报告人: 周杰明（湖南师范大学）

时 间:2019年12月22日10:00

地 点:理科楼LD202

摘 要:Inspired by multi-layer dividend strategy in insurance risk model, we will introduce a multi-layer refracted spectrally negative Levy risk process. We establish a suite of identities for the case of exit problems via excursion theory. All identities can be written in terms of the q-scale function of related spectrally negative Levy processes. These identities will be useful in applied probability including insurance, queues, and inventory management.

报告人简介：周杰明（1986-），男，副教授，硕士生导师，湖南师范大学太阳成集团tyc539统计与金融数学系副系主任。入选湖南师范大学“世承人才计划”青年优秀人才。主持1项国家自然科学基金，2项省级科学基金，参与6项国家自然科学基金项目。先后在Insurance: Mathematics and Economics, Journal of Computational and Applied Mathematics，Mathematical Methods of Operations Research，Statistics & Probability Letters，Acta Mathematica Scientia等国际期刊发表 SCI/SSCI 论文 10多篇。担任过European Journal of Operation Research，Insurance: Mathematics and Economics，Journal of Economic and Dynamic Control，Science China Mathematics等国际期刊的审稿专家。

公司联系人: 张志民

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