公共基础课导师——郭风龙

发布者:泽园新宣发布时间:2017-03-24浏览次数:208

 

姓名:郭风龙

性别: 

导师类型:公共基础课导师

所属院系:理学院

邮箱:fenglongguo@qq.com

教学课程: 《金融工程》、《公司金融》、《保险精算》、《利息理论》      

研究方向: 金融保险风险管理

学术成果:主持参与课题

1.     对一类随机积分最大值尾概率的近似估计,国家自然科学基金数学天元基金,项目批准号:11426135(主持人)

2.     风险相依对保险公司破产概率影响的研究,国家自然科学基金青年基金,项目批准号:71501100(主持人)

3.     对具有相依随机投资回报的保险公司破产概率的近似估计研究,国家自然科学基金面目项目,项目批准号:71271042(参与)

4.     基于破产论的银行存款保险定价的研究,国家自然科学基金青年基金,项目批准号:71001017(参与)

 

发表论文

1.       Fenglong Guo & Dingcheng Wang, Uniform tail asymptotic of discounted aggregate claims with two dependence structures, SCIENCE CHINA Mathematics, forthcoming in 2016

2.       Fenglong Guo & Dingcheng Wang, 2015, Uniform asymptotic estimates for ruin probabilities with exponential Levy process investment returns and two-sided linear heavy-tailed claims,   Communications in Statistics - Theory and Methods, published online on Jul 30, DOI: 10.1080/03610926.2013.815210,  SCI

3.       Fenglong Guo & Dingcheng Wang, 2013Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims, Advances in Applied Probability, 45(1), pp. 241-273 SCI (IDS: AJ0IR )

4.       Fenglong Guo & Dingcheng Wang, 2013, Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims, Applied Stochastic Models in Business and Industry, 29(3), pp. 295-313, SCI(IDS165HE)