張春生（南開大學(xué)數(shù)學(xué)科學(xué)學(xué)院教授）

研究方向

風(fēng)險(xiǎn)理論、隨機(jī)過程及其在金融保險(xiǎn)中的應(yīng)用

張春生 教授

論著

發(fā)表文章及著作：

1.Zhang, C., Wu, R. On the distribution of the surplus for the D-E model prior to and at ruin.Insurance：Mathematics and Economics 1999, 24, 309-321. (SCI, SSCI).

2.Zhang, C., Wu, R. On the distributions of the surplus of the constant interest force risk model prior to and at ruin, Chinese Journal of Applied Probability and Statistics 2001,17(4), 410-416.

3.張春生，吳榮．關(guān)于破產(chǎn)概率函數(shù)可微性的注．應(yīng)用概率統(tǒng)計(jì)2001, 17(3), 267-275．

4.Zhang, C., Wu, R. Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion. Journal of Applied Probability 2002, 39(3), 517-533. (SCI)

5.Zhang, C., Zhang, L., Wu, R. Some results for the compound Poisson process that is

perturbed by diffusion, Acta Mathematicae Applicatae Sinica 2002, 18(1), 153-160.

6.吳榮，張春生，王過京．關(guān)于古典風(fēng)險(xiǎn)模型的一個(gè)極值聯(lián)合分布．應(yīng)用數(shù)學(xué)學(xué)報(bào)2002,

25（3）,554-560．

7.Zhang, C., Wang, G. The joint density function of three characteristics on jump-diffusion risk process. Insurance：Mathematics and Economics 2003, 32, 445-455. (SCI, SSCI)

8.Zhang, C., Chen, C. On the Monotonicity of the Function π(x;α), Chinese Journal of Applied Probability and Statistics 2003, 19(4), 352-355.

9.Guo, J., Zhang, C. Ruin probability of time correlated claim, Acta Scientiarum Naturalium Universitatis Nankaiensis 2003, 36(1), 28-33.

10.Wang, G., Zhang, C., Wu, R. Ruin theory for the risk process described by PDMP’s, Acta Mathematicae Applicatae Sinica, English Series 2003, 19(1), 59-70.

11. 張春生，吳榮．古典風(fēng)險(xiǎn)模型的極值聯(lián)合分布，數(shù)學(xué)物理學(xué)報(bào)2003, 23 A (1) , 25-31.

12. 吳榮，張春生．一類具有正跳的 Levy過程，應(yīng)用概率統(tǒng)計(jì)2003, 19 (2) , 125-130.

13. 李尚友，張春生．常利率環(huán)境下帶干擾風(fēng)險(xiǎn)模型的破產(chǎn)估計(jì)，應(yīng)用概率統(tǒng)計(jì) 2003, 19

(1)，79-85．

14. Wu, R., Wang, G., Zhang, C. On a joint distribution for the risk process with constant interest rate. Insurance：Mathematics and Economics 2005, 36, 265-374. (SCI, SSCI)

15. 周明，張春生．　古典風(fēng)險(xiǎn)模型下的絕對(duì)破產(chǎn)．應(yīng)用數(shù)學(xué)學(xué)報(bào) 2005, 28, 696-703.

16. 李學(xué)坤，張春生．The moment of the first overstepping time on spectrally positive levy processes. 應(yīng)用概率統(tǒng)計(jì)2005, 21, 213-222.

17. 陳立新，張春生．與兩種破產(chǎn)類型相關(guān)的余額極值聯(lián)合分布．?dāng)?shù)學(xué)物理學(xué)報(bào) 2006,26 A (3)；467-475.

18. 邢永勝，張春生．帶干擾的 Erlang (2) 風(fēng)險(xiǎn)模型的不破產(chǎn)概率．應(yīng)用數(shù)學(xué)學(xué)報(bào) 2006,

29 (1)；175-183．

19. Meng, H., Zhang, C.S., Wu R. On a joint distribution of the classical risk process with a stochastic return on investments. Stochastic models 2007, 23(3), 513-522. (SCI)

20. Meng, H., Zhang, C.S., Wu, R. The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion. Applied Stochastic Models in Business and Industry 2007, 4,273-291. (SCI)

21. Wang, S.S., Zhang, C.S. The maximum surplus before ruin in the generalized Erlang(n) risk model perturbed by diffusion. Chinese Journal of Engineering Mathematics 2009, 26(5): 786-796.

22. Wang, S.S., Zhang, C.S, Wu, R. Calculations of ruin probabilities concerning with claim occurrences. Acta Mathematica Scientia 2010, 30B(3): 919-931. (SCI)

23. Ji, L.P., Zhang, C.S. The Gerber-Shiu penalty functions for two classes of renewal risk processes. Journal of Computational and Applied Mathematics 2010, 233: 2575-2589. (SCI)

24. Wang, S.S., Zhang, C.S., Wang, G..J. A constant interest risk model with tax payments. Stochastic Models 2010, 26(3). 2010, 26(3): 384-398. (SCI)

25. Wang, W, Zhang, C.S. A New Look at the Adjustment Coefficient in the Compound Poisson Model Perturbed by Diffusion. Chinese Journal of Applied Probability and Statistics. (2010，Vol.26 No.2)

26. Wang, W, Zhang, C.S. Optimal dividend strategies in the diffusion model with stochastic return on investment. Journal of Systems Science and Complexity. (2010 Vol.23 No.6,1071-1085) (SCI)

27. Wang, S.S., Zhang, C.S. The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. Acta Mathematica Sinica, English Series, (2011 Vol.27 No.12, 2379-2394). (SCI)