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鲁大伟

• 副教授   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：大连理工大学
• 学位：博士
• 在职信息：在职
• 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A1122
• 联系方式：0411-84708351-8073
• 电子邮箱：

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## 个人简介

大连理工大学，数学科学学院，副教授 博士生导师

受教育经历：
2004/09 –2010/01，大连理工大学，      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，大连理工大学，       数学科学学院，   学士

研究工作经历：
2016/07 – 至今，    大连理工大学，    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， 大连理工大学，    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， 大连理工大学，    数学科学学院， 讲师 硕士生导师
2010/02 – 2011/12， 大连理工大学，  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 - 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
(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, Filomat；

(如下国内杂志审稿人):

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。

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。
[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。

指导硕士生获奖情况：
[1] 马从旭， 2016年度大连理工大学优秀硕士学位论文。
[2] 齐晓梦， 2016年度大连理工大学优秀硕士学位论文。

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250次(除去自引,他引178次),高引论文11篇。

[65], 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. Accept (2018)

[64], 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.   Accept (2017)
[63], 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.  Accept (2017)

[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)

[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)

[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)

[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)

[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)

[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)
[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)
[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)
[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)
[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)

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## 教育经历

2004.9 -- 2010.1
大连理工大学       概率论与数学统计       博士

2000.9 -- 2004.7
大连理工大学       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

大连理工大学      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.