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姜正军 北京师范大学-香港浸会大学

姜正军，男，北京师范大学-香港浸会大学联合国际学院教授。

人物简历

• 四川大学数学系计算数学专业的理学学士学位

•四川大学经济学院世界经济专业的经济学硕士学位

•伦敦大学国王学院数学系金融数学与应用概率方向的博士学位

主要任职

统计学

研究领域

精算、数理金融、数据分析、风险管理

学术成果

著作文章

1. Yuxuan Liu, Zhengjun Jiang (corresponding author) and Yixin Qu (2022): Gambler's Ruin Problem in a Markov-modulated Jump-diffusion Risk Model, Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2021.2025145.

2. Zhengjun Jiang (2021): Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model, Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2021.1958917.

3. Zhengjun Jiang: Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching. Insurance: Mathematics and Economics, 86, 1-7, 2019.

4. Zhengjun Jiang & Martijn R. Pistorius: Optimal Dividend Distribution under Markov-Regime Switching, Finance and Stochastics, Vol. 16, pages 449-476, 2012.

5. Zhengjun Jiang & Martijn R. Pistorius: On Perpetual American Put Valuation and First Passage in A Regime-Switching Model with Jumps, Finance and Stochastics, 12, 331-355, 2008.

教学

• MATH4043 Actuarial Mathematics
• STAT2023 Advanced Probability (AM)
• MATH7020 Probability Theory
• MATH4033Computational Finance
• GCNU1043 Introduction to Probability and Statistics
• STAT4023 Loss Models
• MATH2013 Introduction to Mathematical Finance
• MATH1063 Linear Algebra II (1003)