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徐林

发布人:徐彪
发布日期:2012-05-05
浏览次数:13386

 

徐林

安徽师范大学

数学计算机科学学院

邮件:xulinahnu@gmail.com

主页:https://www.scholarmate.com/P/j22aMn

 

个人简介

徐林,安徽师范大学统计系,博士,研究方向为风险理论与金融数学。目前的研究兴趣为对随机控制理论与方法在金融保险中的应用以及与保险有关的金融衍生品定价,期待着同行专家的指导与交流。

教育经历

2004/9 - 2008/7,华东师范大学, 概率论与数理统计,博士

2001/9 - 2004/6, 安徽师范大学, 应用数学, 硕士

1997/9 - 2001/7, 安徽师范大学, 数学教育, 本科

工作经历

2015.05—今

 

教授,硕士生导师

 

 

安徽师范大学数学计算机科学学院

2010.10—2015.05

 

副教授,硕士生导师

 

 

安徽师范大学数学计算机科学学院

2016.08—2016.11

 

访问学者

 

 

香港大学统计与精算学系

 

2014.07—2014.11

 

访问学者

 

 

香港大学统计与精算学系

 

2012.07—2012.11

 

访问学者

 

 

 

北京大学数学学院

2010.08—2010.10

 

访问学者

 

 

香港大学统计与精算学系

 

 

科技领域

数学; 教育; 经济; 统计; 管理科学

关键词

随机控制; 破产概率; 风险理论; 最优策略

成果

1Cheng, Gongpin; *Xu, Lin, OPTIMAL SIZE OF BUSINESS AND DIVIDEND STRATEGY IN A NONLINEAR MODEL WITH REFINANCING AND LIQUIDATION VALUE, Mathematical Control and Related Fields, 7(1), pp 1-19, 2017/3.

2Yao, Dingjun; *Wang, Rongming; Xu, Lin, Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle, Communications in Statistics-Theory and Methods, 46(5), pp 2519-2541, 2017.

3*Lin Xu; Liming Zhang; Dingjun Yao, Optimal investment and reinsurance for an insurer under Markov-modulated financial market, Insurance: Mathematics and Economics, 74(3), pp 7-19, 2017.

4徐林; 章礼明; 吴丽媛, 随机保费模型下绝对破产概率的可微性以及渐近性(英文), 应用概率统计, 03, pp 277-288, 2015/6/15.

5任永; 徐林; 林爱红; 胡兰英, 几类随机微分方程及其应用研究, 安徽省人民政府, 自然科学, 其它, 2014/1/29.

6Yao Dingjun; *Wang Rongming; Xu Lin, Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle, Communications in Statistics - Theory and Methods, 2016(1), pp 1-17, 2016/1/1.

7*Xu Lin; Wang Hao; Yao Dingjun, Optimal investment and consumption for an insurer with high-watermark performance fee, Mathematical Problems in Engineering, 2015, pp 1-14, 2015/10/25.

8王翠莲; *刘晓; 徐林, 具有随机观测周期的经典风险模型中最优分红和注资策略(英文), 应用概率统计, 06, pp 661-672, 2014/12/15.

9*徐林; 章礼明; 吴丽媛, Dierentiability and Asymptotic Properties of Gerber-Shiu Function Associated with Absolute Ruin Time for a Risk Model with Random Premium Income, 应用概率统计, 31(2), pp 277-288, 2015/5/1.

10*Xu Lin; Zhang Liming; Zhu Dongjin, Optimal Investment under Dual Risk Model and Markov Modulated Financial Market, Journal of mathematical finance, 5(2), pp 157-171, 2015/5/1.

11汪浩; *徐林, The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force, nternational Scholarly Research Notices, vol. 2015, Article ID 504987, 6 pages, 2015. doi:10. 1155/2015/504987, 2015(1), pp 1-9, 2015/12/30.

12*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, 44(4), pp 810-822, 2015/2/16.

13*Chen Zhenlong; Xu Lin; Zhu Dongjin, Generalized continuous time random walks and Hermite processes, Statistics & Probability Letters, 99, pp 44-53, 2015/4.

14*徐林; 徐婷, 上证指数收益率的长相依性分析及其欧式期权定价, 华东师范大学学报(自然科学版), 2014(4), pp 14-22, 2014/5/1.

15姚定俊; *汪荣明; 徐林, 方差保费准则下最优分红、注资和再保险策略, 中国科学A:数学, 44(10), pp 1123-1140, 2014/10/1.

16*Dingjun Yao; Rongming Wang; Lin Xu, OPTIMAL ASSET CONTROL OF A GEOMETRIC BROWNIAN MOTION WITH THE TRANSACTION COSTS AND BANKRUPTCY PERMISSION. , , 461-478., Journal of Industrial and Management Optimization, 11(2), pp 461-478, 2015/5/1.

17Xu, Lin; *Shen, Guangjun; Yao, Dingjun, Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model, Abstract and Applied Analysis, 2014, 2014.

18Yao, Dingjun; *Wang, Rongming; Xu, Lin, Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model, Journal of Industrial and Management Optimization, 10(4), pp 1235-1259, 2014/10.

19*姚定俊; 郭文旌; 徐林, 带交易费用和指数观察时间间隔的最优分红注资策略(英文), 应用概率统计, 05, pp 547-560, 2013.

20徐林; 吴丽媛; 祝东进, 带有常值利息力的可变保费Cox风险模型下破产概率的渐近估计(英文), 应用概率统计, 05, pp 480-488, 2013.

21Xu, Lin; *Wang, Rongming, Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate, Journal of Industrial and Management Optimization, 2(2), pp 165-175, 2006/5.

22*Xu, Lin; Wang, Rongming; Yao, Dingjun, On maximizing the expected terminal utility by investment and reinsurance, Journal of Industrial and Management Optimization, 4(4), pp 801-815, 2008/11.

23徐林; 祝东进, 股市投资回报过程的长相依性与风险度量, 经济数学, 30(1), pp 50-53, 2013.

24Xu Lin; Zhu Dongjin, On the distributions of first exit time for Brownian motion with double linear time-dependent barrier, ISRN Applied mathematics, 2013(1), 2013/3/1.

25徐林; 姚定俊, 具有随机投资收益的离散风险模型的最优红利分配, 经济数学, 04, 2008/12/15.

26Xu Lin; Wang Rongming; Yao Dingjun, Joint distributions of some actuarial random vectors for the Cox risk model, Applied Stochastic Models in Business and Industry, 28(5), pp 420-429, 2012/10 SEP-OCT.

27Xu Lin; *Yang Hailiang; Wang Rongming, Cox risk model with variable premium rate and stochastic investment return, Journal of Computational and Applied Mathematics, 256, pp 52-64, 2014/1/1.

28*Xu Lin; Wang Rongming; Yao Dingjun, Optimal stochastic investment games under Markov regime switching market, Journal of Industrial and Management Optimization, 10(3), pp 795-815, 2014/4/1.

29*徐林, 带扰动的随机保费模型的渐近最优投资(英文), 应用概率统计, 02, pp 151-162, 2011.

30徐林; 汪荣明; 姚定俊, 有投资回报的更新风险模型的破产概率的上界, 华东师范大学学报(自然科学版), 1, 2007.

31姚定俊; 汪荣明; 徐林, 随机保费风险模型下的平均折现罚金函数, 应用概率统计, 24(3), 2008.

项目

1徐林, 偿二代体系下保险风险管理中心的几个最优控制问题, 教育部人文社会科学基金, 2017/7/1 - 2019/12/30.

2徐林, 教育部人文社科项目(12YJC910012, 《分数布朗运动模型下的破产概率与EIA产品定价》, 2012.1-2013.12.

3徐林, 国家自然科学基金天元青年基金项目(11126238,《马尔科夫调节风险模型下三个最优化与随机微分博弈问题》, 2012.1-2012.12.

4徐林, 国家自然科学基金青年基金项目(11201006),《马尔科夫调节风险模型下有关保险精算的几个随机微分博弈问题》,2013.1-2015.12, 国家自然科学基金委员会, 2013/1/1 - 2015/12/31.