姜正军 - 北京师范大学-香港浸会大学

个人简介

姜正军博士是统计系副教授，通过北美精算师大多数课程考试。他的文章发表在诸如Finance and Stochastics, Insurance: Mathematics and Economics和Scandinavian Actuarial Journal等顶级的数量金融和精算期刊。他也为 Mathematical Finance, Finance and Stochastics, Journal of ASTIN Bulletin - The Journal of the International Actuarial Association, SIAM Journal on Control and Optimization, Journal of Economic Dynamics and Control 和Insurance: Mathematics and Economics等十几种期刊审稿。教育背景四川大学数学系计算数学专业的理学学士学位四川大学经济学院世界经济专业的经济学硕士学位伦敦大学国王学院数学系金融数学与应用概率方向的博士学位

研究领域

精算、数理金融、数据分析、风险管理

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Yuxuan Liu, Zhengjun Jiang (corresponding author) and Yixin Qu (2022): Gambler's Ruin Problem in a Markov-modulated Jump-diffusion Risk Model, Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2021.2025145. Zhengjun Jiang (2021): Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model, Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2021.1958917. Zhengjun Jiang: Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching. Insurance: Mathematics and Economics, 86, 1-7, 2019. Zhengjun Jiang & Martijn R. Pistorius: Optimal Dividend Distribution under Markov-Regime Switching, Finance and Stochastics, Vol. 16, pages 449-476, 2012. Zhengjun Jiang & Martijn R. Pistorius: On Perpetual American Put Valuation and First Passage in A Regime-Switching Model with Jumps, Finance and Stochastics, 12, 331-355, 2008. Zhengjun Jiang: Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching. Journal of Applied Probability, Vol. 52, pages 209-223, 2015.