个人资料
姓 名:李辰
职 称:副教授/硕士生导师
学科专业:概率论与数理统计
通讯地址:天津商业大学理学院统计系
电子信箱:920162736@tjcu.edu.cn
主要教育及工作经历
(1)2021.11至今:天津商业大学理学院统计系,副教授;
(2)2016.7-2021.10:天津商业大学理学院统计系,讲师;
(3)2010.9-2016.6:厦门大学数学科学学院,概率论与数理统计专业,硕博连读;
(4)2006.9-2010.7:厦门大学数学科学学院,数学与应用数学专业,本科。
主要研究方向
精算风险理论,随机序与相依性理论,可靠性理论
获得荣誉
[1] 2021年天津商业大学教学质量优秀奖
[2] 2018年天津商业大学优秀教师
[3] 2018年天津商业大学教学质量优秀奖
代表性论文
1. Li, C., Fang, R. and Li, X. (2021) Stochastic comparison on load-sharing systems with one statistically dependent redundancy, Applied Stochastic Models in Business and Industry, https: //doi.org/10.1002/asmb.2640.
2. Li, C. and Li, X. (2021) On stochastic dependence in residual lifetime and inactivity time with some applications. Statistics and Probability Letters 177, 109120.
3. Li, C. and Li, X. (2020) Weak aging properties for coherent systems with statistically dependent component lifetimes, Naval Research Logistics 67, 559-572.
4. Li, C. and Li, X. (2020) Preservation of weak SAI’s under increasing transformations with applications,Statistics and Probability Letters 164, 108828.
5. Cai, N., Ni, W. and Li, C. (2019) Some ordering properties of series and parallel systems with dependent component lifetimes. Communications in Statistics – Theory and Methods 48(19), 4764-4779.
6. Li, C. and Li, X. (2019 Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices. Communications in Statistics – Theory and Methods 48(3), 694-7087.
7. Li, C. and Li, X. (2019) Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable. Insurance: Mathematics and Economics 86, 84-91.
8. Li, C. and Li, X. (2019) Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables. Statistics and Probability Letters 146, 104-111.
9. Li, C. and Li, X. (2018) Stochastic arrangement increasing risks in financial engineering and actuarial science - a review. Quantitative Finance and Economics 2(1), 190-216.
10. Li, C. and Li, X. (2018) Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components. Metrika 81, 445-464.
11. Rui, F., Li, C. and Li, X. (2018) Ordering results on extremes of scaled random variables with dependence and proportional hazards. Statistics 52, 458-478.
12. Li, C. and Li, X. (2018) On the Optimal Risk Sharing in Reinsurance with Random Recovery Rate. Risks 6(4), 114.
13. Li, C. and Li, X. (2017) Preservation of weak stochastic arrangement increasing under fixed time left-censoring. Statistics and Probability Letters 129, 42-49.
14. Li, C. and Li, X. (2017) Ordering optimal deductible allocations for stochastic arrangement increasing risks. Insurance: Mathematics and Economics, 2017, 73, 31-40.
15. Li, C. and Li, X. (2017) Some new results on allocation of coverage limits and deductibles to mutually independent risks. Communications in Statistics - Theory and Methods, 46(8), 3934-3948.
16. Li, C. and Li, X. (2017) Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures. Communications in Statistics - Theory and Methods 46(2), 874-891.
17. Li, C. and Li, X. (2016) Sufficient conditions for ordering aggregate heterogeneous random claim amounts. Insurance: Mathematics and Economics 70, 406-413.
18. Li, X. and Li, C. (2016) On allocations to portfolios of assets with statistically dependent potential risk returns. Insurance: Mathematics and Economics 68, 178-186.
19. Li, C., Fang, R. and Li, X. (2016) Stochastic comparisons of order statistics from scaled and interdependent random variables. Metrika 79, 553-578.
20. Li, C. and Li, X. (2016) Relative ageing ofseries and parallel systems with statistically independent and heterogeneous component lifetimes. IEEE Transactions on Reliaiblity 65(2): 1014-1021.
21. Fang, R., Li, C. and Li, X. (2016) Stochastic comparisons on sample extremes of dependent and heterogeneous observations. Statistics 50(4): 930-955.
22. Li, C. and Li, X., (2015) Likelihood ratio order of sample minimum from heterogeneous Weibull random variables. Statistics and Probability Letters 97: 46-53.
23. Li, C., Fang, R. and Li, X., (2015) Some aging properties involved with compound geometric distributions. Sankhya: The Indian Journal of Statistics 77, 337-350.
24. Li, C. and Li, X., (2013) Optimal reinsurance under Expected Shortfall risk measure. Journal of Mathematical Study 46, 351-366.
科研项目
1.天津市自然科学基金青年基金,20JCQNJC00620,带冷贮备部件的相依表决系统的随机比较及相对老化研究,2020.4-2022.3,主持,在研
2.天津市教委一般项目,2017KJ176,寿命分布类关于相依系统的封闭性和反向封闭性研究,2017.10-2020.12,主持,已结项
3.天津商业大学新进教师科研启动项目,R160106,相依性理论在保险精算与风险管理中的应用,2016.10-2019.12,主持,已结项