基本介紹
- 中文名：張帥琪
- 學位/學歷：博士
- 職業：教師
- 專業方向：理學
- 任職院校：中國礦業大學
人物經歷,研究方向,學術成果,
人物經歷
2012年畢業於中南大學，獲理學博士學位，澳門大學博士後，美國數學會特邀評論員。
研究方向
主要從事隨機分析，隨機控制，保險精算領域的研究。
學術成果
科研項目
1.國家自然科學基⾦青年基⾦，11501129、部分可觀測信息下風險模型的最優投資與再保險策略2016/01-2018/12、 結題、主持。
2.河北省⾃自然科學青年基⾦，A2014202202、⼏類風險模型的最優分紅注資與投資策略研究、2014/01-2016/12、 結題、主持。
迄今在精算領域國際權威期刊Scandinavian Actuarial Journal，Mathematical control and related fields, Probability and Statistics Letters，Stochastic Analysis and Applications，Acta Mathematica Scientia(English Series)，中國科學:數學，中國科學：信息科學，Frontiers of Mathematic in China等刊物發表學術論文多篇。
發表論文
[1] Zhang, S., Xiong, J., 2019. Numerical solution for forward-backward stochastic differential equations with delay and anticipate terms. Statistics and Probability Letters. 149: 107-115.
[2] Xiong, J., Zhang, S., Zhuang, Y., 2019. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance. Mathematical control and related fields, 9(2): 257-276.
[3] Zhang, S., Xiong, J., Zhang, X. 2019. Optimal investment with delay under partial information. Mathematical control and related fields, Accepted
[4]Shuaiqi Zhang,Jie Xiong, Xiangdong Liu. 2018 Stochastic maximum principle for Forward Backward equations with jumps and Markov Switching. Science China Information Sciences. 61 .
[6]Wang, G., Xiong, J., Zhang, S. 2016. Partially observable stochastic optimal control, International Journal of numerical analysis and modeling, 13(3) 493-512.
[7]Zhang, S., Liu, G., Sun, M., 2015. Ruin probability in the continuous time compound Binomial model with investment. Acta Mathematica Scientia(English Series). 35B(2): 313-325.
[8] Sun, G., Zhang, S., Liu, G., 2015. Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. Frontiers of Mathematics in China. 2015, 10(6): 1433-1447.
[9] Liu, X., Xiong, J., Zhang, S., 2015. Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy. Probability and Statistics Letters.107: 183-190
[10] Feng, R., Volkmer, H., Zhang, S., Zhu. C., 2015. Optimal dividend policies for piecewise-deterministic Poisson risk models. Scandinavian Actuarial Journal. 5: 423-454.
[11] Xiong, J., Zhang, S., Zhao, H., Zeng, X., 2014. Optimal proportional reinsurance and investment problem with jump-diffusion risk process under the effect of inside information. Frontiers of Mathematic in China 9(4) 965-982.
[12]Zhang. S., 2012. Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion. Stochastic Analysis and Applications. 30: 642-661.
