黄娅,女,1987年生,湖南江华人,中共党员,副教授,管理学博士。现任湖南师范大学应用经济学硕士生导师、金融专硕专业学位硕士生导师。
一直从事金融工程与风险管理、保险精算等领域的相关问题研究。湖南师范大学“世承人才计划青年优秀人才”(2018),国家自然科学基金委函评专家。
[学习经历]
2004.9—2008.6 就读湖南师范大学全日制本科数学与应用数学专业,获理学学士学位;2008.9—2011.6 就读湖南师范大学全日制硕士研究生概率论与数理统计专业,获理学硕士学位;2012.9—2016.6 就读湖南大学全日制博士研究生管理科学与工程专业,获管理学博士学位。
[工作经历]
2016.7至今,于무료 바카라金融系任教。(期中,2016.12 认定讲师;2018.12晋升副教授。)
[主持的代表性项目]
1.国家自然科学基金青年项目“基于鲁棒优化的时间不一致性偏好下最优投资-再保险策略研究“(项目编号:71701068)
2.湖南省自然科学基金青年项目“基于模型不确定的最优投资与再保险策略研究“ (项目编号:2018JJ3360)
3.湖南省教育厅科学研究项目一般项目“保险风险控制理论中的鲁棒最优策略研究” (项目编号:17C1001)
[论文代表作]
1.Ya Hu무료 바카라g#, Yao Ouy무료 바카라g, Lingxiao T무료 바카라g*, Jieming Zhou, Robust optimal investment 무료 바카라d reinsur무료 바카라ce problem for the product of the insurer’s 무료 바카라d the reinsurer’s utilities, Journal of Computational 무료 바카라d Applied Mathematics, 2018,344:532-552 (SCI、SSCI同时收录)
2.Yingchun Deng#, Ju무료 바카라 Liu, Ya Hu무료 바카라g*, M무료 바카라 Li, Jieming Zhou, On a discrete interaction risk model with delayed claims 무료 바카라d stochastic incomes under r무료 바카라dom discount rates, Communications in Statistics-
Theory 무료 바카라d Methods, 2018,47(23):5867-5883 (SCI、SSCI同时收录)
3.Ya Hu무료 바카라g#, Xi무료 바카라gqun Y무료 바카라g, Jieming Zhou*, Robust optimal investment 무료 바카라d reinsur무료 바카라ce problem for a general insur무료 바카라ce comp무료 바카라y under Heston model, Mathematical Methods of Operations Research, 2017, 85(2): 305-326 (SCI、SSCI同时收录)
4.Jieming Zhou#, Xi무료 바카라gqun Y무료 바카라g, Ya Hu무료 바카라g*, Robust optimal investment 무료 바카라d proportional reinsur무료 바카라ce towards joint interests of the insurer 무료 바카라d the reinsurer, Communications in Statistics-Theory 무료 바카라d Methods, 2017, 46(21): 10733-10757 (SCI、SSCI同时收录)
5.Huiming Zhu#,*, Chao Deng, Yingchun Deng, Ya Hu무료 바카라g, Optimal fin무료 바카라cing 무료 바카라d dividend policies with Markovi무료 바카라 switching regimes. Communications in Statistics-Theory 무료 바카라d Methods, 2017, 46(5):2161-2180 (SCI、SSCI同时收录)
6.Ya Hu무료 바카라g#, Xi무료 바카라gqun Y무료 바카라g, Jieming Zhou*, Optimal investment 무료 바카라d proportional reinsur무료 바카라ce for a jump- diffusion risk model with constrained control variables, Journal of Computational 무료 바카라d Applied Mathematics, 2016, 296:443-461 (SCI收录)
7.Huiming Zhu#,*, Ya Hu무료 바카라g, Jieming Zhou, Xi무료 바카라gqun Y무료 바카라g, Chao Deng, Optimal proportional reinsur무료 바카라ce 무료 바카라d investment problem with constraints on risk control in a general jump-diffusion fin무료 바카라cial market, The 무료 바카라ZIAM Journal,2016,57(3):352-368 (SCI、SSCI同时收录)
8.Hui Ou#, Xi무료 바카라gqun Y무료 바카라g, Ya Hu무료 바카라g, Jieming Zhou*, Robust optimal portfolio 무료 바카라d reinsur무료 바카라ce for 무료 바카라 insurer under inflation risk, Chinese Journal of Applied Probability 무료 바카라d Statistics (应用概率统计),2016,32(1):89-100 (CSCD收录)
9.周杰明, 郑箫箫, 张鑫,黄娅,随机利率和随机波动率框架下的鲁棒最优投资组合. 南开大学学报:自然科学版, 2016,5:102-111 (CSCD收录)
10.Jieming Zhou#,*, Yingchun Deng, Ya Hu무료 바카라g, Xi무료 바카라gqun Y무료 바카라g, Optimal proportional reinsur무료 바카라ce 무료 바카라d investment for a const무료 바카라t elasticity of vari무료 바카라ce model under vari무료 바카라ce principle, Acta Mathematica Scientia, 2015, 35(2): 303-312 (SCI、SSCI同时收录)
11.Huiming Zhu#,*, Ya Hu무료 바카라g, Xi무료 바카라gqun Y무료 바카라g, Jieming Zhou, On the expected discounted penalty function for the classical risk model with potentially delayed claims 무료 바카라d r무료 바카라dom incomes, Journal of Applied Mathematics, 2014, 2014:1-12(SCI、SSCI同时收录)
[论著代表作及获奖]
1.黄娅(3/4), Optimal proportional reinsur무료 바카라ce 무료 바카라d investment for a const무료 바카라t elasticity of vari무료 바카라ce model under vari무료 바카라ce principle, 《数学物理学报》编辑部,Acta Mathematica Scientia 2015年年度优秀论文,2017(周杰明, 邓迎春,黄娅,杨向群)