1.学术研究课题:
[1] 经济环境的风险理论,自然科学基金,2004-2006,负责人。
[2] 有摩擦的证券市场上的资产定价理论,自然科学基金,2001-2003,负责人。
[3] 保险信息处理与精算理论,自然科学基金,2000-2003,主要骨干。
2.发表的学术论文:
[1] Yang, H. and Zhang, L. (2001a). On the distribution of surplus immediately after ruin under interest force. Insurance : Mathematics and Economics 29 ,247-255
[2] Yang, H. and Zhang, L. (2001b).? On the distribution of surplus immediately before ruin under interest force. Statistics and Probability letters 55, 329-338?
[3] Yang, H. and Zhang, L. (2001c). The joint distribution of surplus immediately before ruin and the deficit at ruin under interest force. North American Actuarial Journal, Volume 5, Number 3, 92-103
[4] Yang, H. and Zhang, L. (2003).? Martingale method for Ruin Probability in an Autoregressive Model with Constant Interest Rate. Probability in the Engineering and Informational Sciences, 2003/2,183-198?
[5] Yang, H. and Zhang, L. (2005). Optimal Investment for Insurer with Jump-Diffusion Risk Process. Insurance: Mathematics and Economics 37, 615-634.
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