沈新美 - 大连理工大学 - 数学科学学院

个人简介

教育经历 2004.92009.6浙江大学概率论与数理统计博士 2000.72004.7浙江大学统计学学士 1997.92000.7浙江省梧桐乡市高级中学工作经历 2013.12至今大连理工大学副教授 2009.7至今大连理工大学讲师科研项目多维相依风险模型的破产理论与统计分析, 教育部人文、社科规划项目, 2017/07/27, 进行保险精算中基于连接函数的重尾相依风险模型破产理论的研究, 省、市、自治区科技项目, 2012/01/01-2015/01/14, 完成重尾场合下相依风险过程的若干问题, 主管部门科技项目, 2010/12/02, 完成关于重尾场合下保险精算中相依风险过程的若干问题, 国家自然科学基金项目, 2011/09/25-2014/12/31, 完成可变、随机维数下布朗运动出逃概率的渐近估计, 国家自然科学基金项目, 2015/08/18, 进行联合模型R语言软件包的开发, 省、市、自治区科技项目, 2016/08/10, 进行科研奖励概率与统计A课程2011年校优秀课程校优秀教学成果奖

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Shen, Xin-mei,Fu, Ke-ang,Zhong, Xue-ting.Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model[J],APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B,2018,33(4):491-502 鲁大伟,沈新美,王晓光.高校本科生保险精算课程教学改革的思考[J],教育与教学研究论文集,2018,31(31):24-27 Shen, Xinmei,Niu, Yuqing,Tian, Hailan.Precise large deviations for sums of random vectors with dependent components of consistently varying tails[J],FRONTIERS OF MATHEMATICS IN CHINA,2017,12(3):711-732 Fu, Ke-Ang,Shen, Xinmei.Moderate deviations for sums of dependent claims in a size-dependent renewal risk model[J],COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2017,46(7):3235-3243 鲁大伟,沈新美,宋立新.本科随机过程教学内容的关系[J],教育与教学研究论文集,2017,30(30):21-22 Shen, Xinmei,Tian, Hailan.Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails[J],COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2016,45(21):6357-6368 Shen, Xinmei,Xu, Menghao,Atta Mills, Ebenezer Fiifi Emire.Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model[J],STATISTICS & PROBABILITY LETTERS,2016,114:6-13 鲁大伟,沈新美,宋立新.本科概率统计教学内容与教学方法的探讨[J],教育与教学研究论文集,2016,29(29):32-34 Shen, Xinmei,Zhang, Yi.Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail[J],STATISTICS & PROBABILITY LETTERS,2013,83(7):1787-1799 Lin, Zhengyan,Shen, Xinmei.Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications[J],METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY,2013,15(1):165-186 Shen, Xinmei,Zhang, Yi.Moderate deviations for a risk model based on the customer-arrival process[J],STATISTICS & PROBABILITY LETTERS,2012,82(1):116-122 沈新美.Some multivariate goodness-of-fit tests based on data depth[J],Journal of Applied Statistics,2012,39(2):385-397 沈新美,Lin Zhengyan.The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims[J],Acta Math. Sin. (Engl. Ser.),2010,26(9):1815-1826 沈新美,Lin Zhengyan,Zhang Yi.Precise large deviations for the actual aggregate loss process[J],Stochastic Analysis and Applications,2009,27(5):1000-1013 Zhang Yi,沈新美,Weng Chengguo.Approximation of the tail probability of randomly weighted sums and applications[J],Stochastic process and its applications,2009,119(2):655-675 沈新美,Lin Zhengyan,Zhang Yi.Uniform estimate for maximum of randomly weighted sums with applications to ruin theory[J],Methodology and Computing in Applied Probability,2009,11(4):669-685 沈新美,Lin Zhengyan.Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails[J],Statistics and Probability Letters,2008,78(18):3222-3229 沈新美,Lin Zhengyan,Zhang Caiya.Asymptotic Distributions of Innovation Density Estimators in Linear Processes[J],Communications in Statistics-Theory and Methods,2008,37(14):2262-2275