乐动体育app官网

刘娟

发布时间:2021-11-28作者:czjrxy

 

:刘娟

所属学科:保险学

职称/职务:讲师

Email:609592248@qq.com

研究领域:保险精算、资产定价、金融统计等

主讲课程:《保险精算》、《保险核保与核赔》、《资产定价》

教育背景:2018.09~2021.12,湖南师范大学,统计学专业(金融统计方向),经济学博士

2015.09~2018.06,湖南师范大学,概率论与数理统计专业,理学硕士

2011.09~2015.06,湖南师范大学,数学与应用数学专业,理学学士

主要论文

[1] Tan, Z., Liu, J., Chen, J. (2021). Detecting stock market turning points using wavelet leaders method. Physica A: Statistical Mechanics and its Applications, 565, 125560.

[2] Tan, Z., Liu, J., Chen, P. (2021). The trend and cycle components of China’s housing prices: a new decomposition method. Applied Economics, 53(28):3288-3305.

[3] Tan, Z., Liu, J. (2021). Time-varying ARFIMA-GARCH model with symmetric thresholds: applications to inflation. Applied Economics Letters, 28(5), 373-377.

[4] Liu, J., Huang, Y., Xiang, X., Zhou, J. (2020). On a discrete interaction risk model with delayed claims and randomized dividends. Communications in Statistics-Theory and Methods, 1-17.

[5] Tan, Z., Fu, Y., Chen, H., Liu, J. (2020). Stock prices’ long memory in China and the United States. International Journal of Emerging Markets, 1-23.

[6] Deng, Y., Liu, J., Huang, Y., Li, M., Zhou, J. (2018). On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates. Communications in Statistics-Theory and Methods, 47(23), 5867-5883.