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教授
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联系方式：86-551-63607294
学位：博士
概率与统计
- The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries, The North American Journal of Economics and Finance, 2021, 56: 1-22.
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure, Statistics and Probability Letters, 2020, 165108857.
- A moderate deviation principle for stochastic Volterra equation, Statistics and Probability Letters, 2017, 122: 79-85.
- Optima Portfolio and Consumption models under Loss Aversion in Infinite Time Horizon, Probability in the Engineering and Informational Sciences, 2016, 30(4): 553-575.
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence, Statistics and Probability Letters, 2013, 83(10): 2248-2255.
- A solvable singular control problem driven by a jump diffusion process with applications, Stochastic Models (Communications in Statistics. Stochastic Models), 2016, 32(1): 136-159.
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