刘章
发布时间 : 2023-04-10      动态浏览次数 : 424

刘章,博士,副教授。“大北农教学标兵”荣誉获得者,担任《Applied Mathematics and Computation》、《应用概率统计》等期刊审稿人。主持省部级课题5项,参加完成国家自然科学基金1项;以第一(通讯)作者发表包括1TOP期刊在内的CSCD及以上检索论文19篇;以独立身份两次参加青年教师教学竞赛均获江西省二等奖,指导学生参加全国大学生数学建模竞赛五次获得国家奖,主持和参与获得省级与校级教学成果奖四项,多次获得江西农业大学“优秀教师”、“三育人”先进个人、“优秀班主任”、“先进工作者”等称号。

研究方向

1. 金融数学与保险数学

2. 大数据金融建模

3. 风险管理与数据建模

科研项目

主持课题:

[1] 江西省人文社科课题,主持,带跳保险风险模型的混合分红策略研究,2020.11-2022.121.5万元

[2] 江西省教改重点课题,主持,农业高校学科竞赛融合“五维一体”创新人才培养模式研究----以数学建模竞赛为例,2020.1- 2022.122万元

[3] 江西省科技计划项目,主持,Lévy过程驱动的金融模型中若干风险变量的相依性及其最优策略问题研究, 2019 1- 20213万元

[4] 江西省教改课题,主持,目标驱动“五维一体”型分层教学模式融入农业高校数学课程教学的研究与实践,2016.11- 2018.120.5万元

[5] 江西省科技计划青年项目,主持,带分红与注资的金融模型的最优风险控制研究,2016.1 - 2018.92万元

 

近几年主要论文:

[1]刘章,Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes, Entropy, 23, 741, 1-26.  doi.org/10.3390/e23060741, 2021 3SCI.

[2]刘章,On the dual risk model with diffusion under a mixed dividend strategy  Liuzhang; 江西农业大学,Applied Mathematics and Computation, 376, 125115, doi.org /10.1016 /j.amc.2020.12511, 20201SCIIF 3.472EI.

[3]刘章,Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processesCommunications in Statistics: Simulation and Computationdoi.org/10.1080/03610918.2020. 1828918,2020SCIEI,经典概率杂志)

[4]刘章,On Occupation Times for Compound Poisson Risk Model with Two-Step Premium Rate,江西农业大学,Applied probability and stastitics,363):261-276,2020. doi: 10.3969/j.issn.1001-4268.2020.03.002020 (国内最好的概率统计杂志).

[5]刘章,A Le´vy Risk Model with Ratcheting Dividend Strategy and Historic High-Related StoppingMathematical Problems in Engineering, doi.org/10.1155/2020/62828692020 SCIIF 1.09.

[6]刘章,Statistical analysis and prediction based on recursive calculation undershort and long term modelsJournal of IOP Publishingdoi:10.1088/1742-6596/1629/1/0120822020EI.

[7]刘章,Impulse stochastic control for the optimal dividend strategy in the classical risk model with capital injectiontransaction costs and taxesApplied probability and stastitics,351):1-27,2019.(国内最好的概率统计杂志).

[8]刘章,Analysis and forecast for growth of sales based on optimal control modelJournal of Series Physics012024, doi:10.1088/1742-6596/1423/1/012022019EI.

[9]刘章, Goal - Driven Five - in - one Teaching Model Integrating Research and Practice into Mathematics, Advances in Social Science, Education and Humanities Research, 182(6):442-447, 2018.CPCI.

[10]刘章, The Threshold Dividends in the Cramér- Lundberg Risk Model with Loss- carry Forward Tax Payments, Journal of University of Science and Technology of China, 48(11):674-682,2018.(CSCD.

 

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