陈密
副教授，博士，统计学系副主任，硕士生导师，1982年6月出生于福建省福清市。
研究方向：随机过程在金融保险中的应用、保险精算
Emai: chenmi0610@163.com.
受教育经历
2010.09-2013.12，南开大学，概率论与数理统计，博士
2003.09-2006.06，福建师范大学，概率论与数理统计，硕士
1999.09-2003.06，福建师范大学，数学与应用数学，学士
研究工作经历
2015.07-2016.07，香港大学，统计与精算系，博士后
2014.07-2014.08，香港大学，统计与精算系，研究助理
2013.08-2013.09，香港大学，统计与精算系，研究助理
2006.07- 至今，福建师范大学，数学与统计学院
主持的科研项目
1、2019.07-2022.06保费和索赔相依的风险模型中的最优再保险问题研究(2019J01673)，福建省自然科学基金，5万，主持，在研
2、2018.01-2020.12两类相依风险模型中的最优控制问题研究(11701087)，国家自然科学基金青年基金，25万，主持，已结题
3、2015.01-2015.12 保险风险理论中的破产和分红问题研究(11426063)，国家自然科学基金数学天元基金，3万，主持，已结题
4、2015.04-2018.03 金融保险中的最优再保险和最优分红问题研究(2015J05003)，福建省自然科学基金，3万，主持，已结题
5、2014.06-2016.08 离散风险模型中的破产问题研究(JA14077)，福建省教育厅A类项目，1万，主持，已结题
发表的学术论文（标注*为通讯作者）
[26] 陈密, 聂昌伟, 刘海燕*, 2022. 一类离散相依索赔风险模型的随机分红问题. 数学物理学报, 42A (2): 631-640. CSCD
[25] Mi Chen, Xiang Hu*, 2021. On the evaluation of risk models with bivariate integer-valued time series. Lithuanian Mathematical Journal, 61(4): 425-444. SCI
[24] Mi Chen, Ming Zhou, Haiyan Liu*, Kam Chuen Yuen, 2021. Optimal dividends and reinsurance with capital injection under thinning dependence. Communications in Statistics - Theory and Methods，DOI:10.1080/03610926.2020.1845737 SCI
[23] 聂昌伟, 陈密*, 2021. 一类离散马氏调节风险模型的期望惩罚函数. 应用概率统计, 37(3): 291-302. CSCD
[22] Mi Chen, Kam Chuen Yuen, Wenyuan Wang*, 2021. Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Scandinavian Actuarial Journal, 2021(3): 198-217. SCI/SSCI
[21] Changwei Nie, Mi Chen, Haiyan Liu*, 2020. On a discrete Markov-modulated risk model with random premium income and delayed claims. Mathematical Problems in Engineering, 2020: 1-10. SCI/SSCI
[20] Xin Jiang, Kam Chuen Yuen, Mi Chen*, 2020. Optimal investment and reinsurance with premium control. Journal of Industrial and Management Optimization, 16(6): 2781-2797. SCI/SSCI
[19] Jiahui Li, Kam Chuen Yuen, Mi Chen*, 2020. A discrete-time risk model with Poisson ARCH claim-number process. Communications in Statistics - Theory and Methods, 49(16): 3965-3984. SCI/SSCI
[18] Mi Chen, Xiang Hu*, 2020. Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process. Communications in Statistics - Theory and Methods, 49(16): 3985-4001. SCI/SSCI
[17] 刘海燕, 杨晨, 陈密*, 2018. 一类离散风险模型中的随机分红问题研究. 福建师范大学学报，34(5): 1-5. CSCD
[16] Nannan Yuan, Xiang Hu*, Mi Chen, 2018. Risk aggregation based on the Poisson INAR(1) process with periodic structure. Lithuanian Mathematical Journal, 58(4): 505-515. SCI
[15] Kam Chuen Yuen, Mi Chen*, Kam Pui Wat, 2017. On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Journal of Computational and Applied Mathematics, 311: 239-251. SCI
[14] Mi Chen, Wenyuan Wang, Ruixing Ming*, 2016. Optimal reinsurance under general law-invariant convex risk measure and TVaR premium principle. Risks, 4(4), 1-12. ESCI
[13] 刘海燕, 陈密*, 2016. 离散半马氏风险模型中的期望罚金函数（英文）. 应用概率统计, 6: 592-602. CSCD
[12] Mi Chen, Kam Chuen Yuen*, 2016. Optimal dividend and reinsurance in the presence of two reinsurers. Journal of Applied Probability, 53(2), 554-571. SCI/SSCI
[11] Xueyuan Wu*, Mi Chen, Junyi Guo, Can Jin, 2015. On a discrete-time risk model with claim correlated premiums. Annals of Actuarial Science, 9(2): 322-342.
[10] 陈密, 2015. 关于最大化调节系数问题的一个注记. 福建师范大学学报，31(3): 12-16. CSCD
[9] Sulin Song, Xiaoyan Li, Shuming Zhou*, Mi Chen, 2015. Fault tolerance and diagnosability of burnt pancake networks under the comparison model. Theoretical Computer Science, 582: 48–59. SCI
[8] 陈密, 郭军义*, 2014. 指数保费准则下的最优投资和最优再保险. 数学物理学报，34A (5): 1161-1172. CSCD
[7] 陈密，2014. 可加布朗运动逗留时测度的重分形分析. 福建师范大学学报，30(5): 13-18. CSCD
[6] Mi Chen, Kam Chuen Yuen*, Junyi Guo, 2014. Survival probabilities in a discrete semi-Markov risk model. Applied Mathematics and Computation, 232: 205-215. SCI
[5] Mi Chen, Junyi Guo*, Xueyuan Wu, 2014. Expected discounted dividends in a discrete semi-Markov risk model. Journal of Computational and Applied Mathematics, 266: 1-17. SCI
[4] Mi Chen, Xiaofan Peng, Junyi Guo*, 2013. Optimal dividend problem with a nonlinear regular-singular stochastic control. Insurance: Mathematics and Economics, 52(3): 448-456. SCI/SSCI
[3] Xiaofan Peng, Mi Chen, Junyi Guo*, 2012. Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Insurance: Mathematics and Economics, 51(3): 576-585. SCI/SSCI
[2] 王健*, 陈密, 2009. 布朗单样本轨道的粗糙重分形分析. 数学学报, 52(3): 561-568. CSCD
[1] 陈密, 林火南*, 2007. 可加布朗运动逗留时的矩母函数. 福建师范大学学报，23(1): 20-25. CSCD
以下期刊审稿人
Insurance: Mathematics and Economics
Optimal Control Applications and Methods
Methodology and Computing in Applied ProbabilityJournal of Industrial and Management OptimizationMathematical Control and Related Fields
Communications in Statistics - Theory and Methods
Journal of Systems Science & Complexity
Applied Mathematics and Computation
Mathematical Problems in Engineering
Journal of Applied Mathematics
Journal of Inequalities and Applications
应用概率统计、工程数学学报、数学物理学报等