黄娅-凯发平台

黄娅-凯发平台


黄娅,女,1987年生,湖南江华人,中共党员,副教授,管理学博士。现任湖南师范大学应用经济学硕士生导师、金融专硕专业学位硕士生导师。

一直从事金融工程与风险管理、保险精算等领域的相关问题研究。湖南师范大学“世承人才计划青年优秀人才”(2018),国家自然科学基金委函评专家。

[学习经历]

2004.9—2008.6  就读湖南师范大学全日制本科数学与应用数学专业,获理学学士学位;2008.9—2011.6  就读湖南师范大学全日制硕士研究生概率论与数理统计专业,获理学硕士学位;2012.9—2016.6  就读湖南大学全日制博士研究生管理科学与工程专业,获管理学博士学位。

[工作经历]

2016.7至今,于湖南师范大学商学院金融系任教。(期中,2016.12 认定讲师;2018.12晋升副教授。)

[主持的代表性项目]

1.国家自然科学基金青年项目“基于鲁棒优化的时间不一致性偏好下最优投资-再保险策略研究“(项目编号:71701068)

2.湖南省自然科学基金青年项目“基于模型不确定的最优投资与再保险策略研究“ (项目编号:2018jj3360)

3.湖南省教育厅科学研究项目一般项目“保险风险控制理论中的鲁棒最优策略研究” (项目编号:17c1001)

[论文代表作]

1.ya huang#, yao ouyang, lingxiao tang*, jieming zhou, robust optimal investment and reinsurance problem for the product of the insurer’s and the reinsurer’s utilities, journal of computational and applied mathematics, 2018,344:532-552 (sci、ssci同时收录)

2.yingchun deng#, juan liu, ya huang*, man li, jieming zhou, on a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates, communications in statistics-

theory and methods, 2018,47(23):5867-5883 (sci、ssci同时收录)

3.ya huang#, xiangqun yang, jieming zhou*, robust optimal investment and reinsurance problem for a general insurance company under heston model, mathematical methods of operations research, 2017, 85(2): 305-326 (sci、ssci同时收录)

4.jieming zhou#, xiangqun yang, ya huang*, robust optimal investment and proportional reinsurance towards joint interests of the insurer and the reinsurer, communications in statistics-theory and methods, 2017, 46(21): 10733-10757 (sci、ssci同时收录)

5.huiming zhu#,*, chao deng, yingchun deng, ya huang, optimal financing and dividend policies with markovian switching regimes. communications in statistics-theory and methods, 2017, 46(5):2161-2180 (sci、ssci同时收录)

6.ya huang#, xiangqun yang, jieming zhou*, optimal investment and proportional reinsurance for a jump- diffusion risk model with constrained control variables, journal of computational and applied mathematics, 2016, 296:443-461 (sci收录)

7.huiming zhu#,*, ya huang, jieming zhou, xiangqun yang, chao deng, optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market, the anziam journal,2016,57(3):352-368 (sci、ssci同时收录)

8.hui ou#, xiangqun yang, ya huang, jieming zhou*, robust optimal portfolio and reinsurance for an insurer under inflation risk, chinese journal of applied probability and statistics (应用概率统计),2016,32(1):89-100  (cscd收录)

9.周杰明, 郑箫箫, 张鑫,黄娅,随机利率和随机波动率框架下的鲁棒最优投资组合. 南开大学学报:自然科学版, 2016,5:102-111 (cscd收录)

10.jieming zhou#,*, yingchun deng, ya huang, xiangqun yang, optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle, acta mathematica scientia, 2015, 35(2): 303-312 (sci、ssci同时收录)

11.huiming zhu#,*, ya huang, xiangqun yang, jieming zhou, on the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes, journal of applied mathematics, 2014, 2014:1-12(sci、ssci同时收录)

[论著代表作及获奖]

1.黄娅(3/4), optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle, 《数学物理学报》编辑部,acta mathematica scientia 2015年年度优秀论文,2017(周杰明, 邓迎春,黄娅,杨向群)


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