF MATHEMATICS IN CHINA, 10(1): 147-183. Yang Jingping, Chen Zhijin, Wang Fang, Wang Ruodu (2015). COMPOSITE BERNSTEIN COPULAS. Astin Bulletin 45(2), 445-475. Zheng Yanting, Cui Wei, Yang Jingping (2015). Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer. JOURNAL of SYSTEMS SCIENCE and COMPLEXITY, 28(1), 122-143. Wang Ruodu, Peng Liang, Yang Jingping (2015). CreditRisk+ Model with Dependent Risk Factors, NAAJ 19(1), 24-40社会兼职2008.9--至今数学学院金融数学系副系主任 相关热点