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    鲁大伟

    • 教授 博士生导师 硕士生导师
    • 任职 : 统计与金融研究所所长
    • 性别:男
    • 毕业院校:开云平台首页
    • 学位:博士
    • 所在单位:数学科学学院
    • 学科:概率论与数理统计. 金融数学与保险精算
    • 办公地点:创新园大厦A1129
    • 联系方式:0411-84708351-8129
    • 电子邮箱:dwlu@dlut.edu.cn

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      个人简介

      开云平台首页 ,数学科学学院,教授, 博士生导师

      受教育经历:
      2004/09 –2010/01,开云平台首页 , 数学科学学院, 博士
      2007/11 –2008/11,特拉华大学(美国), 应用数学系, 联合培养博士
      2000/09 –2004/06,开云平台首页 , 数学科学学院, 学士

      研究工作经历:

      2018/12 – 至今, 开云平台首页 , 数学科学学院, 教 授 博士生导师

      2016/07 – 2018/12, 开云平台首页 , 数学科学学院, 副教授 博士生导师

      2016/06 – 2016/12, 香港中文大学, 统计系, Research Associate

      2013/12 – 2016/06, 开云平台首页 , 数学科学学院, 副教授 硕士生导师

      2012/05 – 2012/07, 南洋理工大学(新加坡),数理学院, 访问学者

      2011/12 – 2013/12, 开云平台首页 , 数学科学学院, 讲师 硕士生导师

      2010/02 – 2011/12, 开云平台首页 , 计算机科学与技术流动站, 博士后

      教学工作经历:
      近五年分别多次承担“测度与概率”、“随机过程引论”、“概率论与数理统计”等本科生授课任务;“高等概率论”、“随机过程”、“现代精算风险理论”等研究生授课任务。

      社会兼职
      2015 - Present 国家自然科学基金同行评议专家
      2009 - Present Member, Institute of Mathematical Statistics (IMS)
      2015 - Present, 美国数学评论(Mathematical Reviews)特邀评论员

      2017 - Present,Journal of Science and Arts咨询委员会成员

      (如下国际杂志审稿人):
      1, Journal of Computational and Applied Mathematics;
      2, Abstract and Applied Analysis;
      3, Applied Mathematics and Computation;
      4, Journal of Inequalities and Applications;
      5, Journal of Number Theory;
      6, Stochastics: An International Journal Of Probability And Stochastic Processes;
      7, Integral Transforms And Special Functions;

      8,Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas

      9, Filomat;

      (如下国内杂志审稿人):

      1, 数学进展 Advances In Mathematics(CHINA),北京大学数学科学学院;
      2, 应用概率统计 Chinese Journal of Applied Probability and Statistics,华东师范大学金融与统计学院;
      3, 应用数学 Mathematica Applicata,华中科技大学;

      研究领域(研究课题)
      1. 概率极限理论;布朗运动首出时的渐近理论.

      2. 随机变量和的精细大偏差、保险精算中的破产概率理论.

      3. 随机相依度量.

      4. Mills’率; Gamma 率; Beta 率的研究.

      5. 伽马函数,欧拉常数等数学常数的渐近估计.


      承担、参与国家自然科学基金项目:
      1, 负责人:鲁大伟
      项目名称:布朗运动在多种随机区域上首出时的若干研究(青年项目)
      起止年月:2012/01—2014/12
      2, 第一参与人:鲁大伟
      项目名称:基于copula的随机向量间的相依性(面上项目)
      起止年月:2014/01—2017/12
      3, 负责人:鲁大伟
      项目名称:可变、随机维数下布朗运动出逃概率的渐近估计(面上项目)
      起止年月:2016/01—2019/12

      指导硕博研究方向
      1. 概率极限理论, 布朗运动首出时的渐近理论.
      2. 随机变量和的精细大偏差、破产概率理论.
      3. 随机相依度量.
      4. Mills’ 率; Gamma 率; Beta 率的研究.


      已毕业概率论与数理统计、金融数学与保险精算、应用统计专业硕士研究生毕业后方向:

      海外读博(如美国马里兰州立大学、英国南安普顿大学、香港中文大学);

      银行(如建设银行、中国人民银行、招商银行、民生银行、工商银行);

      证券(如兴业、齐鲁证券等);

      保险公司(如人寿、太平洋、阳光、中意)等。

      欢迎有志于概率论、保险精算、金融数学、应用统计研究的优秀本科生报考硕士、博士研究生,加入我的团队!

      工作成果(奖励、专利等)
      论文获奖:
      [1] 鲁大伟,多维高斯概率的渐近估计,辽宁省自然科学学术成果奖,学术论文类。二等奖2010。
      [2] 鲁大伟,宋立新,布朗运动在极大极小随机椭球上首出时的研究,辽宁省自然科学学术成果奖,学术论文类。三等奖, 2012。
      [3] 鲁大伟,Beta分布的估计,辽宁省自然科学学术成果奖,学术论文类。三等奖。2013。
      [4] 鲁大伟,Gamma分布函数的研究,大连市自然科学优秀学术论文。三等奖,2013。
      [5] 鲁大伟,王晓光,伽玛函数的渐近表示,辽宁省自然科学学术成果奖,学术论文类。三等奖。2014。
      [6] 鲁大伟,欧拉常数的更快收敛序列,大连市自然科学优秀学术论文。三等奖,2015。
      [7] 鲁大伟,Some new convergent sequences and inequalities of Euler's constant,辽宁省自然科学学术成果奖。二等奖,2016。
      [8] 鲁大伟,基于Nemes, Ramanujan,Burnside公式的一种新的快速渐近伽马函数的方法,大连市自然科学优秀学术论文。三等奖,2017。
      [9] 鲁大伟,Certain approximations to achieve sharp lower and upper bounds for the Mills’ ratio of the inverse Gaussian distribution,辽宁省自然科学学术成果奖。三等奖,2017。
      [10] 鲁大伟,A quicker continued fraction approximationof the gamma function related to the Windschitl’s formula,辽宁省自然科学学术成果奖。三等奖,2018。


      指导本科生获奖情况:
      [1] 马从旭,Gamma函数渐近估计的若干研究,2014年度本科生毕业设计(论文)校优秀论文。
      [2] 余 洋,Euler 常数的多个连分数逼近公式,2015年度本科生毕业设计(论文)校优秀论文。
      [3] 刘松昊,Glaisher-Kinkelin 常数和 Bendersky-Adamchik 常数渐近估计的若干研究,2015年度本科生毕业设计(论文)校优秀论文。
      [4] 徐慧媛,Gamma函数最新相关逼近公式的研究,2016年度本科生毕业设计(论文)校优秀论文。
      [5] 张佩璇,Minc-Sathre商式的相关逼近与不等式,2017年度本科生毕业设计(论文)校优秀论文。
      [6] 房思宇,一些特殊函数的逼近,2018年度本科生毕业设计(论文)校优秀论文。

      [7] 温子璇,一些特殊函数及数学常数的逼近,2019年度本科生毕业设计(论文)校优秀论文。

      [8] 王一伊,基于多项式方法的一类特殊函数的快速逼近,2020年度本科生毕业设计(论文)校优秀论文。

      [9] 任志远,次高斯随机变量的相关不等式,2021年度本科生毕业设计(论文)校优秀论文。

      [10] 王若伊,拉马努金展开式的系数优化,2022年度本科生毕业设计(论文)校优秀论文。

      指导硕士生获奖情况:
      [1] 马从旭, 2016年度开云平台首页 优秀硕士学位论文。
      [2] 齐晓梦, 2016年度开云平台首页 优秀硕士学位论文。

      [3] 陈晓燕, 2020年度开云平台首页 优秀硕士学位论文。

      [4] 孟 垚, 2021年度开云平台首页 优秀硕士学位论文。


      出版著作和论文
      Publication (SCI 检索) *为通讯作者 截止目前发表论文被他引299次(除去自引,他引212次),Web of Science 高引论文12篇,ESI高被引论文5篇。

      [88], X.Shen andM.Yuan*and D.Lu. Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims.Communications in Statistics – Theory and Methods. Accept (2022)

      [87], D.Lu*andJ.Yang. Identifying the distribution of linear combinations of gamma random variables via Stein's method.Communications in Statistics –Theory and Methods.52(07) 2116-2123 (2023) (SCI)

      [86], D. Lu* and Y. Meng. Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations.Communications in Statistics –Theory and Methods.52(04) 1273-1286 (2023) (SCI)

      [85], D. Lu* and M. Yuan.Asymptotic finite-time ruin probabilities for a bidimensionaldelay-claim risk model with subexponential claims.Methodology and Computing in Applied Probability. 24(4) 2265-2286(2022) (SCI)

      [84], D. Lu* and Y.Wangand J. Li. On sequential maxima of geometric sample means, with extension to the ruin probability.FILOMAT. 36(17) 5857-5874 (2022)(SCI)

      [83], D. Lu* and L.Wang and J. Yang.The stochastic convergence of Bernsteinpolynomial estimators in a triangular array. Journal of Nonparametric Statistics. 34(04)987-1014 (2022) (SCI)

      [82], D. Lu* and Y. Meng. Complete and complete integral convergence for arrays of rowwise widely negative dependent random variables under the sub-linear expectations. Communications in Statistics –Theory and Methods.51(09) 2994-3007 (2022) (SCI)

      [81], D. Lu* and Y. Zhou,The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains.Statistics & Probability Letter.186 109467 (2022) (SCI)

      [80], M. Yuan and D. Lu*. Precise large deviation for sums of sub-exponential claimswith the m-dependent semi-Markov type structure. Statistics & Probability Letters.185 109440 (2022) (SCI)

      [79], L. Wang and D. Lu*. On the rates of asymptotic normality for Bernstein density estimators in a triangular array. Journal of Mathematical Analysis and Applications.511(01) 126063 (2022) (SCI)

      [78], D. Lu* and L. Wang. Complete Moment Convergence for the Widely Orthant Dependent Linear Processes with Random Coefficients. Communications in Statistics –Theory and Methods.51(03) 811-825 (2022) (SCI)

      [77], L. Zhang and D. Lu* and X. Wang. The essential dependence for a group of random vectors. Communications in Statistics –Theory and Methods.50(24) 5810-5846 (2021) (SCI)

      [76], D. Lu* and L. Wang. On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array. Methodology and Computing in Applied Probability.23(04) 1519-1536(2021) (SCI)

      [75], D. Lu* and J. Cong and Y. Yang. Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables under the sub-linear expectations. FILOMAT. 35(2) 633-644 (2021) (SCI)

      [74], D. Lu* and J. Wang. Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthantdependent random variables with applications. Communications in Statistics –Theory and Methods. 50(04) 763-791 (2021) (SCI)

      [73], L. Zhang and D. Lu* and X. Wang. Measuring and testing interdependence among random vectors based on Spearman's $\rho$ and Kendall's $\tau$. Computational Statistics. 35(4) 1685-1713 (2020) (SCI)

      [72], D. Lu* and Q. Liu and X. Shen. Some improved tail bounds for the sum of variables with geometric distribution. Communications in Statistics – Theory and Methods. 49(22) 5427-5435 (2020) (SCI)

      [71], X. Shen* and Q. Liu and D. Lu. Ruin Problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails. Mathematical Problems in Engineering, ID 9489612 (2020)

      [70], D. Lu* and X. Chen and J. Feng. Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails.Communications in Statistics – Theory and Methods. 49(03) 531-551 (2020) (SCI)

      [69],D. Lu* and J. Du and H. Song. Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownianperturbation. FILOMAT. 33(10) (2019) (SCI)

      [68],D. Lu* and H. Xu and Y. Niu. A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution.Journal of Mathematical Analysis and Applications. 48(01) 123378 (2019) (SCI)

      [67], D. Lu and L. Song* and F. Li. Uniform asymptotics for discounted aggregate claims in dependent multi-risk models. Communications in Statistics - Theory and Methods. 48(04) 781-793 (2019) (SCI)

      [66], H. Wang* and Q. Zhang and D. Lu. A quicker approximation of the gamma function towards the Windschitl’s formula by continued fraction. The Ramanujan Journal. 48(1) 75-90 (2019) (SCI)

      [65], D. Lu and X. Wang* and R. Xu. Some new exponential-function estimates of the Somos' quadratic recurrence constant. Results in Mathematics. 74(1), UNSP 6 (2019)(SCI)

      [64], J. Feng and D. Lu* and Z. Wen. Some new sequences and inequalities related to Euler's constant.

      Results in Mathematics. 73(4), UNSP 158 (2018)(SCI)

      [63], D. Lu* and L. Zhang and X. Wang and L. Song. Some new measures of dependence for random variables based on Spearman’s ρ and Kendall’s τ.Journal of Nonparametric Statistics. 30(04) 860-883 (2018) (SCI)

      [62], D. Lu* and L. Song and H. Li. Precise large deviations for sums of WUOD and
      Φ-mixing random variables with dominated variation. Communications in Statistics – Theory and Methods. 47(19), 4791-4807 (2018) (SCI)

      [61], X. Wang* and D. Lu and L. Song. Robust image segmentation via Bayesian type criterion. Communications in Statistics - Theory and Methods. 47(17), 4215-4228 (2018) (SCI)

      [60], S. Fang and L. Lai and D. Lu* and X. Wang. On some convergence to the constant $e$ and proof of Keller's limit. Results in Mathematics. 73(2), UNSP 69 (2018)(SCI)

      [59],D. Lu and X. Wang and L. Song* and H. Xu. A new continued fraction approximation and inequalities for the Gamma function via the Tri-gamma function. The Ramanujan Journal. 46(1),119-125 (2018)(SCI)

      [58], X. Hu and D. Lu and X. Wang*. New quicker sequences and inequalities with continued fraction towards Euler's constant. Results in Mathematics. 73(1), UNSP 28 (2018)(SCI)

      [57], D. Lu and L. Song* and G. Tang. Some new approximations and proofs for Mills’ ratio. Results in Mathematics. 73(1), UNSP 27 (2018) (SCI)

      [56], D. Lu and L. Song* and X. Wang and J. Wang. New asymptotic formulas and inequalities for the gamma function based on continued fractions. Results in Mathematics. 73(1), UNSP 37 (2018)(SCI)

      [55], D. Lu* and X. Wang and J. Wei. Continued fractions and inequalities about $\left(1+\frac{1}{x}\right)^x$. Results in Mathematics. 72(4),2241-2252(2017)(SCI)

      [54], D. Lu* and T. Qu and X. Wang. A kind of new continued fraction approximation of Gamma function based on Mortici’s formula. Results in Mathematics. 72(3) , 1417-1436 (2017)(SCI)

      [53], D. Lu and L. Song* and Q. Xu. New continued fraction expansions and inequalities for $n!$ into negative powers of a triangular number. Results in Mathematics. 72(1-2),765-786(2017) (SCI)
      [52], D. Lu and L. Song* and J. Wang. Some asymptotic formulas and inequalities
      about gamma and psi functions based on continued fractions. Results in Mathematics.72(1-2),225-238 (2017) (SCI)
      [51], S. Liu and D. Lu*. Improved convergence towards Glaisher-Kinkelin's and Bendersky-Adamchik's constants. Results in Mathematics. 71(3), 731-747 (2017) (SCI)
      [50], D. Lu and L. Song* and Z. Liu. Some new approximations and inequalities of the sequence (1 + 1/n)^n and improvements of the Carlemans’ inequality. The Ramanujan Journal. 43(1), 69-82 (2017) (SCI)
      [49], D. Lu* and X. Qi. Precise large deviations for $\phi$-mixing and UND random variables with long-tailed distributions. Communications in Statistics - Theory and Methods. 46(11), 5443-5452 (2017) (SCI)
      [48], D. Lu* and S. Liu. Some new convergent sequences of Glaisher-Kinkelin's and Bendersky-Adamchik's constants. Results in Mathematics. 71(1), 225-240 (2017) (SCI)
      [47], D. Lu* and X. Liu and T. Qu. Continued fraction approximations and inequalities for the gamma function by Burnside. The Ramanujan Journal. 42, 491-500 (2017) (SCI)
      [46], D. Lu and L. Song* and Y. Yu. Some quicker continued fraction approximations and inequalities towards Euler's constant. Journal of Number Theory. 175, 100-116 (2017) (SCI)
      [45], L. Song and Z. Huang and D. Lu* and X. Qi. Precise large deviations for the difference of two sums of WUOD and non-identically distributed random variables with dominatedly varying tails. Communications in Statistics - Theory and Methods. 46(4), 2013-2028 (2017) (SCI)
      [44], Z. Hua and L. Song and D. Lu* and X. Qi. Precise large deviations for the difference of two sums of END random variables with heavy tails. Communications in Statistics - Theory and Methods. 46(2), 736-746 (2017) (SCI)
      [43], D. Lu* and P. Zhang. A new general asymptotic formula and inequalities involving the volume of the unit ball. Journal of Number Theory. 170,302-314.(2017) (SCI)
      [42], X. Liu and D. Lu and L. Song*. Some quicker approximations and inequalities of the Wallis ratio by continued fraction. Results in Mathematics. 70(3), 325-335 (2016) (SCI)
      [41], D. Lu*. Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains. Communications in Statistics - Theory and Methods. 45(22), 6569-6595 (2016) (SCI)
      [40], D. Lu*. Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution. Journal of Mathematical Analysis and Applications. 444, 737-744 (2016) (SCI)
      [39], D. Lu and L. Song* and C. Ma. A quicker continued fraction approximation of the gamma function related to the Windschitl's formula. Numerical Algorithms. 72:865–874 (2016) (SCI)
      [38], D. Lu* and B. Zhang. Some asymptotic results of the ruin probabilities in a two dimensional renewal risk model with some strongly subexponential claims. Statistics & Probability Letters. 114, 20-29 (2016) (SCI)
      [37], D. Lu* and L. Song and T .Zhang. Large deviations for sum of UEND and $\phi$-mixing random variables with heavy tails. Communications in Statistics - Theory and Methods. 45(7), 2118-2129 (2016) (SCI)
      [36], D. Lu*. A note on the estimates of multivariate Gaussian probability. Communications in Statistics - Theory and Methods. 45(5), 1459-1465 (2016) (SCI)
      [35], D. Lu and C. Mortici and L. Song*. Some new approximations of Glaisher-Kinkelin’s and Bendersky-Adamchik’s constants by continued fraction. Journal of Number Theory. 163, 434-448. (2016) (SCI)
      [34], D. Lu* and L. Song and X. Wang. Precise large deviation for the difference of two sums of random variables. Communications in Statistics - Theory and Methods. 45(2), 291-306. (2016) (SCI)
      [33], D. Lu* and C. Ma. Some new quicker continued fraction approximations for the gamma function related to the Nemes’ formula. Numerical Algorithms. 70(4), 825-833. (2015) (SCI)
      [32], D. Lu*. Some asymptotic formulas for a Brownian motion from the maximum and minimum complicated domains. Communications in Statistics - Theory and Methods. 44(15),3192-3217. (2015)(SCI)
      [31], D. Lu and L. Song*. Some asymptotic formulas for a Brownian motion with a regular variation from a parabolic domain. Communications in Statistics - Theory and Methods. 44(9),1763-1778. (2015) (SCI)
      [30], D. Lu* and Z. Song. Some new continued fraction estimates of the Somos' quadratic recurrence constant. Journal of Number Theory. 155,36-45. (2015) (SCI)
      [29], D. Lu* and L. Song and Y. Yu. New sequences with continued fraction towards Euler's constant. Applied Mathematics and Computation. 259,12-20. (2015) (SCI)
      [28], D. Lu and L. Song* and C. Ma. Some new asymptotic approximations of the gamma function based on Nemes' formula, Ramanujan's formula and Burnside's formula. Applied Mathematics and Computation. 253,1-7. (2015) (SCI)
      [27], D. Lu* and L. Song and Y. Yu. Some new continued fraction approximation of Euler's constant. Journal of Number Theory. 147,69-80. (2015) (SCI)
      [26], D. Lu*. A new sharp approximation for the Gamma function related to the Burnside's formula. The Ramanujan Journal. 35 (1),121-129. (2014) (SCI)
      [25], D. Lu*. Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary. Communications in Statistics - Theory and Methods. 43(18), 3848-3865. (2014) (SCI)
      [24], D. Lu* and J. Feng and C. Ma. A general asymptotic formula of the gamma function based on the Burnside's formula. Journal of Number Theory. 145,317-328. (2014) (SCI)
      [23], D. Lu* and C. Mortici.Some new quicker approximations of Glaisher-Kinkelin's and Bendersky-Adamchik's constants. Journal of Number Theory. 144, 340-352. (2014) (SCI)
      [22], D. Lu*. Some new improved classes of convergence towards Euler's constant. Applied Mathematics and Computation. 243, 24-32. (2014) (SCI)
      [21], D. Lu*. Some new convergent sequences and inequalities of Euler's constant. Journal of Mathematical Analysis and Applications. 419 (1), 541-552. (2014) (SCI)
      [20], C. Mortici*. V. G. Cristea. D. Lu. Completely monotonic functions and inequalities associated to some ratio of gamma function. Applied Mathematics and Computation. 240, 168-174. (2014) (SCI)
      [19], D. Lu* and X. Wang. A new asymptotic expansion and some inequalities for the Gamma function. Journal of Number Theory. 140, 314-323. (2014) (SCI)
      [18], D. Lu* and L. Song and C. Ma. A generated approximation of the gamma function related to Windschitl's formula. Journal of Number Theory. 140, 215-225.(2014) (SCI)
      [17], L. Song and D. Lu* and F. Liu. Using convex combination of copulas and EM algorithm for credibility. Communications in Statistics - Theory and Methods. 43(6), 1222-1233. (2014) (SCI)
      [16], D. Lu* and X. Wang, Some new normal comparison inequalities related to Gordon's inequality. Statistics & Probability Letter. 88, 133-140. (2014). (SCI)
      [15], D. Lu*. Some quicker classes of sequences convergent to Euler's constant. Applied Mathematics and Computation. 232, 172-177. (2014) (SCI)
      [14], D. Lu*. A generated approximation related to the Burnside's formula. Journal of Number Theory. 136, 414-422. (2014) (SCI)
      [13], D. Lu*. A new quicker sequence convergent to Euler's constant. Journal of Number Theory. 136, 320-329. (2014) (SCI)
      [12], D. Lu* and L. Song and Y. Xu. Precise large deviations for sums of independent random variables with consistently varying tails. Communications in Statistics - Theory and Methods. 43(1), 28-43. (2014) (SCI)
      [11], L. Song and W. Che and D. Lu*. The exit probabilities of Brownian motion with variable dimension applying to the control of population growth. International Journal of Biomathematics. 6(5) 1–12. (2013) (SCI)
      [10], D. Lu* and X. Wang. A Generated approximation related to the Gosper's formula and the Ramanujan's formula. Journal of Mathematical Analysis and Applications . 406 287-292. (2013) (SCI)
      [09], X. Wang* and D. Lu and L. Song. Statistical Inference for Partially Linear Stochastic Models with Heteroscedastic Errors. Computational Statistics and Data Analysis. 66 150-160. (2013). (SCI)
      [08], D. Lu*. Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model. Statistics & Probability Letter,82 (7) 1242-1250. (2012) (SCI)
      [07], D. Lu* and J. Feng and X. Liang. A note on the estimate of the beta distribution. Mathematical Inequalities & Applications. 15 (4) 859–870. (2012) (SCI)
      [06], D. Lu* and L.Song and Y. Wang. A note on the estimate of Gamma distribution. Mathematical Inequalities & Applications. 15 (1) 217–227. (2012) (SCI)
      [05], D. Lu* and L. Song, The asymptotic behavior of a Brownian motion with a drift from a random domain. Communications in Statistics - Theory and Methods. 41(1), 62-75. (2012) (SCI)
      [04], D. Lu*, Lower and upper bounds of large deviation for sums of subexponential claims in multi-risk model. Statistics & Probability Letter. 81 (12) 1911-1919. (2011). (SCI)
      [03], D. Lu* and L. Song, The First Exit Time of a Brownian Motion from The Minimum and Maximum Parabolic Domains. Journal of Theoretical Probability. 24 (4) 1028-1043. (2011) (SCI)
      [02], D. Lu* and W.V. Li, A Note on Multivariate Gaussian Estimates. Journal of Mathematical Analysis and Application. 354 704-707. (2009) (SCI)
      [01], L. Song, D. Lu* and J. Feng, The first exit time for a Bessel process from the minimum and maximum random domains. Statistics & Probability Letter. 79 (20) 2115-2123. (2009) (SCI)




      其他联系方式

      邮箱 : ludawei_dlut@163.com

      教育经历

      2004.9 -- 2010.1
      开云平台首页 概率论与数学统计 博士

      2000.9 -- 2004.7
      开云平台首页 数学与应用数学 学士

      1997.9 -- 2000.6
      鞍山市第八高级中学 无

      工作经历

      2010.2 -- 至今

      开云平台首页高校教师

      研究方向

    • Mills’率; Gamma 率; Beta 率的研究

    • 伽马函数,欧拉常数等数学常数的渐近估计

    • 随机变量和的精细大偏差;保险精算中的破产概率理论

    • 概率极限理论;布朗运动首出时的渐近理论.


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