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2019概率统计及其应用系列报告之九(董昭、王岳宝和程东亚)

  发布日期:2019-11-25  浏览量:80


报告题目一: Large deviation principles for first-order scalar conservation laws with stochastic forcing

报  告  董昭教授(中国科学院数学与系统科学研究院)

报 告 时 间: 20191130()930-1010

报 告 地 点: 磬苑校区澳门赌搏网站大全H306

报 告 摘 要:In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the kinetic solution to the Cauchy problem for Abstract 15 these first-order conservation laws is studied. Then, based on the well-posedness of the kinetic solutions, we show that the large deviations holds by utilising the weak convergence approach. This is joint work with Wu Jiang Lun, Zhang Rang Rang, Zhang Tu sheng.


报告题目: Distribution with the semi-regular-variation tail and its applications

报  告  : 王岳宝教授(苏州大学澳门赌搏网站大全

报 告 时 间: 20191130()1010-1050

报 告 地 点: 磬苑校区澳门赌搏网站大全H306

报 告 摘 要:In this talk, we divide the exponential distribution class into some subclasses according to a certain criterion. One of them is closely related to the regular variation-tailed distribution class and is called the semi-regular-variation-tailed distribution class.We give the precise tail asymptotic expression for the convolutions of these distributions, and prove that the class is closed under convolution. In addition, the corresponding random variables are not necessarily identically distributed. Finally, we apply these results to a discrete time risk model with stochastic returns, and obtain the precise asymptotic estimation of the finite time ruin probability.


报告题目: Asymptotic behavior for ruin probabilities in some generalized bidimensional risk models

报  告  程东亚教授(苏州大学澳门赌搏网站大全

报 告 时 间: 20191130()1050-1130

报 告 地 点: 磬苑校区澳门赌搏网站大全H306

报 告 摘 要:In this talk, we consider asymptotic behavior for ruin probabilities in some generalized bidimensional continuous-time risk models with heavy-tailed claims. In these models, dependent relation exists either between the components of each pair of the claim sizes or among the claim sizes from each lines of business. As for the claim-number processes, they are allowed to be arbitrarily dependent. We introduced four types of finite-time ruin probabilities and for each type of ruin, an asymptotic formula for the finite-time ruin probability is established. Some of these formulae possess a certain uniformity feature in the time horizon.The obtained results confirm that the Brownian perturbations have no influence on the asymptotics of the ruin probabilities under consideration.

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专家一概况:董昭,中国科学院数学与系统科学研究院研究员,博士生导师, 1996年博士毕业于中科院应用数学研究所。主要从事狄氏型与马氏过程随机过程、App可靠性、随机(偏)微分方程理论研究,特别是随机流体力学方程研究。在国际期刊发表论文60余篇,包括Journal of Differential EquationsJournal of Functional AnalysisProbability Theory and  Related Fields科学通报等杂志。主持和参与国家自然科学基金多项,是973项目和基金委创新研究群体的主要成员。曾多次出访英国、法国、德国、加拿大等国家,并与他人合作获教育部自然科学二等奖。任北京航空航天大学兼职博导,中国科学院大学岗位教授,数学通讯与应用概率统计编委,中国概率统计学会常务理事,等等。

 

专家概况:王岳宝,曾任苏州大学澳门赌搏网站大全教授,博士生导师,统计系主任,江苏省概率统计学会副理事长,中国概率统计学会理事。现任常熟理工学院和杭州商学院客座教授。曾主持并完成国家自然科学基金面上项目三项,主要从事概率论极限理论,重尾分布理论和风险理论的研究。在SCIE以上刊物,如Advances in Applied ProbabilityExtremesJournal of Theoretical ProbabilityJournal of Applied ProbabilityInsurance Mathematics and Economics等,发表论文60余篇。培养博士生9名,其中两名已被评为教授;培养硕士多名,其中1名被评为北美精算师,1名考入美国康奈尔大学博士生。

  

专家概况:程东亚,女,苏州大学澳门赌搏网站大全教授,硕士生导师,2016年至2017University of North Carolina at Chapel Hill(美国北卡罗莱纳大学教堂山分校)访问学者。长期致力于概率极限理论及其在金融保险中的研究,在重尾分布、更新理论、随机游动理论及风险理论等方面取得了诸多的突破,在Scandinavian Actuarial JournalSCI源期刊上发表相关学术论文二十余篇。主持国家自然科学基金一项,江苏省高校自然科学基础研究面上项目和江苏省博士后科研资助各一项,参与多项国家自然科学基金。担任全国工业统计学教学研究会青年统计学家协会理事,苏州市现场统计研究会副理事长,苏州大学第一届硕士专业学位研究生教育引导委员会委员。

 

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