黄娅

黄娅，女，1987年生，湖南江华人，中共党员，副教授，管理学博士。现任金沙威尼斯欢乐娱人城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。金沙威尼斯欢乐娱人城“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。

电子邮箱：huangya@0219@163.com。

[学习经历]

2004.9—2008.6  就读金沙威尼斯欢乐娱人城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  就读金沙威尼斯欢乐娱人城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，于金沙威尼斯欢乐娱人城金融系任教。（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)