何敬民
	博士，教授
	电子邮箱：Jingmin_he@tjut.edu.cn
	办公电话：022-60215553

个人简介

天津理工大学数学科学学院教授，硕士生导师。2008年6月毕业于南开大学数学科学学院，获概率论与数理统计专业博士学位。同年7月入职天津理工大学，任数学系教师。长期从事随机过程及其在金融保险应用方面的研究，尤其在逐段决定马尔可夫过程和扩散过程刻画的金融保险模型的风险问题方面和特殊破产时方面积累了丰富的研究经验，并取得了丰硕的研究成果。

研究领域

随机过程及其在金融保险中的应用

科研项目

1. 教育部人文社科项目：逐段马氏风险过程停时和最优分红的研究（14YJCZH048），2015.1-2017.12, 8万，项目负责人

2. 国家自然科学基金青年科学基金项目：几类随机观察风险模型中的税收与最优分红问题（11601382），2017.1-2019.12，18万，参与者

3. 教育部人文社科项目：风险过程中相关方程解的研究（15YJCZH204），2016.1-2018.12, 8万，参与者

4. 国家自然科学基金青年科学基金项目：几类风险过程的实质性破产问题（11401436），2015.1-2017.12，22万，参与者

5.武警后勤学院附属医院横向课题：地震后人员伤亡预测模型开发, 2015.1-2015.12，4万，参与者

6.国家自然科学基金数学天元青年基金项目：几类带有loss-carry-forward税收的风险模型的研究（11226203），2013.1-2013.12，3万，参与者

7.国家自然科学基金数学天元青年基金项目：，几类含借贷利率风险过程的绝对破产与分红问题（11226204），2013.1-2013.12，3万，参与者

8. 国家自然科学基金青年科学基金项目：分数布朗运动环境下金融保险中优化问题的研究（10901086），2010.1-2012.12，16万，参与者

9. 国家自然科学基金数学天元青年基金项目：逐段决定马尔可夫过程及其在金融保险中的应用（10926161），2010.1-2010.12，4万，项目负责人

代表论文、专利

1. Yuanda Guo, Jingmin He. Optimal stopping problem for American put options with compensated refusal of reward in the CEV model. Communications in Statistics-Simulation and Computation. 2026. https://doi.org/10.1080/03610918.2026.2653677.    (SCI)

2. Zhongqin Gao, Yan Lv, Jingmin He. Optimal dividend control with transaction costs under exponential Parisian ruin for a refracted Lévy risk model. Communications in Statistics-Theory and Methods. 2026. https://doi.org/10.1080/03610926.2025.2611091.  (SCI)

3. Zhongqin Gao, Yan Lv, Jingmin He. Optimal decision-making for mutual insurers under stochastic market dynamics. Communications in Statistics-Simulation and Computation. 2025. https://doi.org/10.

1080/03610918.2025.2554184.  (SCI)

4. Yifei Liu, Jingmin He. The first hitting times and first exit times for exponential Ornstein-Uhlenbeck process. Communications in Statistics-Simulation and Computation. 2025. https://doi.org/10.1080/0361

0918.2025.2484618.  (SCI)

5. Yifei Liu, Jingmin He. The joint distributions of some extremums on geometric Brownian motion. Communications in Statistics-Theory and Methods, 2025, 54(19): 6389-6405.   (SCI)

6. 赵静,何敬民,周奕帆.经典风险模型下混合双险种最优再保险的研究.首都师范大学学报(自然科学版), 2023, 44(1): 11-16.

7. 王梦珂,何敬民.基于带漂移系数扩散风险模型的值函数.天津师范大学学报(自然科学版), 2023, 43(1): 6-9+72.（北大核心）

8. Yifan Zhou, Jingmin He, Jing Zhao. Parisian ruin probability for the classical risk model with two-step premium. University Politehnica of Bucharest Scientific Bulletin-Series A-Applied Mathematics and Physics, 2022, 84(3): 65-74. (SCI, EI)

9. Jingmin He, Fangling Wu. Exact solutions of the two-side exit time problems for   the Vasicek model, Communications in Statistics-Theory and Methods, 2022, 51(24): 8625-8633.  (SSCI, SCI)

10. Zhongqin Gao, Jingmin He, Zhifeng Zhao, Bingbing Wang.   Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy, Methodology and Computing in Applied Probability, 2022, 24(1): 233-258. (SCI, SSCI)

11. Wei Wang, Jingmin He. Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. Periodica Mathematica Hungarica, 2021, 82(1): 39-55. (SCI)

12. Jingmin He, Zhongqin Gao, Yitao Yang. Exit times for Geometric Brownian motion, University Politehnica of Bucharest Scientific Bulletin-Series A-Applied Mathematics and Physics, 2020, 82(1): 27-34. (SCI)

13. Zhongqin Gao, Jingmin He, Bingbing Wang. Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest. Communications in Statistics-Simulation and Computation, 2020, 49(10): 2693-2703. (SCI, EI)

14. Jingmin He, Zhongqin Gao, Bingbing Wang. Omega model for a jump-diffusion process with a two-step premium rate. Journal of the Korean Statistical Society, 2019, 48(3): 426-438.（SCI）

15. Zhongqin Gao, Jingmin He. The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate, Communications in Statistics-Theory and Methods, 2019, 48(24): 6019-6037.（SSCI, SCI, EI）

16. He Jingmin, Wang Bingbing. Total duration of negative surplus for the risk model with credit and debit interest. 南开大学学报(自然科学版), 2019, 52(5): 1-8.（北大核心, CSCD）

17. 高忠琴,何敬民,王冰冰.带投资和退保的离散时间风险模型的破产概率.济南大学学报(自然科学版),2019, 33(3): 273-278.（北大核心）

18. 王冰冰,何敬民.随机观测下两面跳的对偶风险模型.烟台大学学报(自然科学与工程版), 2019, 32(2): 113-117+178.

19. Jingmin He, Yitao Yang. The exit times for the diffusion risk model with drift coefficient，International Journal of Dynamical Systems and Differential Equations, 2017, 7(2): 136-141. (EI)

20. Jingmin He, Wei Zhang, Manman Li, Xin Fang. Joint distribution for the risk process with premiums depending on the current reserve, Journal of Donghua University, English Edition, 2017, 34(4): 540-544.

21. Yitao Yang, Jingmin He, Zhongqin Gao, Bingbing Wang. Exit times for the diffusion risk model with debit interest. International Journal of System Assurance Engineering and  Management,  2017,

 8(2): 1810-1815.   (EI)

22.  Jingmin He, Zaiming Liu, Wei Zhang. The distribution of some extremum on the risk process whose income depend on the current reserve. SpringerPlus, 2016, 5: 1980. (SSCI, SCI)

23. Wei Wang, Jingmin He. Total duration of negative surplus for a Brownian motion risk model with interest. Acta Mathematica Sinica, English Series, 2014, 30(1): 163-168.（SCI）

24. He Jingmin, Wu Rong, Cui Jiafeng. Upper bounds for the ruin probability in a risk model with interest whose premiums depend on the backward recurrence time process. Advance in Mathematics, 2011, 40(4): 501-511. （北大核心, CSCD）

25.  Jingmin He, Rong Wu. On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs. Acta Mathematicae Sinica, English Series, 2010, 26(5): 951–962. （SCI, SSCI）

26. Wei Wang, Jingmin He, Rong Wu. Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy. Acta Mathematica Applicatae Sinica, English Series, 2010, 26(4): 661-668. （SCI）

27. 何敬民,吴荣. 带干扰古典风险模型的一些分布.数学物理学报, 2010,30(3): 818-827. （北大核心, CSCD）

28. Jingmin He, Rong Wu, Huayue Zhang. Total duration of negative surplus for the   risk model with debit interest. Statistic and Probability Letters, 2009, 79(10): 1320-1326. （SCI, SSCI）

29. Jingmin He, Rong Wu, Huayue Zhang. Ruin probabilities of a surplus process described by PDMPs. Acta Mathematicae Applicatae Sinica, English Series, 2008, 24(1): 117-128. （SCI）

30.  He Jingmin, Wu Rong. On the expected discounted penalty function for the   risk process described by PDMPs . 南开大学学报(自然科学版), 2008, 41(5): 107-112. （北大核心, CSCD）

 著作

1.《概率论与数理统计》，天津大学出版社，2024，副主编.

2.《概率论与数理统计》，上海交通大学出版社，2017，副主编.

奖励与荣誉

天津理工大学数学建模领队，指导全国大学生数学建模竞赛，获国家二等奖2项，天津市一等奖7项，天津市二等奖6项。