个人简况

戴洪帅，男，汉族，1981年6月出生，山东胶州人，中共党员，理学博士。

2004年曲阜师范大学本科毕业，获理学学士学位；2006年中南大学研究生毕业，获理学硕士学位；2010年中南大学博士研究生毕业，获理学博士学位。目前感兴趣的研究为概率与工业工程、通讯网络、医院管理、保险等学科的交叉。主持完成省部级以上课题多项，发表SCI收录论文20余篇。

自2004年本科毕业以来，曾经在中南大学、广西大学、Michigan State University, Carleton University,  University of Macau 等国内外多所高校工作和学习过，也曾经受邀访问过多所知名高校。主讲 Applied Stochastic Processes,  Calculus, 风险测度与精算、风险管理与精算等课程。

研究兴趣

我的研究涉及排队系统，统计理论与应用等领域.目前主要从事概率、统计与工业工程、医院管理、医学数据处理、精算、通讯网络等领域的交叉研究.

学术论文

（论文、课题、获奖等）

主持课题

2014.01—17.12 国家自然科学基金, 算子自相似过程若干问题的研究, No:11361007, 金额:40万.

2019.05—22.05 山东省自然科学基金, 重载荷下几类复杂排队系统的研究,No:ZR2019MA035, 金额:19万.

2014.04 –2017.05 广西自然科学基金, 多维反射列维过程平稳分布的尾渐进性研究,No:2014GXNSFCA118001, 金额:10万.

2012.03 –2015.04 广西自然科学基金, 与算子分数布朗运动有关的极限定理的研究,No:2012GXNSFBA053010, 金额:4万.

承担课题(主要参与)

2017.01–2020.12 国家自然科学基金, 政策约束下基于不同风险测度的最优保险投资策略,No.71671104, 位次:3/9.

2016.11–2021.12 国家社科基金重点项目, 巨灾保险精算模型研究, No.16AZD019, 位次:5/9.

2016.08–2019.08 教育部人文社会科学研究项目, 基于风险调整报酬率的最优保险投资策略, No.16YJA910003, 位次:4/10.

2016.11–2018.11 山东省自然科学基金, 不定线性二次问题中的Nash均衡策略及其应用,No.ZR2016AB08, 位次:2/5.

2016.06–2019.06 山东省教育厅科研发展计划, 高维数据下判别分类的若干问题研究,No.J16LI56, 位次:2/4.

2016.06–2019.06 山东省教育厅科研发展计划, 非Markov跳扩散时滞系统不定线性二次随机优化问题, No.J16LI55, 位次:2/5.

2014.01–2016.12 国家自然科学基金, 基于视觉动力神经场的机器学习方法研究,No.11301096, 位次:5/9.

2013.04–2016.03 广西自然科学基金, 基于视觉原理的数据聚类方法,No.2013GXNSFBA019018, 位次:2/4.

2013.01–2013.12 国家自然科学基金数学天元基金, Amari动力神经场静态解的存在性与稳定性研究, No.11226141, 位次:2/3.

2012.01–2012.12 国家自然科学基金数学天元基金, Sobolev空间的多小波采样定理及相关问题研究, No.11126343, 位次:2/4.

部分论文(2010年至今)

[1] Hongshuai Dai, Zaiming Liu, Nana Luan. Optimal dividend strategies in a dual model with capital injections. Math. Method. Oper. Res. 2010,72: 129-143. (SCI,SSCI 收录)

[2] Hongshuai Dai, Yuqiang Li. A note on approximation to multifractional Brownian motion. Science China Mathematics 2011, 54: 2145-2154.(SCI收录)

[3] Yuqiang Li, Hongshuai Dai. Approximations of fractional Brownianmotion. Bernoulli 2011, 17: 1195-1216.(SCI 收录)

[4] Hongshuai Dai. Convergence in law to operator fractional Brownian motions. Journal of Theoretical Probability 2013, 26: 676-696.(SCI 收录)

[5] Hongshuai Dai, Yiqiang Q. Zhao. Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach. INFOR. 2013, 4:192-205. (SCI 收录)

[6] Hongshuai Dai, Lingtao Kong, Yang Song. Exact tail a symptotics for a two-stage queue: Complete solution via kernel method. RAIRO-Operations Research. 2017,51: 1211-1250(SCI 收录)

[7] Hongshuai Dai, Yiqiang Zhao. Stationary distributions for two-Dimensional sticky Brownian motions: Exact tail a symptotics and extreme valued Distributions. Science China Mathematics. 2020. Accepted.

[8] Hongshuai Dai, Yuqiang Li. A weak limit theorem for generalized multifractional Bronwian motion. Stat. Prob. Lett. 2010, 80: 348-356.(SCI 收录)

[9] Zaiming Liu, Hongshuai Dai. A note on operator self-similar Gaussian vector fields. Appl. Math. Lett. 2010, 23: 842-846.( SCI 收录)

[10] Hongshuai Dai, Zaiming Liu. Optimal financing and dividend control in the dual model. Mathematical and Computer Modelling 2011, 53:1921-1928.(SCI,SSCI 收录)

[11] Hongshuai Dai, Yuqiang Li. Stable sub-Gaussian models constructed by Poisson Processes. Acta Mathematica Scientia 2011, 31: 1945-1958.(SCI 收录)

[12] Yuqiang Li, Hongshuai Dai. Approximations of fractional Brownian motion. Bernoulli 2011, 17: 1195-1216.(SCI 收录)

[13] Hongshuai Dai. Convergence in law to operator fractional Brownian motion of Riemann-Liouville type. Acta Mathematica Sinica, English Series 2013, 29:777-788. (SCI 收录)

[14] Hongshuai Dai. Approximation to multifractional Riemann-Liouville Brownian sheet. Communications in Statistics − Theory and Methods 2015, 44(7):1399-1410.(SCI 收录)

[15] Hongshuai Dai, Donald A. Dawson, Yiqiang Q. Zhao. Kernel method for stationary tails-from discrete to continuous. In Asymptotic Laws and Methods in Stochastics, Fields Institute Communications Series, edited by Dawson, Kulik, Ould Haye, Szyszkowicz and Zhao, Springer 2015, pp:297-328.

[16] Yang Song, Zaiming Liu, Hongshuai Dai. Exact tail asymptotics for a discrete-time preemptive priority queue. Acta Mathematicae Applicatae Sinica, English Series 2015, 31:43-58.(SCI 收录)

[17] Hongshuai Dai. Random walks and subfractional Brownian motion.Communications in Statistics − Theory and Methods 2016, 45:2834-2841.(SCI 收录)

[18] Lingtao Kong, Hongshuai Dai. Convergence rate in precise a symptotics for Davis law of large numbers. Statistics and Probability Letters. 2016,119:295–300.(SCI 收录)

[19] Lingtao Kong, Hongshuai Dai. Convergence rates in precise asymptotics for a kind of complete moment convergence. Stochastics and Dynamics, 2017, 2: 1750015.(SCI 收录)

[20] Hongshuai Dai, Guangjun Shen, Lingtao Kong. Limit theorems for functionals of Gaussian vectors. Frontiers of Mathemaitcs in China.2017,12:821-842.(SCI 收录)

[21] Hongshuai Dai, Guangjun Shen, Wenxia Liang. Operator fractional Browian sheet and martingale differences. Bulletin of The Korean Mathematical Society, 2018,1: 9-23 (SCI 收录)

[22] Xianghua Zhao, Hua Dong, Hongshuai Dai. On spectrally positive Levy risk processes with Parisian implementation delays in dividend payments.Statistics and Probability Letters. 2018, 140:176-184.(SCI 收录)

[23] Hua Dong,Chuancun Yin, Hongshuai Dai. Spectrally negative Levy risk model under Erlangized barrier strategy Journal of Computational and Applied Mathematics, 2019，351: 101-116. (SCI 收录)

主讲课程

研究生

Coureses taught at Carleton University: Applied Stochastic Processes,Advanced Statistics Inference; 中文课程：风险管理与精算、风险模型与精算。

本科课程

Courese taught at Carleton University: Linear Algebra, Calculus; 中文课程:多元统计分析, 应用时间序列分析, 概率论与数理统计, 实分析, 随机过程。

个人主页

https://tjxy.sdufe.edu.cn/info/1051/1313.htm

https://scholar.google.com/citations?user=8cUXm7IAAAAJ&hl=en