Liu Zhang

RELEASE TIME:2024-10-26CLICK COUNT:

Liu Zhang, Ph.D., associate professor, master's supervisor. Winner of Dabeinong Teaching Elite Award, director of Jiangxi Mathematical Society, served as "Applied Mathematics and Computation", "Communications in Statistics - Simulation and Computation", "Journal of Applied Mathematics" and other well-known journals in mathematics or statistics. He lectures on "Probability and Statistics", "Advanced Mathematics", "Financial Mathematics" and "Mathematical Modeling".and other undergraduate or graduate programs. He has presided over more than 10 scientific research projects at or above the provincial level, such as the National Natural Science Foundation of China, the Natural Science Foundation of Jiangxi Province, and the Key Project of Education Reform in Jiangxi Province, and has authored 1 monograph, which has been published in "Applied Mathematics and Computation" and "Communications in Nonlinear Science and Numerical Simulation". He has published more than 30 scientific papers in excellent journals of mathematics and statistics, such as Communications in Statistics - Simulation and Computation, Acta Mathematica Sinica, etc. In terms of teaching, he won the honorary title of "Dabeinong Teaching Elite Award", won the third "Dabeinong Teaching Model", and won the second prize of the first and fourth young teacher teaching competitions in Jiangxi Province respectively; Teaching assessment is excellent level 1; He has been awarded the Outstanding Teacher of Jiangxi Agricultural University for 3 times; The teaching and research achievements won the second prize of Jiangxi Province Excellent Teaching Achievement, the second prize of the Teaching Innovation Competition, the first prize of 2 school-level excellent teaching achievements, and 2 second prizes; In addition, he won the 2024 "Outstanding Communist Party Member", and has won the "Three Educations" advanced individual, "Excellent Class Teacher", "Teacher Style Award", and "Advanced Individual" of the year many timesand other honors. In terms of competition training and guidance, he has guided students to participate in the mathematical modeling competition for college students and won 4 national awards, 3 awards in the United States Competition, and more than 30 provincial awards. He has been awarded the "Excellent Instructor of Science and Technology Innovation Competition" in Jiangxi Province for four times.

Research Interests

1. Finance & Insurance Actuarial Science

2. Insurance risk modeling based on neural networks and deep learning

3. Big Data Risk Analysis and Statistical Modeling

Some recent scientific research and teaching and research projects (hosted).

[1] Some Problems of Lévy Risk Model under Multi-type Mixed Strategy: Objective Modeling, Optimal Decision Making and Numerical Calculation, National Natural Science Foundation of China (Faculty of Mathematics and Physics), No.12361095, 2024-2027.

[2] Statistical Modeling, Risk Quantification and Optimal Pulse Control of Band Jump Insurance Modelunder "Drawdown-Ratchet" Constraint, Natural Science Foundation of Jiangxi Province, No.20232BAB201028, 2024-2026.

[3] Construction and Empirical Evidence of Graduate Students' Innovation Performance Evaluation Index from the Perspective of Discipline Competition, Jiangxi Provincial Research Project on Degree and Graduate Education Teaching Reform, No.JXYJG-2023-049, 2024-2026.

[4] Quantitative Evaluation and Empirical Study on the Key Influencing Factors of College Students' Innovation Performance in Discipline and Science and Technology Competitions,14th Five-Year Plan Projectof Education Science in Jiangxi Province, No.22YB049, 2022-2024.

[5] Research on the Cultivation Model of Innovative Talents in Discipline Competitions in Agricultural Colleges and Universities----Taking Mathematical Modeling Competitions as an Example, Key Projects of Teaching Reform in Jiangxi Province, No.JXJG-19-3-6, 2020-2023.

[6] Research on the Mixed Dividend Strategy of Jump Diffusion Insurance Risk Model, Youth Project of Humanities and Social Sciences in Jiangxi Provincial Universities, No.JC20203, 2021-2023.

[7] DESIGN OF SERVICE SYSTEM MANAGEMENT BASED ON JAVA MODELING, NO.2021JXAUHX140, 2021-2023.

[8] Research on the Dependence of Several Risk Variables and Their Optimal Strategies in Lévy Process-Driven Financial Model, Jiangxi Provincial Science and Technology Program General Project, No.GJJ180201, 2018-2020.

[9Research on optimal risk control of financial models with dividends and capital injections, Jiangxi Provincial Science and Technology Program Youth Project, No.GJJ150401, 2016-2018.

[10] Research and Practice on the Integration of Goal-Driven"Five-Dimensional Integration"Hierarchical Teaching Model into Mathematics Course Teaching in Agricultural Colleges and Universities, General Issues of Teaching Reform in Jiangxi Province, No.JXJG-16-3-18, 2016-2018.

Some of his recent publications

[1] Liu Z., Chen P. On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy, Acta Mathematica Scientia (SCI, the highest T1 journal of the Chinese Mathematical Society), 2024,44B(6):1-26.

[2] Liu Z., et al. Computing two actuarial quantities under multilayer dividend strategy with constant interest rate: based on Sinc methods, Communications in Nonlinear Science and Numerical Simulation (SCI, TOP Journal of Region 2), 2024: 1-27

[3] Liu Z., et al. Optimal hybrid reinsurance strategy based on the classic model of minimizing ruin risk, International Conference on Applied Mathematics, Modeling and Computer Simulation (EI), 2024: 1-9.

[4] Liu Z., et al. Prediction of Pork Price Based on PCA-BP Neural Network, IEEE (EI), 2023: 207-211.

[5] Liu Z., et al. Quantitative evaluation of the influencing factors of college students' innovation performance in the mathematical modeling contest, Mathematical Modeling and Its Applications, 2023(03) :76-84.

[6]Zhu J., Liu Z.*, Wang X., Hu Y. Optimal reinsurance with probabilistic constraints under distortion risk measure, Acta Mathematica Sinica, Chinese Series (Class A) , 2022 (6) : 1123 -1136.

[7] Liu Zhang. Dividend and Bankruptcy Analysis of Insurance Risk Model, Economic Management Press, 2021, 10

[8] Liu Z*, Chen P, Hu Y. On the dual risk model with diffusion under a mixed dividend strategy. Applied Mathematics and Computation (SCI, TOP Journals in Region 1), 2020, 376: 125115

[9] Liu Z*, Chen P. Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes. Communications in Statistics-Simulation and Computation (SCI, Journal of Classical Statistics), 2020, 51(12), 7226–7245

[10] Liu Z. Statistical analysis and prediction based on recursive calculation under short and long term models, Journal of Physics(EI), 2020, 1629(1): 012082.

[11] Miao L, Liu Z, Hu Y. Dynamic Risk Measures for Anticipated Backward Doubly Stochastic Volterra Integral Equations. Entropy(SCI3区), 2021, 23(12): 1580

[12] Miao L, Liu Z, Hu Y. Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes. Entropy(SCI3区), 2021, 23(6): 741

[13] Zhang A, Liu Z*. A Lévy Risk Model with Ratcheting Dividend Strategy and Historic High-Related Stopping. Mathematical Problems in Engineering (SCI), 2020.

[14] Zhang A, Liu Z*. On Occupation Times for Compound Poisson Risk Model with Two-Step Premium Rate, Chinese Journal of Applied Probability and Statistics (CSCD, Classical Journal of Statistics), 2020, 36(3): 261-276.

[15] Zhang A, Liu Z*. Wang W, Hu Y. Impulse stochastic control for the optimal dividend strategy in the classical risk model with capital injection、transaction costs and taxes, Applied probability and statistics of Chinese Journal (CSCD,Journal of Classical Statistics), 2019, 31(5): 1-27

Some recent honors and awards

[1] "Outstanding Communist Party Member"of Jiangxi Agricultural University, 2024.

[2] Second Prize of Jiangxi Agricultural University Teaching Innovation Competition, 2024.

[3] Jiangxi Agricultural University 2023 Advanced Individual, 2024.

[4] Second Prize of Teaching Achievement Award of Jiangxi Agricultural University (Participation), 2023.

[5] Won the "Excellent Instructor of Jiangxi College Students' Science and Technology Innovation and Vocational Skills Competition" for four consecutive times, 2020-2023.

[6] During the four-year period, he guided students to participate in the National Mathematical Contest in Modeling, and won3 national awards, 5 provincial first prizes, 6 second prizes, and 4 third prizes, 2020-2023.

[7] Jiangxi Agricultural University, 2019-2022 "Three Education" Advanced Individuals, 2022.

[8] Honorary title of "Dabeinong Elite" of Jiangxi Agricultural University, 2021.

[9] "Starting a New Journey with the Study of Party History", won the third prize of the Essay Contest for the Study of Party History Theory, 2021.

[10] 2021 Advanced Worker of Jiangxi Agricultural University, 2022.

[11] Honorary title of "Dabeinong Teaching Model" of Jiangxi Agricultural University, 2020.

[12] Jiangxi Provincial Young Teacher Teaching Competition,Provincial Second Prize, 2020.

[13] Second Prize of Jiangxi Provincial Teaching Achievement Award (second), 2019.

[14] He was awarded the honorary title of "Excellent Teacher" of Jiangxi Agricultural University three times.

[15] Teaching assessment "Excellent Level 1"; Awarded the honorary title of "Excellent Class Teacher"; Awarded the "Teacher Style Award".

Contact email:liuzhang1006@163.com