谭激扬导师主页
基本信息
姓名: 谭激扬
职称: 副教授
单位电话: 52377796
电子信箱: tanjiyang15@163.com
办公室: 统计学系
个人主页:
个人简介

谭激扬,男,湖南省湘潭县人,1992年6月获得国防科技大学数学专业本科毕业证书;2004年6月毕业于广西师范大学概率论与数理统计专业,并获得硕士学位;2004年9月到2007年6月师从湖南师范大学杨向群教授攻读博士学位,并于07年6月获得理学博士学位。2007年7月至今,在湘潭大学数学与计算科学学院工作,2008年评为副教授。多年从事概率论与数理统计研究,主要研究方向是随机过程理论及其在保险风险理论中的应用。

研究方向

随机过程,马氏决策理论及其在保险风险理论中的应用;回归分析及其应用;过程统计

科研项目

1,2006-01--2008-12参与国家自科基金项目:马尔可夫过程中的几个问题的研究(10571051)


2,2009-01--2011-12参与国家自科基金项目:金融数学和数学风险过程中的几个问题研究(10871064)


3,2009-01--2011-12参与湖南省科技厅项目:基于分数Black-Scholes金融市场的连续时间最优资产组合问题研究(2009FJ3141)


4,2008-01--2009-12主持湖南省教育厅项目:离散时间风险模型的红利策略(08C883)


5, 主持湖南省自科基金项目,14JJ2069、最优红利再保险及注资策略在非独立增量模型中的计算方法、2014/01-2016/12、4万元、在研。


6, 参加国家自然科学基金面上项目,11371301、马尔可夫过程的拟平稳分布及相关问题、2014/01-2017/12、62万元、在研。


7, 参加国家自然科学基金面上项目,61272294、复杂性能驱动的两类布局问题的分治与阶梯式优化理论与方法研究、2013/01-2016/12、70万元、在研。

科研成果

1,谭激扬,杨善朝,离散时间的双Poisson模型的破产概率, 应用概率统计21(2005),235-243.


2, Jiyang Tan, Xiangqun Yang.The compound binomial model with randomized decisions on paying dividends.       Insurance: Mathematics and Economics 2006, 39:1-18.


3, Jiyang Tan, Xiangqun Yang, Approximation for ruin probability in the Sparre Andersen model with interest, Acta Mathematicae ApplicataeSinica, 22(2006), 333-344.


4,谭激扬,杨向群,正整数保费率的复合二项模型的Gerber-Shiu罚金函数。系统科学与数学,30(2010), 1102-1110.


5,Jiyang Tan, Xiangqun Yang, Youcai Zhang, and Shaoyue Liu,The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments,Nonlinear Maths for Uncertainty and its Appli., AISC 100, pp. 239 -246, Springer-Verlag Berlin Heidelberg 2011.


6,Jiyang Tan, Xiangqun Yang, The compound binomial model with a constant dividend barrier and periodically paid dividends, J Syst Sci Complex (2012) 25: 167-177.


7,Jiyang Tan, Lin Xiao, Shaoyue Liu, Xiangqun Yang, Dividend-Reinsurance Strategy in the Sparre Andersen Model, Acta Mathematica Sinica, English Series,29(2): 405-416, 2013.


8, Ziqiang Li; Zhuojun Tian; Yanfang Xie; Rong Huang; Jiyang Tan, A knowledge-based heuristic particle swarm optimization approach with adjustment strategy for weighted circles packing problem, Computers and Mathematics with Applications 66 (2013) 1758-1769.


9, Jiyang Tan; Xiangqun Yang, Optimal Dividend Strategy in Compound Binomial Model with Bounded Dividend Rates, Acta Mathematicae Applicatae Sinica, English Series 30(4): 859-870, 2014.


10, Jiyang Tan; Pingtian Yuan; Yangjin Cheng; Ziqiang Li, Optimal dividend strategy in discrete Sparre Andersen model with bounded dividend rates, Journal of Computational and Applied Mathematics 258 (2014) 1-16.


11, Ziqiang Li; Xianfeng Wang; Jiyang Tan; YishouWang, A Quasiphysical and Dynamic Adjustment Approach for Packing the Orthogonal Unequal Rectangles in a Circle with a Mass Balance: Satellite Payload Packing, Mathematical Problems in Engineering, Volume 2014: 1-16, Article ID 657170.


12, Chun li; Jiyang Tan; Hanjun Zhang; Ziqiang Li, Optimal control strategy for dividend-payments in a risk model with stochastic premiums, International Journal of Applied Mathematics and Statistics, 52(7): 147-156, 2014.


13, Jiyang Tan; Li Deng; Xiangqun Yang, Reinsurance for reset guarantee in the Sparre Andersen model, 湘潭大学学报自然科学2013,(2):1-9.


14, 苏肖妮;谭激扬,具有常红利边界的复合马尔可夫二项模型,经济数学29(4): 94-98, 2012.


15, 邓丽;谭激扬,复合二项对偶模型的最优分红问题,经济数学,34(4):102-106, 2014.


16, Jiyang Tan, Xiangqun Yang, Ziqiang Li, Yangjin Cheng, A Markov decision problem in a risk model with interest rate and Markovian environment, Science China Mathematics, 59(1): 191-204, 2016.


17, Jiyang Tan, Chun Li, Ziqiang Li, Xiangqun Yang, Bicheng Zhang, Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates, Mathematical Methods of Operations Research, 82: 61-83, 2015.


18, Jiyang Tan, Yuhui Ma, Hanjun Zhang, Ziqiang Li, Xiangqun Yang, Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties, Communications in Statistics - Theory and Methods, 2017,46(10):5072-5092.


19, XiXi Yang, Jiyang Tan, Hanjun Zhang,Ziqiang Li, An optimal control problem in a risk model with stochastic premiums and periodic dividend payments, Asia-Pacific Journal of operational research,2017, 34(3): 1740043,1-18.


20, 游凌云; 谭激扬; 黎自强; 张汉君, 复合二项对偶模型中的周期性分红问题,数学物理学报,2017(04):751-766.


21, 袁森林,谭激扬. 生存概率控制下的周期性红利优化问题. 系统科学与数学,2018,38(2): 195-209.