高庆武 南京审计大学，教授，博士生导师 概率统计、金融保险、社交媒体舆情 qwgao@nau.edu.cn 15195885016
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工作经历
2010.06-至今 南京审计大学数学学院 讲师、副教授、教授
2018.04-2019.04 美国纽约州立大学布法罗分校工业工程系 访问学者
教育经历
2007.09-2010.06 苏州大学 数学科学学院 理学博士
2004.09-2007.07 南开大学 数学学院 理学硕士
2002.09-2004.06 曲阜师范大学 数学科学学院 理学学士
科研项目
2020.07-2024.12 国家社会科学基金项目：基于社交媒体大数据的突发事件网络谣言应对行为与防控策略研究（No: 21BTJ029）主持
2024.01-2027.12 国家自然科学基金项目：极值理论在量化风险测度中的应用（No: 123717471）主持（子项目）
2024.09-2027.08 江苏省自然科学基金项目：基于极值理论的保险风险测度建模与渐近分析（No: BK20241905）主持
2019.01-2022.12 国家自然科学基金项目：具有广泛相依结构的风险模型的渐近分析及其应用（No: 11871289）主持（子项目）
2016.01-2018.12 国家自然科学基金项目：含有投资回报和相依结构的保险风险模型破产概率的渐近性研究（No: 11501295）主持
2014.01-2014.12 国家自然科学基金项目:含利率的相依重尾风险模型破产概率的渐近性态（No: 11326176）主持
2020.01-2022.12 教育部人文社会科学基金项目：具有延迟巨额理赔风险的保险公司破产概率近似估计与最优投资策略研究（No: 20YJCZH034）主持
2015.09-2018.08 中国博士后科学基金项目：极端事件和风险投资对保险公司破产风险的影响研究（No: 2015M580415）主持
2015.07-2018.12 江苏省自然科学基金项目：含相依结构的随机加权和渐近理论及其在保险中的应用（No: BK20151459）主持
2016.12-2019.12 江苏省社会科学基金项目：基于极值理论的金融保险公司破产风险管理与最优投资策略研究（No: 16GLC006 ）主持
2022.07-2025.08 江苏省高等学校自然科学研究重大项目:突发事件背景下极端保险风险的建模与定量分析（No:22KJA11000）主持
2013.07-2016.06 江苏省高校自然科学基金项目:基于随机加权和的相依风险模型的破产概率(13KJB110014）主持
2015.09-2018.08 江苏省博士后科研资助项目：具有随机投资收益的保险公司破产概率渐近分析与最优投资策略研究（1501004B）主持
2015.10-2017.10 江苏省金融工程重点实验室开放课题：金融风险模型中考虑巨灾风险和投资风险的破产风险分析与投资策略研究（NSK2015-06）主持
2022.01-2023.12 江苏省金融工程重点实验室开放课题：极端保险风险的建模及度量研究（NSK20 21-05）主持
代表性研究成果 (*: 通讯作者，#: 共同一作)
1) Xijun Liu, Qingwu Gao*, Linmin Kan (2024), Uniform asymptotics for a renewal risk model with a random number of delayed claims, Journal of Industrial and Management Optimization 20(11), 3415-3431.
2) Xijun Liu, Qingwu Gao*, Zimai Dong (2024), Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims, Stochastic Models 40(1), 97-122.
3) Xijun Liu, Qingwu Gao*, Yiyang Chen (2024), Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims, Stochastics 96(7), 1817-1839.
4) Qingwu Gao*, Wen Li, Linmin Kan (2024), Precise large deviations of aggregate claims in bidimensional risk model with dependence structures, Communications in Statistics-Theory and Methods 53(22), 8062–8075.
5) Qingwu Gao*, Zimai Dong, Xijun Liu, Junni Yan (2024), Precise large deviations of the net loss process in anon-standard two-dimensional risk model, Probability in the Engineering and Informational Sciences (2024), 1–20.
6) Xijun Liu, Qingwu Gao* (2024), Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments, Communications in Statistics-Theory and Methods 53(2), 641-665.
7) Zhisong Chen, Xiaoying Niu, Qingwu Gao, Jun Wang, (2024), Bilateral shock effect and alleviation strategy: a game‑theoretical study in international medical devices supply chain in the pandemic context, Operational Research 24(31),https://doi.org/10.1007/s12351-024- 00840-x.
8) Qingwu Gao*, Yufeng Huang (2024+), Precise large deviations for the total net loss process in compound risk model with dependence structures, Accepted by Bulletin of Korean Mathematical Society.
9) Xijun Liu, Qingwu Gao* (2023), Asymptotics for random-time ruin probability of a risk model with diffusion,constant interest force and non-stationary arrivals, Journal of Mathematical Inequalities 17(3), 849-865.
10) Yuhua Xu, Qingwu Gao, Chengrong Xie, Xin Zhang, Xiaoqun Wu, 2023. Finite-time synchronization of complex networks with privacy-preserving, IEEE Transactions on Circuits and Systems II: Express Briefs, 10.1109/ TCSII.2023.3274634
11) Qingwu Gao*, Jia’nan Lin, Xijun Liu, 2023. Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times. Statistics and Probability Letters 197, 109809.
12) Qingwu Gao*, Wenlei Pan, 2023. Precise large deviations of aggregate claims in a nonstandard risk model with arbitrary dependence between claim sizes and waiting times. AIMS Mathematics 8(1), 2191–2200.
13) Chengrong Xie, Qingwu Gao, Xin Zhang, Qing Xia, Yuhua Xu*, 2023. Synchronization of Stochastic Multilayer Networks by Finite-Time Controller. IEEE Access 11, 249–255.
14) Xijun Liu, Qingwu Gao*, 2022, Uniform asymptotics for the compound risk model with dependence structures and constant force of interest, Stochastics 94(2), 191–211.
15) Qingwu Gao, Jun Zhuang, Ting Wu*, Houcai Shen, 2021, Transmission dynamics and quarantine control of COVID-19 in cluster community: A new transmission-quarantine model with case study for Diamond Princess, Mathematical Models and Methods in Applied Science 31(3), 619-648.
16) Meiling Jiang#, Qingwu Gao#, Jun Zhuang*, 2021, Reciprocal spreading and debunking processes of online misinformation: A new rumor spreading–debunking model with a case study, Physica A 565 (2021) 125572.
17) Rui Hu, Qingwu Gao*, Bairong Wang, 2021, Dynamics and control of worm epidemic based on mobile networks by SEIQR-type model with saturated incidence rate, Discrete Dynamics in Nature and Society, 1-22.
18) Qingwu Gao*，XijunLiu，Chunrong Chai, 2020, Asymptotic bounds for precise large deviations in a compound risk model under dependence structures, Journal of Mathematical Inequalities 14(4), 1067-1082.
19) Qingwu Gao*, Jun Zhuang, 2020, Stability Analysis and Control Strategies for Worm Attack in Mobile Networks via a VEIQS Propagation Model, Appl. Math. Comput Volume 368, 124584.
20) Qingwu Gao*, Xijun Liu, 2020, Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory, J. Korean Stat. Soci. 49:596–624.
21) Xijun Liu#, Qingwu Gao*#, Ming Liu, 2020, Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims, Communications in Statistics-Theory and Methods, 49(13), 3073 -3093.
22) Qingwu Gao*, Jun Zhuang, 2019, Asymptotics for a delay-claim risk model with diffusion,dependence structures and constant force of interest, J. Comput. Appl. Math. 353, 219-231.
23) Qingwu Gao*, Xijun Liu, 2019, Large Deviations for the Discounted Aggregate Claims in Time-Dependent Risk Model with Constant Interest Force, Filomat 33(1) 65-79.
24) Qingwu Gao*, Xijun Liu, 2019, Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables, J. Inequal. Appl. 120, https://doi.org/ 10.1186/s13660-019-2067-x.
25) Qingwu Gao*, 2019, Uniform Asymptotics for a Delay-Claims Risk Model with Constant Force of Interest and By-Claims Arriving according to a Counting Process, Math. Probl. Eng. 2019.
26) Xijun Liu, Changjun Yu, Qingwu Gao*, 2017, Precise large deviations of aggregate claim amount in a dependent renewal risk model, Communications in Statistics-Theory and Methods 46(5), 2354-2363.
27) Qingwu Gao*, Zhongquan Huang, Houcai Shen, Juan Zheng, 2016, Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims, Journal of Industrial and Management Optimization 12(1), 31-43.
28) Xijun Liu, Qingwu Gao*, Ermin Gao, 2016, Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model, Communications in Statistics-Theory and Methods 45(20), 6045-6060.
29) Xijun Liu, Qingwu Gao*, 2016, Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims, Communications in Statistics-Theory and Methods 45(18), 5341-5354.
30) Qingwu Gao*, Na Jin, 2015, Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory, Communications in Statistics-Theory and Methods 44(18), 3885-3902.
31) Qingwu Gao*, Erli Zhang, Na Jin, 2015, The ultimate ruin probability of a dependent delayed-claims risk model perturbed by diffusion with constant force of interest, Bulletin of the Korean Mathematical Society 52(3), 895-906.
32) Qingwu Gao*, Xiuzhu Yang, 2014，Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest, Journal of Mathematical Analysis and Applications 419, 1193-1213.
33) Qingwu Gao*, Di Bao, 2014, Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest, Journal of the Korean Mathematical Society 51(4), 735-749.
34) Qingwu Gao*, Na Jin, Houcai Shen, 2014, Asymptotic behavior of the finite time ruin probability with pairwise quasi asymptotically independent claims and constant interest force, Rocky Mountain Journal of Mathematics 44(5), 1503-1528.
35) Tao Jiang, Qingwu Gao, Yuebao Wang*, 2014, Max-sum equivalence of conditionally dependent random variables, Statistics and Probability Letters 84: 60-66.
36) Yang Yang*, Qingwu Gao, 2014, On closure properties of heavy-tailed distributions for random sums, Lithuanian Mathematical Journal 54(3), 366-377.
37) Qingwu Gao*, Xijun Liu, 2013, Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest, Statistics and Probability Letters 83(6): 1527-1538.
38) Qingwu Gao*,Yu Liu, Georgios Psarrakos, Yuebao Wang, 2013, On asymptotic equivalence among the solutions of some defective renewal equations, Lithuanian Mathematical Journal 53(4): 391-405.
39) Qingwu Gao*, Yang Yang, 2013. Uniform asymptotics for the finite time ruin probability in a general risk model with pairwise quasi asymptotically independent claims and constant interest force, Bulletin of the Korean Mathematical Society 50(2): 611-626, 2013.
40) Kaiyong Wang, Yuebao Wang*, Qingwu Gao, 2013, Uniform asymptotics for the finite time ruin probability of a dependent risk model with a constant interest rate, Methodology and Computing in Applied Probability 15(1): 109-124.
41) Yang Yang*，Jinguan Lin，QingwuGao，2013, Asymptotics for the infinite-time absolute ruin probabilities in time-dependent renewal risk models, Science China (A) 43(2) : 173-184.
42) Qingwu Gao*, Peng Gu, Na Jin, 2012, Asymptotic Behavior of the Finite-Time Ruin Probability with Constant Interest Force and WUOD Heavy-Tailed Claims, Asia-Pacific Journal of Risk and Insurance 6(1), DOI: 13.1515/2153-3792.1129.
43) Qingwu Gao*, Na Jin, Juan Zheng, 2012, Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, Advance Decision Sciences, DOI:10.1155/2012/936525.
44) Xijun Liu, Qingwu Gao, Yuebao Wang*, 2012, A note on a dependent risk model with constant interest rate, Statistics and Probability Letters 82(4): 707-712.
45) Yuebao Wang*,Yawei Li, Qingwu Gao, 2011, On the exponential inequality for acceptable random variables, Journal of Inequalities and Applications 40, DOI:10.1186/1029-242X-2011 -40.
46) Qingwu Gao, Yuebao Wang*, 2010, Randomly weighted sums with dominatedly varying-tailed increments and application to risk theory, Journal of the Korean Statistical Society 39(3): 305-314, 2010.
47) Qingwu Gao, Yuebao Wang*, 2009, Ruin probability and local ruin probability in the random multi-delayed renewal risk model, Statistics and Probability Letters 79: 588-596, 2009.
48) Yuebao Wang*, Qingwu Gao, Kaiyong Wang, Xijun Liu, 2009, Random time ruin probability for the renewal risk model with heavy-tailed claims, Journal of Industrial and Management Optimization, 719-736, 2009.
获奖情况
2013年南京审计大学教学质量奖
2014年南京审计大学第五届“校长奖教金”
2014年南京审计大学第六届青年教师教学竞赛三等奖
2014年江苏省第一届本科高校青年教师教学竞赛优胜奖
2015年江苏政府留学奖学金
2015年南京市第十一届自然科学优秀学术论文奖
2016年江苏高校“青蓝工程”优秀青年骨干教师（考核等级：优秀，2019）
2016年南京审计大学“润泽学者”
2017年南京审计大学“吾爱吾师”——我最喜爱的老师提名奖
2019年南京审计大学第八届青年教师教学竞赛一等奖
2020年江苏省第三届本科高校青年教师教学竞赛二等奖
2020年南京审计大学“润泽学者”
2021年江苏高校“青蓝工程”中青年学术带头人
2022年南京审计大学第三届教师教学创新大赛正高组一等奖
2023年南京审计大学第四届教师教学创新大赛正高组特等奖
2023年南京审计大学“润泽学者”
讲授课程
本科生：概率论与数理统计（双语）、线性代数、微积分、应用随机过程、数理金融、保险精算学、数学简史等
研究生：现代精算风险理论、保险与金融风险管理等