研究方向
風險理論、隨機過程及其在金融保險中的套用
張春生 教授論著
發表文章及著作：
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.張春生，吳榮．關於破產機率函式可微性的注．套用機率統計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.
6.吳榮，張春生，王過京．關於古典風險模型的一個極值聯合分布．套用數學學報2002,
25（3）,554-560．
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. 張春生，吳榮．古典風險模型的極值聯合分布，數學物理學報2003, 23 A (1) , 25-31.
12. 吳榮，張春生．一類具有正跳的 Levy過程，套用機率統計2003, 19 (2) , 125-130.
13. 李尚友，張春生．常利率環境下帶干擾風險模型的破產估計，套用機率統計 2003, 19
(1)，79-85．
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，張春生． 古典風險模型下的絕對破產．套用數學學報 2005, 28, 696-703.
16. 李學坤，張春生．The moment of the first overstepping time on spectrally positive levy processes. 套用機率統計2005, 21, 213-222.
17. 陳立新，張春生．與兩種破產類型相關的餘額極值聯合分布．數學物理學報 2006,26 A (3)；467-475.
18. 邢永勝，張春生．帶干擾的 Erlang (2) 風險模型的不破產機率．套用數學學報 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)
