一、个人简介
汪浩(WANG HAO),男,1989年生,安徽桐城人,硕士生导师,数学与统计学院副教授。主要从事风险管理、最优化控制、金融数学等相关方向研究。科研论文主要发表在International Review of Economics and Finance,Insurance: Mathematics and Economics,North American Journal of Economics and Finance,International Journal of Control等SSCI/SCI期刊。主持国家自然科学基金项目、安徽省哲学社会科学规划项目和安徽省高校自然科学研究项目各1项,担任多个SSCI/SCI期刊审稿人。联系方式:hao.wang@ahnu.edu.cn
二、教育学习经历
2016.09-2020.12,博士研究生,华东师范大学,统计学
2012.09-2015.07,硕士研究生,安徽师范大学,运筹学与控制论
2008.09-2012.07,学士,安徽师范大学,数学与应用数学
2019.08-2020.09,联合培养博士研究生,澳大利亚麦考瑞大学
2018.04-2018.07,访问学者,香港大学
三、工作经历
2021.11-至今,安徽师范大学,数学与统计学院,副教授
2020.12-2021.10,安徽师范大学,数学与统计学院,讲师
四、讲授课程
本科生课程:高等数学、线性代数、概率论与数理统计、运筹学
研究生课程:连续时间随机控制
五、主持的科研项目
1. 安徽省哲学社会科学规划项目一般项目,长期护理保险体系下保险企业的最优定价问题研究,2024-08至2027-08,主持
2. 国家自然科学基金青年科学基金项目,基于生命周期的最优投资、消费和保险配置问题研究,2024-01至2026-12,主持
3. 安徽省高校自然科学研究项目,两类最优投资和再保险问题的研究,2022-01至2023-12,主持
六、代表性科研论文
1. Hao Wang, Shujie Hu, Tak Kuen Siu, Rongming Wang, Ning Wang. Life-cycle planning with CEV model and time-inconsistent preferences. International Review of Economics and Finance, 2024, 96: 103517. (SSCI/SCI)
2. Hao Wang, Tak Kuen Siu, Shujie Hu, Ning Wang. Life-cycle model with subsistence consumption constraint and state-dependent utilities. North American Journal of Economics and Finance, 2024, 73: 102182. (SSCI/SCI)
3. Xingyu Yan, Jiaqian Yu, Weiyong Ding, Hao Wang*, Peng Zhao. A novel two-way functional linear model with applications in human mortality data analysis. Journal of Applied Statistics, 2024, 51(10): 2025-2038. (SCI)
4. Xingyu Yan, Hao Wang, Hong Sun, Peng Zhao. Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme. Probability in the Engineering and Informational Sciences, 2024, 38(1): 82-99. (SCI)
5. Hao Wang, Ning Wang, Lin Xu, Shujie Hu, Xingyu Yan. Household investment-consumption-insurance policies under the age-dependent risk preferences. International Journal of Control, 2023, 96 (10): 2542-2554. (SCI)
6. Lin Xu, Linlin Wang, Xiao Liu, Hao Wang. Optimal active lifetime investment. International Journal of Control, 2023, 96 (1): 48-57. (SCI)
7. 汪浩, 程孝强, 宫小洁. 带有随机延迟的最优分红和资本注资问题. 应用概率统计, 2022, 38 (2): 267-284. (CSCD)
8. Jiaqin Wei, Xiang Cheng, Zhuo Jin, Hao Wang*. Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. Insurance: Mathematics and Economics, 2020, 91: 244-256. (SSCI/SCI)
9. Hao Wang, Rongming Wang, Jiaqin Wei. Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers. Insurance: Mathematics and Economics, 2019, 85: 104-114. (SSCI/SCI)
10. Hao Wang, Rongming Wang, Jiaqin Wei, Shaosheng Xu. Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model. Communications in Statistics-Theory and Methods, 2019, 48: 3530-3548. (SCI)