高慶武 bat365登录网站Welcome入口，教授，博士生導師 概率統計、金融保險、社交媒體輿情 qwgao@nau.edu.cn 15195885016
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工作經曆
2010.06-至今 bat365登录网站Welcome入口bat365在线唯一官网登录 講師、副教授、教授
2018.04-2019.04 美國紐約州立大學布法羅分校工業工程系 訪問學者
教育經曆
2007.09-2010.06 蘇州大學 數學科學學院 理學博士
2004.09-2007.07 南開大學 bat365在线唯一官网登录 理學碩士
2002.09-2004.06 曲阜師範大學 數學科學學院 理學學士
科研項目
2020.07-2024.12 國家社會科學基金項目：基于社交媒體大數據的突發事件網絡謠言應對行為與防控策略研究（No: 21BTJ029）主持
2024.01-2027.12 國家自然科學基金項目：極值理論在量化風險測度中的應用（No: 123717471）主持（子項目）
2024.09-2027.08 江蘇省自然科學基金項目：基于極值理論的保險風險測度建模與漸近分析（No: BK20241905）主持
2019.01-2022.12 國家自然科學基金項目：具有廣泛相依結構的風險模型的漸近分析及其應用（No: 11871289）主持（子項目）
2016.01-2018.12 國家自然科學基金項目：含有投資回報和相依結構的保險風險模型破産概率的漸近性研究（No: 11501295）主持
2014.01-2014.12 國家自然科學基金項目:含利率的相依重尾風險模型破産概率的漸近性态（No: 11326176）主持
2020.01-2022.12 教育部人文社會科學基金項目：具有延遲巨額理賠風險的保險公司破産概率近似估計與最優投資策略研究（No: 20YJCZH034）主持
2015.09-2018.08 中國博士後科學基金項目：極端事件和風險投資對保險公司破産風險的影響研究（No: 2015M580415）主持
2015.07-2018.12 江蘇省自然科學基金項目：含相依結構的随機加權和漸近理論及其在保險中的應用（No: BK20151459）主持
2016.12-2019.12 江蘇省社會科學基金項目：基于極值理論的金融保險公司破産風險管理與最優投資策略研究（No: 16GLC006 ）主持
2022.07-2025.08 江蘇省高等學校自然科學研究重大項目:突發事件背景下極端保險風險的建模與定量分析（No:22KJA11000）主持
2013.07-2016.06 江蘇省高校自然科學基金項目:基于随機加權和的相依風險模型的破産概率(13KJB110014）主持
2015.09-2018.08 江蘇省博士後科研資助項目：具有随機投資收益的保險公司破産概率漸近分析與最優投資策略研究（1501004B）主持
2015.10-2017.10 江蘇省金融工程重點實驗室開放課題：金融風險模型中考慮巨災風險和投資風險的破産風險分析與投資策略研究（NSK2015-06）主持
2022.01-2023.12 江蘇省金融工程重點實驗室開放課題：極端保險風險的建模及度量研究（NSK20 21-05）主持
代表性研究成果 (*: 通訊作者，#: 共同一作)
1) Xijun Liu, Qingwu Gao*, Linmin Kan (2024), Uniform asymptotics for a renewal risk model with a random number of delayed claims, Journal of Industrial and Management Optimization 20(11), 3415-3431.
2) Xijun Liu, Qingwu Gao*, Zimai Dong (2024), Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims, Stochastic Models 40(1), 97-122.
3) Xijun Liu, Qingwu Gao*, Yiyang Chen (2024), Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims, Stochastics 96(7), 1817-1839.
4) Qingwu Gao*, Wen Li, Linmin Kan (2024), Precise large deviations of aggregate claims in bidimensional risk model with dependence structures, Communications in Statistics-Theory and Methods 53(22), 8062–8075.
5) Qingwu Gao*, Zimai Dong, Xijun Liu, Junni Yan (2024), Precise large deviations of the net loss process in anon-standard two-dimensional risk model, Probability in the Engineering and Informational Sciences (2024), 1–20.
6) Xijun Liu, Qingwu Gao* (2024), Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments, Communications in Statistics-Theory and Methods 53(2), 641-665.
7) Zhisong Chen, Xiaoying Niu, Qingwu Gao, Jun Wang, (2024), Bilateral shock effect and alleviation strategy: a game‑theoretical study in international medical devices supply chain in the pandemic context, Operational Research 24(31),https://doi.org/10.1007/s12351-024- 00840-x.
8) Qingwu Gao*, Yufeng Huang (2024+), Precise large deviations for the total net loss process in compound risk model with dependence structures, Accepted by Bulletin of Korean Mathematical Society.
9) Xijun Liu, Qingwu Gao* (2023), Asymptotics for random-time ruin probability of a risk model with diffusion,constant interest force and non-stationary arrivals, Journal of Mathematical Inequalities 17(3), 849-865.
10) Yuhua Xu, Qingwu Gao, Chengrong Xie, Xin Zhang, Xiaoqun Wu, 2023. Finite-time synchronization of complex networks with privacy-preserving, IEEE Transactions on Circuits and Systems II: Express Briefs, 10.1109/ TCSII.2023.3274634
11) Qingwu Gao*, Jia’nan Lin, Xijun Liu, 2023. Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times. Statistics and Probability Letters 197, 109809.
12) Qingwu Gao*, Wenlei Pan, 2023. Precise large deviations of aggregate claims in a nonstandard risk model with arbitrary dependence between claim sizes and waiting times. AIMS Mathematics 8(1), 2191–2200.
13) Chengrong Xie, Qingwu Gao, Xin Zhang, Qing Xia, Yuhua Xu*, 2023. Synchronization of Stochastic Multilayer Networks by Finite-Time Controller. IEEE Access 11, 249–255.
14) Xijun Liu, Qingwu Gao*, 2022, Uniform asymptotics for the compound risk model with dependence structures and constant force of interest, Stochastics 94(2), 191–211.
15) Qingwu Gao, Jun Zhuang, Ting Wu*, Houcai Shen, 2021, Transmission dynamics and quarantine control of COVID-19 in cluster community: A new transmission-quarantine model with case study for Diamond Princess, Mathematical Models and Methods in Applied Science 31(3), 619-648.
16) Meiling Jiang#, Qingwu Gao#, Jun Zhuang*, 2021, Reciprocal spreading and debunking processes of online misinformation: A new rumor spreading–debunking model with a case study, Physica A 565 (2021) 125572.
17) Rui Hu, Qingwu Gao*, Bairong Wang, 2021, Dynamics and control of worm epidemic based on mobile networks by SEIQR-type model with saturated incidence rate, Discrete Dynamics in Nature and Society, 1-22.
18) Qingwu Gao*，XijunLiu，Chunrong Chai, 2020, Asymptotic bounds for precise large deviations in a compound risk model under dependence structures, Journal of Mathematical Inequalities 14(4), 1067-1082.
19) Qingwu Gao*, Jun Zhuang, 2020, Stability Analysis and Control Strategies for Worm Attack in Mobile Networks via a VEIQS Propagation Model, Appl. Math. Comput Volume 368, 124584.
20) Qingwu Gao*, Xijun Liu, 2020, Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory, J. Korean Stat. Soci. 49:596–624.
21) Xijun Liu#, Qingwu Gao*#, Ming Liu, 2020, Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims, Communications in Statistics-Theory and Methods, 49(13), 3073 -3093.
22) Qingwu Gao*, Jun Zhuang, 2019, Asymptotics for a delay-claim risk model with diffusion,dependence structures and constant force of interest, J. Comput. Appl. Math. 353, 219-231.
23) Qingwu Gao*, Xijun Liu, 2019, Large Deviations for the Discounted Aggregate Claims in Time-Dependent Risk Model with Constant Interest Force, Filomat 33(1) 65-79.
24) Qingwu Gao*, Xijun Liu, 2019, Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables, J. Inequal. Appl. 120, https://doi.org/ 10.1186/s13660-019-2067-x.
25) Qingwu Gao*, 2019, Uniform Asymptotics for a Delay-Claims Risk Model with Constant Force of Interest and By-Claims Arriving according to a Counting Process, Math. Probl. Eng. 2019.
26) Xijun Liu, Changjun Yu, Qingwu Gao*, 2017, Precise large deviations of aggregate claim amount in a dependent renewal risk model, Communications in Statistics-Theory and Methods 46(5), 2354-2363.
27) Qingwu Gao*, Zhongquan Huang, Houcai Shen, Juan Zheng, 2016, Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims, Journal of Industrial and Management Optimization 12(1), 31-43.
28) Xijun Liu, Qingwu Gao*, Ermin Gao, 2016, Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model, Communications in Statistics-Theory and Methods 45(20), 6045-6060.
29) Xijun Liu, Qingwu Gao*, 2016, Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims, Communications in Statistics-Theory and Methods 45(18), 5341-5354.
30) Qingwu Gao*, Na Jin, 2015, Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory, Communications in Statistics-Theory and Methods 44(18), 3885-3902.
31) Qingwu Gao*, Erli Zhang, Na Jin, 2015, The ultimate ruin probability of a dependent delayed-claims risk model perturbed by diffusion with constant force of interest, Bulletin of the Korean Mathematical Society 52(3), 895-906.
32) Qingwu Gao*, Xiuzhu Yang, 2014，Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest, Journal of Mathematical Analysis and Applications 419, 1193-1213.
33) Qingwu Gao*, Di Bao, 2014, Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest, Journal of the Korean Mathematical Society 51(4), 735-749.
34) Qingwu Gao*, Na Jin, Houcai Shen, 2014, Asymptotic behavior of the finite time ruin probability with pairwise quasi asymptotically independent claims and constant interest force, Rocky Mountain Journal of Mathematics 44(5), 1503-1528.
35) Tao Jiang, Qingwu Gao, Yuebao Wang*, 2014, Max-sum equivalence of conditionally dependent random variables, Statistics and Probability Letters 84: 60-66.
36) Yang Yang*, Qingwu Gao, 2014, On closure properties of heavy-tailed distributions for random sums, Lithuanian Mathematical Journal 54(3), 366-377.
37) Qingwu Gao*, Xijun Liu, 2013, Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest, Statistics and Probability Letters 83(6): 1527-1538.
38) Qingwu Gao*,Yu Liu, Georgios Psarrakos, Yuebao Wang, 2013, On asymptotic equivalence among the solutions of some defective renewal equations, Lithuanian Mathematical Journal 53(4): 391-405.
39) Qingwu Gao*, Yang Yang, 2013. Uniform asymptotics for the finite time ruin probability in a general risk model with pairwise quasi asymptotically independent claims and constant interest force, Bulletin of the Korean Mathematical Society 50(2): 611-626, 2013.
40) Kaiyong Wang, Yuebao Wang*, Qingwu Gao, 2013, Uniform asymptotics for the finite time ruin probability of a dependent risk model with a constant interest rate, Methodology and Computing in Applied Probability 15(1): 109-124.
41) Yang Yang*，Jinguan Lin，QingwuGao，2013, Asymptotics for the infinite-time absolute ruin probabilities in time-dependent renewal risk models, Science China (A) 43(2) : 173-184.
42) Qingwu Gao*, Peng Gu, Na Jin, 2012, Asymptotic Behavior of the Finite-Time Ruin Probability with Constant Interest Force and WUOD Heavy-Tailed Claims, Asia-Pacific Journal of Risk and Insurance 6(1), DOI: 13.1515/2153-3792.1129.
43) Qingwu Gao*, Na Jin, Juan Zheng, 2012, Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, Advance Decision Sciences, DOI:10.1155/2012/936525.
44) Xijun Liu, Qingwu Gao, Yuebao Wang*, 2012, A note on a dependent risk model with constant interest rate, Statistics and Probability Letters 82(4): 707-712.
45) Yuebao Wang*,Yawei Li, Qingwu Gao, 2011, On the exponential inequality for acceptable random variables, Journal of Inequalities and Applications 40, DOI:10.1186/1029-242X-2011 -40.
46) Qingwu Gao, Yuebao Wang*, 2010, Randomly weighted sums with dominatedly varying-tailed increments and application to risk theory, Journal of the Korean Statistical Society 39(3): 305-314, 2010.
47) Qingwu Gao, Yuebao Wang*, 2009, Ruin probability and local ruin probability in the random multi-delayed renewal risk model, Statistics and Probability Letters 79: 588-596, 2009.
48) Yuebao Wang*, Qingwu Gao, Kaiyong Wang, Xijun Liu, 2009, Random time ruin probability for the renewal risk model with heavy-tailed claims, Journal of Industrial and Management Optimization, 719-736, 2009.
獲獎情況
2013年bat365登录网站Welcome入口教學質量獎
2014年bat365登录网站Welcome入口第五屆“校長獎教金”
2014年bat365登录网站Welcome入口第六屆青年教師教學競賽三等獎
2014年江蘇省第一屆本科高校青年教師教學競賽優勝獎
2015年江蘇政府留學獎學金
2015年南京市第十一屆自然科學優秀學術論文獎
2016年江蘇高校“青藍工程”優秀青年骨幹教師（考核等級：優秀，2019）
2016年bat365登录网站Welcome入口“潤澤學者”
2017年bat365登录网站Welcome入口“吾愛吾師”——我最喜愛的老師提名獎
2019年bat365登录网站Welcome入口第八屆青年教師教學競賽一等獎
2020年江蘇省第三屆本科高校青年教師教學競賽二等獎
2020年bat365登录网站Welcome入口“潤澤學者”
2021年江蘇高校“青藍工程”中青年學術帶頭人
2022年bat365登录网站Welcome入口第三屆教師教學創新大賽正高組一等獎
2023年bat365登录网站Welcome入口第四屆教師教學創新大賽正高組特等獎
2023年bat365登录网站Welcome入口“潤澤學者”
講授課程
本科生：概率論與數理統計（雙語）、線性代數、微積分、應用随機過程、數理金融、保險精算學、數學簡史等
研究生：現代精算風險理論、保險與金融風險管理等