谭激扬导师主页

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基本信息

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姓名: 谭激扬
职称: 副教授
单位电话: **
电子信箱: tanjiyang15@163.com
办公室: 统计学系
个人主页:

个人简介

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个人简介

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谭激扬，男，湖南省湘潭县人，1992年6月获得国防科技大学数学专业本科毕业证书；2004年6月毕业于广西师范大学概率论与数理统计专业，并获得硕士学位；2004年9月到2007年6月师从湖南师范大学杨向群教授攻读博士学位，并于07年6月获得理学博士学位。2007年7月至今，在湘潭大学数学与计算科学学院工作，2008年评为副教授。多年从事概率论与数理统计研究，主要研究方向是随机过程理论及其在保险风险理论中的应用。

研究方向

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随机过程，马氏决策理论及其在保险风险理论中的应用；回归分析及其应用；过程统计

科研项目

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1，2006-01--2008-12参与国家自科基金项目：马尔可夫过程中的几个问题的研究（**）


2，2009-01--2011-12参与国家自科基金项目：金融数学和数学风险过程中的几个问题研究（**）


3，2009-01--2011-12参与湖南省科技厅项目：基于分数Black-Scholes金融市场的连续时间最优资产组合问题研究（2009FJ3141）


4，2008-01--2009-12主持湖南省教育厅项目：离散时间风险模型的红利策略（08C883）


5, 主持湖南省自科基金项目，14JJ2069、最优红利再保险及注资策略在非独立增量模型中的计算方法、2014/01-2016/12、4万元、结题。


6, 参加国家自然科学基金面上项目，**、马尔可夫过程的拟平稳分布及相关问题、2014/01-2017/12、62万元、结题。


7, 参加国家自然科学基金面上项目，**、复杂性能驱动的两类布局问题的分治与阶梯式优化理论与方法研究、2013/01-2016/12、70万元、结题。


8,主持湖南省自科基金项目, 2019JJ40278, 马氏环境模型中最优红利和投资策略与Gerber-Shiu函数的一致估计,2019/01-2021/12、10万元、在研。

科研成果

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1，谭激扬，杨善朝，离散时间的双Poisson模型的破产概率， 应用概率统计21(2005)，235-243.


2, Jiyang Tan, Xiangqun Yang.The compound binomial model with randomized decisions on paying dividends. Insurance: Mathematics and Economics 2006, 39:1-18.


3, Jiyang Tan, Xiangqun Yang, Approximation for ruin probability in the Sparre Andersen model with interest, Acta Mathematicae ApplicataeSinica, 22(2006), 333-344.


4，谭激扬，杨向群，正整数保费率的复合二项模型的Gerber-Shiu罚金函数。系统科学与数学，30(2010), 1102-1110.


5，Jiyang Tan, Xiangqun Yang, Youcai Zhang, and Shaoyue Liu，The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments，Nonlinear Maths for Uncertainty and its Appli., AISC 100, pp. 239 -246, Springer-Verlag Berlin Heidelberg 2011.


6，Jiyang Tan, Xiangqun Yang, The compound binomial model with a constant dividend barrier and periodically paid dividends, J Syst Sci Complex (2012) 25: 167-177.


7，Jiyang Tan, Lin Xiao, Shaoyue Liu, Xiangqun Yang, Dividend-Reinsurance Strategy in the Sparre Andersen Model, Acta Mathematica Sinica, English Series，29(2): 405-416, 2013.


8, Ziqiang Li; Zhuojun Tian; Yanfang Xie; Rong Huang; Jiyang Tan, A knowledge-based heuristic particle swarm optimization approach with adjustment strategy for weighted circles packing problem, Computers and Mathematics with Applications 66 (2013) 1758-1769.


9, Jiyang Tan; Xiangqun Yang, Optimal Dividend Strategy in Compound Binomial Model with Bounded Dividend Rates, Acta Mathematicae Applicatae Sinica, English Series 30(4): 859-870, 2014.


10, Jiyang Tan; Pingtian Yuan; Yangjin Cheng; Ziqiang Li, Optimal dividend strategy in discrete Sparre Andersen model with bounded dividend rates, Journal of Computational and Applied Mathematics 258 (2014) 1-16.


11, Ziqiang Li; Xianfeng Wang; Jiyang Tan; YishouWang, A Quasiphysical and Dynamic Adjustment Approach for Packing the Orthogonal Unequal Rectangles in a Circle with a Mass Balance: Satellite Payload Packing, Mathematical Problems in Engineering, Volume 2014: 1-16, Article ID 657170.


12, Chun li; Jiyang Tan; Hanjun Zhang; Ziqiang Li, Optimal control strategy for dividend-payments in a risk model with stochastic premiums, International Journal of Applied Mathematics and Statistics, 52(7): 147-156, 2014.


13, Jiyang Tan; Li Deng; Xiangqun Yang, Reinsurance for reset guarantee in the Sparre Andersen model, 湘潭大学学报自然科学2013,(2):1-9.


14, 苏肖妮；谭激扬，具有常红利边界的复合马尔可夫二项模型，经济数学29(4): 94-98, 2012.


15, 邓丽；谭激扬，复合二项对偶模型的最优分红问题，经济数学，34(4):102-106, 2014.


16, Jiyang Tan, Xiangqun Yang, Ziqiang Li, Yangjin Cheng, A Markov decision problem in a risk model with interest rate and Markovian environment, Science China Mathematics, 59(1): 191-204, 2016.


17, Jiyang Tan, Chun Li, Ziqiang Li, Xiangqun Yang, Bicheng Zhang, Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates, Mathematical Methods of Operations Research, 82: 61-83, 2015.


18, Jiyang Tan, Yuhui Ma, Hanjun Zhang, Ziqiang Li, Xiangqun Yang, Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties, Communications in Statistics- Theory and Methods, 2017,46(10):5072-5092.


19, XiXi Yang, Jiyang Tan, Hanjun Zhang,Ziqiang Li, An optimal control problem in a risk model with stochastic premiums and periodic dividend payments, Asia-Pacific Journal of operational research,2017, 34(3): **,1-18.


20,游凌云;谭激扬; 黎自强; 张汉君, 复合二项对偶模型中的周期性分红问题，数学物理学报，2017(04):751-766.


21,袁森林,谭激扬. 生存概率控制下的周期性红利优化问题. 系统科学与数学,2018,38(2): 195-209.


22，Jiyang Tan， Senlin Yuan, A dividend optimization problem with constraint of survival probability in a Markovian environment model,Communications in Statistics - Theory and Methods,DOI:10.1080/**.2019.**, 2019


23，李琪，谭激扬，胡丽敏，离散更新风险模型中的最优投资与红利策略，应用概率统计，36(3): 277-294, 2000


24,Jiyang Tan, Yang Yang，et. al. A consistent estimation of optimal dividend strategy in a risk model with delayed claims,Communications in Statistics - Simulation and Computation, DOI: 10.1080/**.2020.**, 2000