人物經曆
湖南大學工商管理學院管理科學與工程專業博士畢業。
新加坡國立大學量化金融中心訪問學者。
主要成就
科研成就
代表論文
(1)Deng. C., Zeng. X., Zhu. H. Non-zero-sum stochastic differential reinsurance and investment games with default risk. European Journal of Operational Research, 2018, 264(3), 1144-1158. SSCI/SCI. (JCR一區 ABS 4星).
(2)Lv, Z, Deng. C.* Does women's political empowerment matter for improving the environment? A heterogeneous dynamic panel analysis, Sustainable Development, 2019, 27, 603-612. SSCI. (JCR一區)
(3)Zhu, H., Deng, C., Yue, S., Deng, Y. Optimal reinsurance and investment problem for an insurer with counterparty risk, Insurance: Mathematics and Economics，2015, 61:242-254. SCI/SSCI. (JCR二區 ABS 3星)
(4)Su，X., Peng, C., Lv, Z., Deng. C.* Do the Renminbi and Hong Kong dollar bubbles interact? International Journal of Finance and Economics, 2020, Doi.org/10.1002/ijfe.2154. SSCI. (JCR二區 ABS 3星)
(5)Deng. C, Bian, W, Wu, B., Optimal reinsurance and investment problem with default risk and bounded memory, International Journal of Control, 2020, 93(12):2982-2994. SSCI/SCI.(JCR二區 )
(6)Deng. C, Yao, H, Chen Y, Optimal investment and risk control problem with delay for an insurer in defaultable market, Journal of Industrial and Management Optimization, 2020, 16(5): 2563-2579. SSCI/SCI. (JCR 三區)
(7)Deng, C., Zhou, J., Deng, Y. The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy. Statistics undefinedamp; Probability Letters, 2012, 82 (9): 1648-1656. SSCI/SCI. (JCR四區)
(8)Zhu, H， Deng. C，Deng. Y., Huang Y. Optimal financing and dividend policies with Markovian switching regimes. Communications in Statistics-Theory and Methods. 2017, 46(5), 2161-2180 . SSCI/SCI. (JCR四區)
(9)Yue, S., Ma, C., Zhao, X., Deng. C.* Pricing power exchange options with default risk, stochasticvolatility and stochastic interest rate. Communications in Statistics-Theory and Methods. 2021, DOI:10.1080/03610926.2021.1928202. SSCI/SCI. (JCR四區)
(10) 朱慧明, 彭成, 遊萬海, undefinedamp; 鄧超. 基于貝葉斯wishart波動模型的原油市場與股市動态相依性研究. 中國管理科學, 2014, 22(7), 1-9.
榮譽表彰
1.湖南省優秀博士學位論文獎。
2.2018年-2020年，校級科研業績二等獎。
3.優秀研究生導師。
4.優秀本科生班級導師。
5.優秀本科生畢業論文指導老師。
6.大學生創新創業國家級項目指導老師。
人才培養
開設課程
金融風險管理、金融工程、金融經濟學、非壽險精算等。
