【专家简历】
汪荣明，博士，华东师范大学教授、博士生导师、金融与统计学院院长、山东大学兼职教授、复旦大学985数理平台兼职研究员。1986年毕业于安徽师范大学数学系，1991年在北京师范大学获得硕士学位，1997年华东师范大学统计系博士毕业，获理学博士学位。现任教育部统计学教学指导委员会委员、中国现场统计学会生存分析分会副理事长、中国概率统计学会常务理事、中国概率统计学会精算专业委员会主任、《应用概率统计》杂志副主编、上海市统计学会副会长、华东师范大学第六届学术委员会委员。长期从事保险精算与随机过程的研究工作，先后多次应邀访问美国、澳大利亚、加拿大、法国、日本、香港等有关大学，在集值随机过程、保险精算等领域做出了一定的研究成果，部分精算学研究成果获上海瑞士再精算科学奖二等奖。主持多项国家自然科学基金、国家社会科学基金、教育部博士点基金、上海市曙光基金等项目的研究工作，是973项目《金融创新与风险控制中的定量分析》第四课题《投资决策与保险精算中的随机控制方法与统计分析》的骨干成员。
【主要研究领域】
1. 保险精算
2. 风险理论
3. 应用随机过程
【主要论著】
[1] Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (with Fengxia Hu), accepted by Journal of Computational and Applied Mathematics, 2010.
[2] Optimal financing and dividend strategies in a dual model with proportional costs (with Dingjun Yao and Hailiang Yang), accepted by Journal of Industrial and Management Optimization, 2010.
[3] On the Markov-Modulated Insurance Risk Model with Tax (with Jiaqin Wei and Hailiang Yang), accepted by Blaetter der DGVFM, 2010.
[4] Upper bounds for ruin probabilities in two dependent risk models under rates of interest (with Yao Dingjun),Applied Stochastic Models in Business and Industry (2009), published online in Wiley InterScience
[5] On the Distributions of two Classes of Multiple Dependent Aggregate Claims (with Kam C. Yuen and Lixing Zhu),Acta Mathematicae Applicatae Sinica (English Series), 2008, 24(4), 655-668.
[6] On Maximizing the Expected Terminal Utility by Investment and Reinsurance (with Xu Lin and Yao Dingjun),Journal of Industrial and Management Optimization, 2008, 4(4), 801-815.
[7] A Decomposition of the Ruin Probability for Risk Process with Vasicek Interest Rate (with Xu Lin and Yao Dingjun), Northeast Math. Journal, 2008, 24(1), 45-53.
[8] The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails (with Jiaqin Wei), Communication in Statistics---Theory and Methods, 2008, 37(15), 2331-2341.
[9] Exponential Bounds for Ruin Probability in Two Moving Average Risk Models with Constant Interest Rate (with Yao Dingjun), Acta Mathematica Sinica, 2008, 24(2), 319-328.
[10] On the Consistency of Credibility premiums regarding Esscher principle (with Tang Maolin, Wu Xianyi),Insurance: Mathematics and Economics, 2008, 42, 119-126.
[11] 考虑死亡风险下权益指数年金的定价(与钱林义, 廖靖宇合作), 《应用数学学报》2007年第30卷第3期, 497-505.
【联系方式】
通信地址: 上海市东川路500号 华东师范大学 金融与统计学院
邮政编码: 200241
电话: 021-54342684(O)
Email: rmwang (at) stat.ecnu.edu.cn
