校园百科

人物简介

陈昱，博士，管理学院统计与金融系副教授。研究方向为风险理论中的极限定理,多元统计分析理论等。

课程主页：http://staff.ustc.edu.cn/~cyu

科研项目(Research projects)

主持项目

国家青年科学基金项目"极值理论在风险理论中的应用研究"（批准号：11171321 ）2012.1-2015.12,项目主持人

国家青年科学基金项目"重尾场合下随机金融风险模型中的破产风险问题"（批准号：10801124）2009.1-2011.12,项目主持人

参与项目

中科院创新基金项目“数学及其应用中的若干前沿问题”, 2007-2010

国家自然科学基金项目“复杂随机结构及其相关领域中的极限定理”,2007-2009

国家自然科学基金项目“有误判或不完全基因数据的统计分析”, 2007-2009

论文发表

Weiping Zhang, Laisheng Wei, Yu Chen (2011), The Superiorities of Bayes Linear Unbiased Estimation in Partitioned Linear model, Jrl Syst Sci & Complexity, to appear.

Weiping Zhang, Laisheng Wei, Yu Chen (2011), The Superiorities of Bayes Linear Unbiased Estimator in Multivariate Linear Models, Acta Mathematica Applicatae Sinica, to appear.

Yi, L, Chen, Y., and Su, C., (2011). Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation. J. Math. Anal. Appl. 376, 365-372.

Chen Yu, Huangyin, Zhang Weiping, (2011) Asymptotic Ruin Probabilities for Proportional Investment Under Interest Force With Dominatedly-varying-tailed Claims. Journal of the Korean Statistical Society, to appear.

Yu Chen, Weiping Zhang, Jie Liu (2010), Asymptotic Tail Probability of Randomly Weighted Sum of Dependent Heavy-Tailed Random Variables, Asia-Pacific Journal of Risk and Insurance. Vol.4 :Iss. 2.

陈昱，吴进（2010）. 常数投资风险资产策略下保险公司的破产概率, 中国科学技术大学学报，已录用.

Weiping Zhang, Yu Chen, 2010,Double sampling method for genetic association analysis with defferential genotyping errors, Biostati., bioinform, and biomathematics, Vol 1, 43-54

Yu Chen, Weiping Zhang, 2007, Large deviations for random sums of negatively dependent random variables with consistently varying tails, Statist. Probab. Letters，Vol 77(5): 530-538.

Chen Yu, Su Chun, 2006, Finite time ruin probability with heavy-tailed insurance and financial risks, Statist. Probab. Letters, 76: 1812-1820.

Su Chun, Chen Yu, 2006, On the behavior of the product of independent random variables, Science in China, Series A, 49(3): 342-359.

Jie Liu, Chun Su, Yu Chen, Limiting theorems for the nodes in binary search trees. Science in China Series A: Mathematics. Vol. 51, No.1, 101-114(2008).

Su Chun, Hu Zhishui, Chen Yu, Liang Hanying, 2007, A wide class of heavy-ailed distributions and its applications, Front. Math. China, 2(2): 257-286

Su Chun, Chen Yu, 2007, Behaviors of the Product of Independent Random Variables, Int. Journal of Math. Analysis, 1: 21 – 35.

陈昱, 苏淳, 2006,有利息力情形下的有限时间破产概率.中国科学技术大学学报, 36(9), 909－916.