個人簡介
嚴鈞,男,1982年12月出生,漢族,中共黨員,現任揚州大學數學科學學院教師。
學習工作經歷
2000年本科畢業於青島大學;
2006年畢業於武漢大學,獲理學碩士學位;
2009年畢業於武漢大學,獲理學博士學位。
2009年7月參加工作。
研究方向
隨機分析及其在金融保險中的套用
主講課程
機率論與數理統計(本科生)、隨機過程(研究生)
獲獎情況
院青年教師講課比賽二等獎
發表論文
[1] Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity. Journal of mathematical analysis and applications. 2011, Accepted.
[2] Large deviation of partly shifted risk process. Journal of Mathematics, 2011,Accepted.
[3] The minimal martingale measure for the pricing process with Poisson shot noise jumps. Communications on Stochastic Analysis, 2011, 5:671-681
[4] The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables. Applied Mathematics Letters, 2009, 22:715-718(with Qian Bin)
[5] Sample path large and moderate deviations for risk model with delayed claims. Insurance: Mathematics and Economics, 2009, 45: 74-80 (with Gao Fuqing).
[6] Functional large deviations and moderate deviations for markov-modulated risk models with reinsurance. Journal of Applied Probability, 2008, 45: 800-817(with Gao Fuqing).
承擔科研項目
1.主持國家天元青年基金:批准號11026114,2011.1-2011-12
2. 主持揚州大學創新培育基金:批准號:2011CXJ003, 2011.10-2012.10