黄娅,女,1987年生,湖南江华人,中共党员,副教授,管理学博士。现任金宝搏官方188应用经济学硕士生导师、金融专硕专业学位硕士生导师。
一直从事金融工程与风险管理、保险精算等领域的相关问题研究。金宝搏官方188“世承人才计划青年优秀人才”(2018),国家自然科学基金委函评专家。
[学习经历]
2004.9—2008.6 就读金宝搏官方188全日制本科数学与应用数学专业,获理学学士学位;2008.9—2011.6 就读金宝搏官方188全日制硕士研究生概率论与数理统计专业,获理学硕士学位;2012.9—2016.6 就读湖南大学全日制博士研究生管理科学与工程专业,获管理学博士学位。
[工作经历]
2016.7至今,于金宝搏官方188商学院金融系任教。(期中,2016.12 认定讲师;2018.12晋升副教授。)
[主持的代表性项目]
1.国家自然科学基金青年项目“基于鲁棒优化的时间不一致性偏好下最优投资-再保险策略研究“(项目编号:71701068)
2.湖南省自然科学基金青年项目“基于模型不确定的最优投资与再保险策略研究“ (项目编号:2018JJ3360)
3.湖南省教育厅科学研究项目一般项目“保险风险控制理论中的鲁棒最优策略研究” (项目编号:17C1001)
[论文代表作]
1.Ya Huang#, Yao Ouyang, Lingxiao Tang*, Jieming Zhou, Robust optimal investment and reinsurance problem for the product of the insurer’s and the reinsurer’s utilities, Journal of Computational and Applied Mathematics, 2018,344:532-552 (SCI、SSCI同时收录)
2.Yingchun Deng#, Juan Liu, Ya Huang*, Man Li, Jieming Zhou, On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates, Communications in Statistics-
Theory and Methods, 2018,47(23):5867-5883 (SCI、SSCI同时收录)
3.Ya Huang#, Xiangqun Yang, Jieming Zhou*, Robust optimal investment and reinsurance problem for a general insurance company under Heston model, Mathematical Methods of Operations Research, 2017, 85(2): 305-326 (SCI、SSCI同时收录)
4.Jieming Zhou#, Xiangqun Yang, Ya Huang*, Robust optimal investment and proportional reinsurance towards joint interests of the insurer and the reinsurer, Communications in Statistics-Theory and Methods, 2017, 46(21): 10733-10757 (SCI、SSCI同时收录)
5.Huiming Zhu#,*, Chao Deng, Yingchun Deng, Ya Huang, Optimal financing and dividend policies with Markovian switching regimes. Communications in Statistics-Theory and Methods, 2017, 46(5):2161-2180 (SCI、SSCI同时收录)
6.Ya Huang#, Xiangqun Yang, Jieming Zhou*, Optimal investment and proportional reinsurance for a jump- diffusion risk model with constrained control variables, Journal of Computational and Applied Mathematics, 2016, 296:443-461 (SCI收录)
7.Huiming Zhu#,*, Ya Huang, Jieming Zhou, Xiangqun Yang, Chao Deng, Optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market, The ANZIAM Journal,2016,57(3):352-368 (SCI、SSCI同时收录)
8.Hui Ou#, Xiangqun Yang, Ya Huang, Jieming Zhou*, Robust optimal portfolio and reinsurance for an insurer under inflation risk, Chinese Journal of Applied Probability and Statistics (应用概率统计),2016,32(1):89-100 (CSCD收录)
9.周杰明, 郑箫箫, 张鑫,黄娅,随机利率和随机波动率框架下的鲁棒最优投资组合. 南开大学学报:自然科学版, 2016,5:102-111 (CSCD收录)
10.Jieming Zhou#,*, Yingchun Deng, Ya Huang, Xiangqun Yang, Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle, Acta Mathematica Scientia, 2015, 35(2): 303-312 (SCI、SSCI同时收录)
11.Huiming Zhu#,*, Ya Huang, Xiangqun Yang, Jieming Zhou, On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes, Journal of Applied Mathematics, 2014, 2014:1-12(SCI、SSCI同时收录)
[论著代表作及获奖]
1.黄娅(3/4), Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle, 《数学物理学报》编辑部,Acta Mathematica Scientia 2015年年度优秀论文,2017(周杰明, 邓迎春,黄娅,杨向群)