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个人信息Personal Information
副教授
硕士生导师
性别：女
毕业院校：浙江大学
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：数学楼607
联系方式：xshen@dlut.edu.cn
电子邮箱：xshen@dlut.edu.cn
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科学研究
- 沈新美, Yuan, Meng, Lu, Dawei.Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims[J],Communications in Statistics - Theory and Methods,2024,52(19):6878-6895
- 沈新美, 杜铠琳.Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums[J],METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY,2024,25(1)
- Ma, Yutao, 沈新美.Approximation of Beta-Jacobi Ensembles by Beta-Laguerre Ensembles[J],FRONTIERS OF MATHEMATICS,2024,18(1):225-252
- Lu, Dawei, Li, Ting, Yuan, Meng, 沈新美.Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims[J],METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY,2024,26(3)
- 沈新美, 刘蕾.Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times[J],Communications in Statistics - Theory and Methods,2024
- Shen, Xin-mei, Fu, Ke-ang, Zhong, Xue-ting, XM (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China..Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model[J],APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B,2018,33(4):491-502
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- 保险精算中基于连接函数的重尾相依风险模型破产理论的研究, 省、市、自治区科技项目, 2012/01/01-2023/09/13, 结题
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- 关于重尾场合下保险精算中相依风险过程的若干问题, 国家自然科学基金项目, 2011/09/25-2014/12/31, 结题
- 可变、随机维数下布朗运动出逃概率的渐近估计, 国家自然科学基金项目, 2015/08/18, 结题
- 联合模型R语言软件包的开发, 地市厅局（含县）项目, 2016/08/10-2023/09/13, 结题