姜正軍檢視原始碼討論檢視歷史

姜正軍 北京師範大學-香港浸會大學

姜正軍，男，北京師範大學-香港浸會大學聯合國際學院教授。

人物簡歷

• 四川大學數學系計算數學專業的理學學士學位

•四川大學經濟學院世界經濟專業的經濟學碩士學位

•倫敦大學國王學院數學系金融數學與應用概率方向的博士學位

主要任職

統計學

研究領域

精算、數理金融、數據分析、風險管理

學術成果

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.

教學

• 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)