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发表文章及著作: 1.Zhang, C., Wu, R. On the distribution of the surplus for the D-E model prior to and at ruin.Insurance: Mathematics and Economics 1999, 24, 309-321. (SCI, SSCI).
2.Zhang, C., Wu, R. On the distributions of the surplus of the constant interest force risk model prior to and at ruin, Chinese Journal of Applied Probability and Statistics 2001,17(4), 410-416.
3.张春生,吴荣.关于破产概率函数可微性的注.应用概率统计2001, 17(3), 267-275.
4.Zhang, C., Wu, R. Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Journal of Applied Probability 2002, 39(3), 517-533. (SCI)
5.Zhang, C., Zhang, L., Wu, R. Some results for the compound Poisson process that is
perturbed by diffusion, Acta Mathematicae Applicatae Sinica 2002, 18(1), 153-160.
7.Zhang, C., Wang, G. The joint density function of three characteristics on jump-diffusion risk process. Insurance: Mathematics and Economics 2003, 32, 445-455. (SCI, SSCI)
8.Zhang, C., Chen, C. On the Monotonicity of the Function π(x;α), Chinese Journal of Applied Probability and Statistics 2003, 19(4), 352-355.
9.Guo, J., Zhang, C. Ruin probability of time correlated claim, Acta Scientiarum Naturalium Universitatis Nankaiensis 2003, 36(1), 28-33.
10.Wang, G., Zhang, C., Wu, R. Ruin theory for the risk process described by PDMP’s, Acta Mathematicae Applicatae Sinica, English Series 2003, 19(1), 59-70.
11. 张春生,吴荣.古典风险模型的极值联合分布,数学物理学报2003, 23 A (1) , 25-31.
12. 吴荣,张春生.一类具有正跳的 Levy过程,应用概率统计2003, 19 (2) , 125-130.
13. 李尚友,张春生.常利率环境下带干扰风险模型的破产估计,应用概率统计 2003, 19
14. Wu, R., Wang, G., Zhang, C. On a joint distribution for the risk process with constant interest rate. Insurance: Mathematics and Economics 2005, 36, 265-374. (SCI, SSCI)
15. 周明,张春生. 古典风险模型下的绝对破产.应用数学学报 2005, 28, 696-703.
16. 李学坤,张春生.The moment of the first overstepping time on spectrally positive levy processes. 应用概率统计2005, 21, 213-222.
17. 陈立新,张春生.与两种破产类型相关的余额极值联合分布.数学物理学报 2006,26 A (3);467-475.
18. 邢永胜,张春生.带干扰的 Erlang (2) 风险模型的不破产概率.应用数学学报 2006,
29 (1);175-183.
19. Meng, H., Zhang, C.S., Wu R. On a joint distribution of the classical risk process with a stochastic return on investments. Stochastic models 2007, 23(3), 513-522. (SCI)
20. Meng, H., Zhang, C.S., Wu, R. The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion. Applied Stochastic Models in  Business and Industry 2007, 4,273-291. (SCI)
21. Wang, S.S., Zhang, C.S. The maximum surplus before ruin in the generalized Erlang(n) risk model perturbed by diffusion. Chinese Journal of Engineering Mathematics 2009, 26(5): 786-796.
22. Wang, S.S., Zhang, C.S, Wu, R. Calculations of ruin probabilities concerning with claim occurrences. Acta Mathematica Scientia 2010, 30B(3): 919-931. (SCI)
23. Ji, L.P., Zhang, C.S. The Gerber-Shiu penalty functions for two classes of renewal risk processes. Journal of Computational and Applied Mathematics 2010, 233: 2575-2589. (SCI)
24. Wang, S.S., Zhang, C.S., Wang, G..J. A constant interest risk model with tax payments. Stochastic Models 2010, 26(3). 2010, 26(3): 384-398. (SCI)
25. Wang, W, Zhang, C.S. A New Look at the Adjustment Coefficient in the Compound Poisson Model Perturbed by Diffusion. Chinese Journal of Applied Probability and Statistics. (2010,Vol.26 No.2)
26. Wang, W, Zhang, C.S. Optimal dividend strategies in the diffusion model with stochastic return on investment. Journal of Systems Science and Complexity. (2010 Vol.23 No.6,1071-1085) (SCI)
27. Wang, S.S., Zhang, C.S. The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. Acta Mathematica Sinica, English Series, (2011 Vol.27 No.12, 2379-2394). (SCI)

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