基本介紹
- 中文名:江五元
- 民族:漢族
- 畢業院校:中南大學
- 出生地:湖南平江
主要論文,科研項目,
主要論文
近五年發表的主要論文:
[1] Wuyuan Jiang, Chaoqun Ma. Analysis of ruin measures for two classes of risk processes with stochastic income, Hacettepe Journal of Mathematics and Statistics, 2014, accepted. (SCI)
[2] Wuyuan Jiang, Zhaojun Yang. The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula, Scandinavian Actuarial Journal, 2014, Forthcoming. (SSCI, SCI)
[3] Wuyuan Jiang, Zhaojun Yang. The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds, Indian Journal of Pure and Applied Mathematics, 45(2014): 479-495. (SCI)
[4] Wuyuan Jiang, Zhaojun Yang. Dividend payments in a risk model perturbed by diffusion with multiple thresholds, Stochastic Analysis and Applications, 31(2013): 1097-1113. (SCI)
[5] Wuyuan Jiang, Zhaojun Yang. The phase-type risk model perturbed by diffusion under a threshold dividend strategy, Acta Mathematicae Applicatae Sinica (English Series), 29(2013): 215-224. (SCI)
[6] 江五元, 楊招軍. 帶多閾值的兩類索賠風險模型中的期望折現罰函式,套用數學學報, 36(2013): 821-830. (CSCD)
[7] Wuyuan Jiang, Zhaojun Yang and Xinping Li. The discounted penalty function with multi-layer dividend strategy in the phase-type risk model, Statistics and Probability Letters, 82(2012): 1358–1366.(SCI)
[8] 江五元. 帶干擾phase-type風險模型中的最大盈餘及相關分布.套用數學學報, 34(2011):949-956. (CSCD)
[9] Wuyuan Jiang,Zaiming Liu. The maximum surplus before ruin in a Generalized Erlang(n) risk process perturbed by diffusion. Chinese Journal of Applied Probability and Statistics, 27(2011):256-264. (CSCD)
[10] Wuyuan Jiang,Zaiming Liu. A class of delayed renewal risk processes with a threshold dividend strategy. Acta Mathematicae Applicatae Sinica (English Series), 26(2010): 345-352.(SCI)
科研項目
主持的科研項目:
1、湖南省社科基金項目,基於利率市場化的商業保險模型與最優投資, No: 14YBA189,在研,主持.
2、中國博士後科學基金項目,基於中小企業融資管理的風險模型與投資決策,No: 2014M562105,在研,主持.
3、中國博士後科學基金項目,保險精算學中破產測度問題的隨機模型分析, No: 2012M521514,已結題,主持.
4、湖南省科技計畫項目,保險風險模型折現罰函式研究, No: 2012RS4030,已結題,主持.
5、湖南省教育廳優秀青年項目,金融風險管理與隨機模型分析, No: 13B034,在研,主持.
6、湖南省教育廳項目,逐段決定馬氏過程在保險風險模型中的套用, No: 10C754,已結題,主持.