陈密

发布者:梁克龙发布时间:2018-12-20浏览次数:8887

副教授,博士,统计学系副主任,硕士生导师,19826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

12019.07-2022.06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

22018.01-2020.12两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

32015.01-2015.12 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

42015.04-2018.03 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

52014.06-2016.08 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 MethodsDOI: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. 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 Probability
Journal of Industrial and Management Optimization

Mathematical 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