何敬民｜天津理工大学｜学者主页

期刊论文

2026

Optimal stopping problem for American put options with compensated refusal of reward in the CEV model

Yuanda Guo, Jingmin He

Communications in Statistics - Simulation and Computation

DOI

2025

Optimal decision-making for mutual insurers under stochastic market dynamics

Zhongqin Gao, Yan An Lv, Jingmin He

Communications in Statistics - Simulation and Computation

DOI

2025

The first hitting times and first exit times for the exponential Ornstein–Uhlenbeck process

Yifei Liu, Jingmin He

Communications in Statistics - Simulation and Computation

DOI

2025

The joint distributions of some extremums on geometric Brownian motion

Yifei Liu, Jingmin He

Communication in Statistics- Theory and Methods

DOI

2023

经典风险模型下混合双险种最优再保险的研究

赵静，何敬民，周奕帆

《首都师范大学学报(自然科学版)》

2023

基于带漂移系数扩散风险模型的值函数

王梦珂，何敬民

《天津师范大学学报(自然科学版)》

2021

Exact solutions of the two-side exit time problems for the Vasicek model

Jingmin He, Fangling Wu

Communication in Statistics- Theory and Methods

DOI

2021

Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy

Zhongqin Gao, Jingmin He, Zhifeng Zhao, Bingbing Wang

Methodology And Computing In Applied Probability

DOI

2021

Optimal stopping problem of American put options for the diffusion risk model

Jingmin He, Fangling Wu

2020

Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest

Wei Wang, Jingmin He

Periodica Mathematica Hungarica

DOI

2019

带投资和退保的离散时间风险模型的破产概率

高忠琴，何敬民，王冰冰

《济南大学学报(自然科学版)》

DOI

2019

随机观测下两面跳的对偶风险模型

王冰冰，何敬民

《烟台大学学报(自然科学与工程版)》

DOI

2019

带有利率和贷款的风险模型的负盈余总持续时（英文）

何敬民，王冰冰

《南开大学学报(自然科学版)》

2019

Omega model for a jump–diffusion process with a two-step premium rate

Jingmin He, Zhongqin Gao, Bingbing Wang

Journal of the Korean Statistical Society

DOI

2018

The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate

Zhongqin Gao, Jingmin He

Communication in Statistics- Theory and Methods

DOI

2018

Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest

Zhongqin Gao, Jingmin He, Bingbing Wang

Communications in Statistics - Simulation and Computation

DOI

2018

THE PERTURBED COMPOUND POISSON GAMMA OMEGA MODEL WITH A BARRIER DIVIDEND STRATEGY

Zhongqin Gao, Jingmin He, Bing-Bing Wang

Far East Journal of Mathematical Sciences (FJMS)

DOI

2018

The Gerber-Shiu discounted penalty function in the thinning risk model with refunding

Jingmin He, Bingbing Wang

2017

Joint Distribution for the Risk Process with Premiums Depending on the Current Reserve

何敬民，张炜，李曼曼，方鑫

Journal of Donghua University(English Edition)

2017

Exit times for the diffusion risk model with debit interest

Yitao Yang, Jingmin He, Zhongqin Gao, Bingbing Wang

International Journal of Systems Assurance Engineering and Management

DOI

2017

The exit times for the diffusion risk model with drift coefficient

Jingmin He, Yi-Tao Yang

DOI

2016

The distribution of some extremum on the risk process whose income depend on the current reserve

Jingmin He, Zaiming Liu, Wei Zhang

SpringerPlus

DOI

2014

Total duration of negative surplus for a Brownian motion risk model with interest

Wei Wang, Jingmin He

DOI

2011

保费依赖向后重现时间过程风险模型的破产概率上界(英文)

何敬民，吴荣，崔家峰

《数学进展》

2010

带干扰古典风险模型的一些分布

何敬民，吴荣

《数学物理学报》

2010

Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy

Wei Wang, Jingmin He, Rong Wu

Acta Mathematicae Applicatae Sinica English Series

DOI

2010

On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs

Jingmin He, Rong Wu

DOI

2009

Total duration of negative surplus for the risk model with debit interest

Jingmin He, Rong Wu, Huayue Zhang

Statistics & Probability Letters

DOI

2008

关于逐段决定风险模型的期望折现罚金函数(英文)

何敬民，吴荣

《南开大学学报(自然科学版)》

2008

Ruin probabilities of a surplus process described by PDMPs

Jingmin He, Rong Wu, Hua-yue Zhang

DOI

会议论文

2016

The exit times for the diffusion risk model with constant interest

Jingmin He, Wei Zhang

DOI

预印本

2026

Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model

Zhongqin Gao, Yan Lv, Jingmin He

arXiv preprint

2025

Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model

Zhongqin Gao, Yan Lv, Jingmin He

arXiv preprint

何敬民

精选作品

期刊论文

Optimal stopping problem for American put options with compensated refusal of reward in the CEV model

Optimal decision-making for mutual insurers under stochastic market dynamics

The first hitting times and first exit times for the exponential Ornstein–Uhlenbeck process

The joint distributions of some extremums on geometric Brownian motion

经典风险模型下混合双险种最优再保险的研究

基于带漂移系数扩散风险模型的值函数

Exact solutions of the two-side exit time problems for the Vasicek model

Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy

Optimal stopping problem of American put options for the diffusion risk model

Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest

带投资和退保的离散时间风险模型的破产概率

随机观测下两面跳的对偶风险模型

带有利率和贷款的风险模型的负盈余总持续时（英文）

Omega model for a jump–diffusion process with a two-step premium rate

The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate

Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest

THE PERTURBED COMPOUND POISSON GAMMA OMEGA MODEL WITH A BARRIER DIVIDEND STRATEGY

The Gerber-Shiu discounted penalty function in the thinning risk model with refunding

Joint Distribution for the Risk Process with Premiums Depending on the Current Reserve

Exit times for the diffusion risk model with debit interest

The exit times for the diffusion risk model with drift coefficient

The distribution of some extremum on the risk process whose income depend on the current reserve

Total duration of negative surplus for a Brownian motion risk model with interest

保费依赖向后重现时间过程风险模型的破产概率上界(英文)

带干扰古典风险模型的一些分布

Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy

On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs

Total duration of negative surplus for the risk model with debit interest

关于逐段决定风险模型的期望折现罚金函数(英文)

Ruin probabilities of a surplus process described by PDMPs

会议论文

The exit times for the diffusion risk model with constant interest

预印本

Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model

Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model

研究方向