高庆武

发布者:陈硕发布时间:2023-03-01浏览次数:10


高庆武

南京审计大学,教授,硕士生导师

概率统计、保险精算、社交舆情、疫情传播

qwgao@aliyun.com



基本情况

工作经历

2010.06-至今 南京审计大学统计与数据科学学院 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

教学情况

教授课程

本科生:数理金融、保险精算学、应用随机过程、概率论与数理统计(双语)、微积分、线性代数、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

教学成果

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

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、2020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

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

2021年 江苏高校“青蓝工程”中青年学术带头人

指导学生获奖

2015年 南京审计大学优秀本科毕业论文(学生:杨修竹)

2021年 大学生创新创业训练计划项目(学生:卜天玥、邬馨蕾、姚竹君、崔梦琪、杨文颖)

2021年 大学生创新创业训练计划项目(学生:姚昱雨、於越、蒋羽)

教学论文:

[1] 高庆武, 基于康托定理对函数一致连续性的进一步探讨, 科教导刊 2012 (36).

[2] 高庆武, 关于罗尔中值定理的若干推广及其证明, 科学导报 (学术) 2019 (49).

科研情况

工作论文

[1] Interplay between virus pandemic and public health interventionsModelling individual responding decisions. Preprinted.

[2] Dynamic Zeroing or Coexisting with COVID-19? A new virus transmission-intervention model with a case study. Preprinted.

[3] Effective or not for vaccination? A comparative study between COVID-19 outbreak in Jilin and Shanghai. Preprinted.

[4] Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments. Submitted.

[5] Asymptotics for random-time ruin probability with diffusion, constant interest force and non-stationary arrivals. Submitted.

[6]Asymptotic ruin probability in delay-claim risk model with diffusion, constant force of interest and by-claims arriving according to a counting process. Submitted.

已发表或出版的科研成果(*: 通讯作者,#: 共同一作)

科研专著:

Predicting Pandemics in a Globally Connected World: Towards a multiscale, multidisciplinary vision through modeling and simulations, Birkhäuser-Springer, New York, USA, 2022. (with Nicola Bellomo at University of Granada, and Mark A.J. Chaplain a University of St Andrews)

科研论文:

[1]Bairong Wang, Qingwu Gao*,Dynamics of rumor debunking on social media: individual decision matters. Decision Science (2022). Resubmitted after second revision. (SSCI一区、SCI二区)

[2] 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.SCI

[3] 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. (SCI一区)

[4] 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. (SSCI一区、SCI 二区)

[5] 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.SCI三区)

[6] Qingwu Gao*XijunLiuChunrong Chai, 2020, Asymptotic bounds for precise large deviations in a compound risk model under dependence structures, Journal of Mathematical Inequalities 14(4), 1067-1082SCI三区)

[7] 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. (SCI一区)

[8] 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. (SCI)

[9] 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.SCIEI

[10] 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.SSCI一区、SCI二区)

[11] 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.SCI

[12] 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.SCI

[13] 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.SCIEI

[14] 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.SCIEI

[15] 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.SCI

[16] 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. (SCIEI

[17] 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.SCIEI

[18] 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.SCIEI

[19] 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.SCI

[20] Qingwu Gao*, Xiuzhu Yang, 2014Asymptotic 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. (SCI二区)

[21] 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. (SCI)

[22] 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. (SCI)

[23] Tao Jiang, Qingwu Gao, Yuebao Wang*, 2014, Max-sum equivalence of conditionally dependent random variables, Statistics and Probability Letters 84: 60-66.SCI

[24] Yang Yang*, Qingwu Gao, 2014, On closure properties of heavy-tailed distributions for random sums, Lithuanian Mathematical Journal 54(3), 366-377.SCI

[25] 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.SCI

[26] 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.SCI

[27] 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.SCI

[28]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.SCI

[29]杨洋*,林金官,高庆武2013, 时间相依更新风险模型中无限时绝对破产概率的渐近性, 中国科学(A ) 43(2) : 173-184. (CSCD)

[30]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.

[31]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.

[32]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.SCI

[33]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.SCI

[34]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.SCI

[35]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.SCI

[36]Yuebao Wang*, Qingwu Gao, Kaiyong Wang, Xijun Liu, 2009, Random time ruin probability for thr renewal risk model with heavy-tailed claims, Journal of Industrial and Management Optimization, 719-736, 2009.SCI

纵横项基金项目

[1] 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(21BTJ029)主持

[2] 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(11871289)主要参与/主持子项目

[3] 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(11501295)主持

[4] 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(11326176)主持

[5] 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 (20YJCZH034)主持

[6] 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(2015M580415)主持

[7] 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(BK20151459)主持

[8] 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(16GLC006 )主持

[9] 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

[10] 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

[11] 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

[12] 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(NSK2021-05)主持

科研获奖

2015年 南京市第十一届自然科学优秀学术论文奖

2015年 江苏政府留学奖学金

2016年、2020年 南京审计大学“润泽学者”

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

2021年 江苏高校“青蓝工程”中青年学术带头人

社会服务

2014-至今 美国《数学评论》(Mathematical Review) 评论员(No.101896



    5
/

     5