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  • 概率与统计
English
  • Large deviations for sums of claims in a general renewal risk model with the regression dependent structure , Statistics and Probability Letters , 2020 , 165108857
  • 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
  • Several Properties of a Nonstandard Renewal Counting Process and Their Applications , Journal of Systems Science and Complexity--English Series , 2018 , 122-136
  • Web renewal counting processes and their applications in insurance , Journal of Inequalities and Applications , 2018 , 260: 1-15
  • Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps , Journal of Systems Science and Complexity--English Series , 2017 , 30(3): 645-659
  • Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints , Applied Mathematics and Computation , 2017 , 299: 80-94
  • Dynamic asset allocation with loss aversion in a jump diffusion model , Acta Mathematicae Applicatae Sinica , 2015 , 31(2): 557-566
  • Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process , Journal of Systems Science and Complexity--English Series , 2015 , 28(6): 1412-1425
  • Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment , Journal of Systems Science and Complexity--English Series , 2015 , 28(1): 144-155
  • Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion , Abstract and Applied Analysis , 2013 , 2013: 1-11
  • Pricing Barrier Options under Stochastic Volatility Framework , Journal of Systems Science and Complexity--English Series , 2013 , 26(4): 609-618
  • Survival Probability in A Risk Model Under Heavy-tailed Claims , Acta Mathematicae Applicatae Sinica , 2012 , 35(5): 817-828
  • 基于状态相依风险厌恶的最优动态协整配对交易策略 , 中国科学技术大学学报 , 2019 , 49(8): 655-667
  • 新形势下互联网金融对商业银行创新能力的影响 , 中国科学技术大学学报 , 2018 , 48(11): 1-11
  • 基于深度学习算法的高频交易策略及其盈利能力研究 , 中国科学技术大学学报 , 2018 , 48(8): 1-11
  • 基于LSTM神经网络的黑色金属期货套利策略模型 , 中国科学技术大学学报 , 2018 , (2): 125-132
  • 中国创业板与主板市场的相依关系: 基于时变copula-GARCH 模型的实证分析 , 中国科学技术大学学报 , 2014 , 44(9): 776-785
  • 融资融券对流动性的影响——基于我国股市交易数据的实证研究 , 企业经济 , 2014 , (6): 165-170
  • 用Homotopy方法解随机波动率远期LIBOR模型中利率衍生品定价问题 , 浙江大学学报(理学版) , 2013 , 40(5): 521-525
  • 随机意外大灾风险模型的破产概率 , 数学物理学报(中文版) , 2012 , 32: 257-262
  • 带止损条件的配对交易最优阈值 , 系统科学与数学 , 2019 , 39(7): 1117-1141
  • 随机波动率下永久美式障碍期权的渐近式 , 厦门大学学报(自然科学版) , 2016 , 55(6): 912-917
  • Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model , 应用数学学报(A辑) , 2015 , 31(2): 557-566
  • 有限期限上具有随机利率的最优投资消费模型 , 系统科学与数学 , 2014 , 34(8): 914-924
  • 一个可变保费巨灾风险模型的局部破产概率 , 数学学报(A辑) , 2014 , 57(1): 9-16
  • 一类重灾风险模型的生存概率 , 应用数学学报(A辑) , 2012 , 35(5): 817-828
  • 财经新闻与股市预测——基于数据挖掘技术的实证分析 , 数理统计与管理 , 2016 , 35(2): 215-224
  • 保费率-巨灾索赔相依的风险模型的破产概率 , 数学的实践与认识 , 2014 , 44(5): 1-6