汪榮明

1986年安徽師範大學數學系學士學位； ^[7] 

1986年安徽師範大學數學系教師； ^[7] 

1991年安徽師範大學數學系，申請獲得北京師範大學理學碩士學位； ^[7] 

1997年華東師範大學數理統計系博士學位； ^[7] 

1997年華東師範大學統計系講師、副教授、教授； ^[7] 

2002年華東師範大學統計系主任； ^[7] 

2007年華東師範大學金融與統計學院院長； ^[7] 

2014年華東師範大學黨委常委、副校長； ^[7] 

2019上海對外經貿大學黨委副書記、校長。 ^[6-7] 

上海市第十六屆人民代表大會代表。 ^[5] 

兼任：校學位評定委員會主席、校友會會長 ^[4] 

主要從事統計學和保險學的教學與研究，研究領域為保險精算、風險管理、數理金融。 ^{[3]  [7]} 

國務院學位委員會第七屆、第八屆學科評議組成員，教育部高等學校統計學類專業教學指導委員會副主任委員，中國現場統計研究會副理事長。 ^{[3]  [7]} 

入選教育部新世紀優秀人才計劃、上海市曙光計劃、上海市優秀學術帶頭人等人才專項計劃。主持高等學校學科創新引智計劃（“111”計劃）、國家社科基金重大項目、國家社科基金重點項目及多項國家自然科學基金、國家社會科學基金等項目的研究工作。發表中英文學術論文50餘篇，其中 SCI 源和 SSCI源論文30餘篇。 ^[3] 

1. 國家自然科學基金項目《馬爾科夫調節風險模型下的破產概率及相關問題》, (2010.1--2012.12), 項目批准號: 10971068, (主持人)

2. 教育部新世紀優秀人才支持計劃資助項目(2010.1--2012.12),項目批准號:NCET-09-0356,(主持人)

3. 國家重點基礎研究發展計劃(973計劃) 項目《投資決策與保險精算中的隨機控制方法與統計分析》, (2007.7--2011.8), 項目批准號:2007CB814904, (骨幹成員)

4. 教育部博士學科點專項科研基金項目《風險管理與金融決策中的幾個數學問題》, (2007.1--2009.12), 項目批准號: 20060269016, (主持人)

5. 國家自然科學基金項目《精算學中相關問題的研究》, (2007.1--2009.12), 項目批准號: 10671072, (主持人)

6. 國家社會科學基金項目《權益指數年金的定價與統計分析》, (2006.7--2009.7), 項目批准號: 06BTJ004, (主持人)

7. 上海市曙光計劃項目《破產概率中若干問題的研究》, (2005.1--2007.12), 項目批准號:04SG27, (主持人)

8. 華東師範大學主幹課程建設項目《現代風險理論》, (2004.11--2006.12), (主持人)

9. 國家自然科學基金項目《移動決策理論與移動決策支持系統》, (2003.1--2005.12), 項目批准號:70271001, 與東華大學聯合申請(排序第二)

10. 國家社會科學基金項目《經濟環境下風險理論中的統計分析》, (2003.10--2005.07), 項目批准號:03BTJ006, (主持人)

11. 教育部博士學科點專項科研基金項目《擴散過程的模型選擇》, (2003.1--2005.12), 項目批准號:20020269015, (主要參加者)

12. 上海市科委基礎研究重點項目《風險管理與金融決策的數學理論及其應用》, (2002.8--2005.6), 項目批准號:02DJ14063, (主要參加者)

13. 上海市教育委員會項目《曹關彪國際學術交流基金》, (2002.1--2002.12), (主持人)

14. 華東師範大學主幹課程建設項目《風險理論》課程建設與實踐, (2001.1--2002.12), (主持人)

15. 上海市科委項目《隱Markov過程與DNA序列分析》, (2000.10--2003.10),項目批准號: 00ZA14010, (主要參加者)

16. 國家自然科學基金重點項目《保險信息處理與精算的數學理論和方法》, (1999.1--2003.12),項目批准號: 19831020, (主要參加者)

17. 復旦---瑞士再保險公司資助課題《經濟環境下風險過程的破產理論》, (2000.6--2003.6), (主持人)

18. 國家自然科學基金項目《隨機過程中若干問題的研究》, (2000.1--2002.12),項目批准號: 19971072, 與徐州師大聯合申請(排序第二)

19. 國家自然科學基金項目《超空間上的隨機過程及其應用》, (1995.1--1997.12), 項目批准號: 19471064, (主要參加者)

20. 國家自然科學基金項目《粒子系統與隨機場及其應用》, (1994.1--1996.12), 項目批准號: 19371002, (主要參加者)

21. 教育部博士學科點專項科研基金項目《基於不完備市場的權益指數年金的定價及相關問題研究》, (2012.1--2014.12), 項目批准號:20110076110004, (主持人)

22. 國家自然科學基金重點項目《金融數學中的若干隨機分析問題的研究》, (2013.01--2017.12), 項目批准號: 11231005, (子項目負責人)

23.國家社會科學基金重點項目《中國經濟潛在增長的源泉與結構變化的估計研究》, (2012.12--2015.12), 項目批准號: 12AzD095, (與殷德生教授共同主持)

24. 2013年第二批國家社會科學基金重大項目《農業災害風險評估與糧食安全對策研究》, (2013.11--2016.11), 項目批准號: 13&ZD161, (主持人)

25. 2014年高等學校學科創新引智計劃《統計應用與理論研究創新引智基地》, (2013.10--2018.10), 基地編號: B14019, (主持人)

(部分代表性論文)

[1] Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (with Linyi Qianand Wei Wang), Journal of Industrial and Management Optimization, 2013, 9(2), 411-429.

[2] On the optimal dividend strategy in a regime-switching diffusion model (with Jiaqin Wei and Hailiang Yang), Advances inApplied Probability, 2012, 44, 886-906.

[3] Optimal surrender strategies for equity-indexed annuity investors with partial information (with Jiaqin Wei and HailiangYang), Statistics and Probability Letters, 2012, 82, 1251-1258.

[4] Joint distributions of some actuarial random vectors for Cox risk model (with Lin Xu and Dingjun Yao), Applied StochasticModels in Business and Industry, 2012, 28, 420–429.

[5] Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (withDingjun Yao and Hailiang Yang), European Journal of Operational Research，2011, 211, 568-576.

[6] Valuation of equity-indexed annuity under stochastic mortality and interest rate (with Linyi Qian, Wei Wang and YincaiTang), Insurance: Mathematics and Economics, 2010,47,123-129.

[7] Optimal Reinsurance and Dividend Strategies under the Markov-Modulated Insurance Risk Model (with Jiaqin Wei and Hailiang Yang), Stochastic Analysis and Applications, 2010, 28(6), 1078-1105.

[8] Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with RegimeSwitching (with Jiaqin Wei and Hailiang Yang), Journal of Optimization Theory and Applications, 2010, 147, 358-377.

[9] Optimal financing and dividend strategies in a dual model with proportional costs (with Dingjun Yao and Hailiang Yang),Journal of Industrial and Management Optimization, 2010, 6(4), 761-777.

[10] Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (with Jiaqin Wei andHailiang Yang), accepted by Proceedings of the Workshop on Stochastic Analysis and Finance (A. Kohatsu-Higa,N. Privault and S.J. Sheu. eds.), Birkhuser, 2009.

[11] Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (with Fengxia Hu),Journal of Computational and Applied Mathematics, 2010, 234(10), 2953-2961.

[12] Asymptotic Ruin Probabilities for Risk Model with Random Premium and Stochastic Return on Investment( with Xu Lin),Journal of Mathematics (PRC), 2010, 30(3), 439-448.

[13] On the Markov-Modulated Insurance Risk Model with Tax (with Jiaqin Wei and Hailiang Yang), Blaetter der DGVFM,2010, 31(1), 65-78.

[14] Upper bounds for ruin probabilities in two dependent risk models under rates of interest (with Yao Dingjun), AppliedStochasticModelsinBusinessandIndustry,2010,26(4),362-373.

[15] On the Distributions of two Classes of Multiple Dependent Aggregate Claims (with Kam C. Yuen and Lixing Zhu), ActaMathematicae Applicatae Sinica (English Series), 2008, 24(4), 655-668.

[16] On Maximizing the Expected Terminal Utility by Investment and Reinsurance (with Xu Lin and Yao Dingjun), Journal ofIndustrial and Management Optimization, 2008, 4(4), 801-815.

[17] A Decomposition of the Ruin Probability for Risk Process with Vasicek Interest Rate (with Xu Lin and Yao Dingjun),Northeast Math. Journal, 2008, 24(1), 45-53.

[18] The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails (with Jiaqin Wei),Communication in Statistics---Theory and Methods, 2008, 37(15), 2331-2341.

[19] Exponential Bounds for Ruin Probability in Two Moving Average Risk Models with Constant Interest Rate (with YaoDingjun), Acta Mathematica Sinica, 2008, 24(2), 319-328.

[20] On the Consistency of Credibility premiums regarding Esscher principle (with Tang Maolin, Wu Xianyi), Insurance:Mathematics and Economics, 2008, 42, 119-126.

[21] 考慮死亡風險下權益指數年金的定價(與錢林義, 廖靖宇合作), 《應用數學學報》, 2007年第30卷第3期, 497-505.

[22] Ruin problems with stochastic premium stochastic return on investments (With Xulin and Yao Dingjun), Frontiers ofMathematics in China, 2007, 2(3), 467-490.

[23] On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate (withWu Xianyi), Northeastern Math.Journal, 2006, 22(3), 299-305.

[24] Upper Bounds for Ruin Probabilities in an Autoregressive Risk Model with a Markov Chain Interest Rate (with Xu Lin),Journal of Industrial and Management Optimization, 2006, 2(2), 165-175.

[25] 同單調相依結構下兩重生命模型的概率分佈(與楊亞松合作), 《應用數學學報》, 2006年第1期, 131-138.

[26] On a Class of Erlang (2) Risk Processes (with Sun Lijuan), Chinese Journal of Contemporary Mathematics, 2005, 26(1),91-98.

[27] On Erlang(2) Risk Process Perturbed by Diffusion (with Kam C. Yuen, Yang Hailiang), Communication in Statistics---Theoryand Methods, 2005, 34(11), 2197-2208.

[28] On the Distribution of Surplus Immediately after Ruin under Interest Force and Subexponential Claims (with YangHailiang, Wang Hanxing), Insurance: Mathematics and Economics, 2004, 35, 703-714.

[29] A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain (with Wang Hanxing, Tang Maoning),Journal of Mathematical Analysis and Applications, 2003, 277, 722-730.

[30] On the Ruin Probability under a Class of Risk Processes (with Liu Haifeng), ASTIN BULLETIN, Vol.32, No.1, 2002.

[31] Set Valued Bartle Integrals (with Wu Weizhi, Zhang Wenxiu), Journal of Mathematical Analysis and Applications, 2001,255(1), 1-20.

[32] 集值隨機過程的投影(與吳偉志合作), 《數學年刊》, 2001年第22卷A輯第5期.

[33] Optional and Predictable Projections of Set-Valued Measurable Processes, Applied Mathematics---A Journal of ChineseUniversities, 2001, 16(3), 323-329.

[34] Essential (Convex) Closure of a Family of Random Sets and Its Applications, Journal of Mathematical Analysis andApplications, 2001, 262(2), 667-687.

[35] Doob’s Stopping Theorems for Set-Valued (Super, Sub) Martingales with Continuous Time, Journal of MathematicalResearch Exposition, 2000, 20(4), 515-522.

[36] 集值序上鞅, 《數學學報》, 2000年第43卷第6期.

[37] Some properties of sums of independent random sets, Northeastern Math. Journal, 1998, 14(2), 203-210.

[38] Set-valued stationary processes (with Wang Zhenpeng), Journal of Multivariate Analysis, 1997, 63(1), 180-198.

[39] 廣義布朗運動的若干性質, 《工程數學學報》, 1995年第12卷第4期.

[40] 一類隨機環境中單邊生滅鏈的常返性, 《數理統計與應用概率》, 1995年第10卷第3期.

[41] 具有兩個吸收壁的生滅鏈的平均吸收時間的計算, 《數理統計與應用概率》, 1994年第9卷第4期.

[42] A criterion of recurrence for birth-death chains of order 2 and related problems in random environment (with DingWanding), Math. Acta. Scientia, 1994, 14(1), 24-38.

[43] 一類隨機環境中的隨機遊動的吸收概率, 《數理統計與應用概率》, 1993年第8卷第3期.

[44] 一類相關隨機遊動的若干性質, 《工程數學學報》, 1992年第9卷第2期.

[1] Risk Models and Ruin Theory, Chapter one in Actuarial Mathematics: Theory and Methodology, Edited by Hanji Shang,World Scientific Publishing Co Pte Ltd and Higher Education Press, Singapore, 2006, 1-46.

[2] 風險理論, 《非壽險精算學》第九章, 王靜龍等主編, 中國人民大學出版社出版, 2004年.

[3] 一類更新風險模型下的破產概率, 《人口、疾病、保險》第九章, 尚漢冀主編, 復旦大學出版社, 2003年.