头像

14 访问

个人资料

  • 部门: 经济与管理学部
  • 性别:
  • 专业技术职务: 教授
  • 研究标签:
  • 毕业院校: 华东师范大学
  • 学位: 博士
  • 学历: 研究生
  • 联系电话: 54345173
  • 电子邮箱: xywu@stat.ecnu.edu.cn
  • 办公地址: 闵行校区法商南楼215
  • 通讯地址: 上海市闵行区东川路500号,华东师范大学
  • 邮编: 200241
  • 传真:

教育经历

1982-1986,贵州大学数学系,本科,基础数学

1989-1992,贵州大学数学系,硕士研究生,基础数学(数理统计方向)

1998-2001,华东师范大学统计系,统计学。



工作经历

1986-1989:贵州省毕节财贸学校(好像已经不存在了);

1992-2002:贵阳医学院(现贵州医科大学)

2002-2004:香港理工大学(访问,postdoctoral fellow)

2004-2005:香港中文大学(访问,postdoctoral fellow)

2004- 现在:华东师范大学(统计系,金融与统计学院,经济与管理学部)


个人简介

华东师范大学经济与管理学部统计学院教授,若干学术性组织、协会理事、常务理事;

研究领域包括:保险风险理论,非寿险准备金评估,数理统计,随机调度等,相关领域学术杂志活跃审稿人;

教授课程包括《线性代数》(本科公共课),《概率论与数理统计》(本科公共课),《回归分析》(本科课程)《高等风险理论》(研究生),《大样本理论》(研究生),《统计学习》(研究生),《强化学习基础》(研究生),《统计学大类专业导航》(本科新生课)等


社会兼职

研究方向

  1. 数理统计:多重比较、回归分析(变量选择等)、生存分析、经验Bayes非参数方法,强化学习。

2. 保险精算:非寿险风险度量、非寿险精算中的Bayes方法(包括信度理论、准备金评估等)。

3. 随机调度:主要是一些调度问题的随机版本。

4. 统计应用。

招生与培养

开授课程

开设课程:


线性代数;

概率论与数理统计;

高等风险理论;

大样本理论;

统计学习;

回归分析;

强化学习基础;


教改项目:


1. 华东师范大学研究生院课程建设项目:现代风险理论‚并完成自编讲义《Advanced Risk Theory in Nonlife Insurance》;

2. 华东师范大学研究生院课程建设项目:《应用统计核心课程建设》;

3. 华东师范大学研究生院课程建设项目:《统计学核心基础课大样本理论建设》

4. 华东师范大学教务处《回归分析》教材再版修订项目。


科研项目

1. 多臂Bandit process中的Bayes非参数方法,项目编号71771089,国家自然科学基金面上项目,2018.01-2021.12.;

2. 受限制策略下多臂Bandit过程的理论与应用研究,项目编号71371074,国家自然科学基金面上项目,2014-2017;

3.  非标准随机调度模型的最优动态策略,项目编号71071056,国家自然科学基金面上项目,2011-2014;

4. 基于随机索赔强度的非寿险准备金评估模型与方法研究,项目编号2010BJB004‚ 上海市哲学社会科学基金项目,2011-2012.

5. 机器具有中断条件下的随机调度问题,项目编号70671043,国家自然科学基金面上项目,2007-2009;


学术成果


1.X Wu, X Zhou,2019,On Hodges’superefficiency and merits of oracle property in model selection,Annals of the Institute of Statistical Mathematics 71 (5), 1093-1119

2.J Zhang, L Yang, X Wu,2019,Polya treepriors and their estimation with multi-group data,StatisticalPapers 60 (3), 499-525

3.C Qiu, X Wu,2019,The Effectof Medical Insurance on Outpatient Visits by the Elderly: An Empirical Studywith China Health and Retirement Longitudinal Study Data,Applied health economics and health policy 17 (2), 175-187

4.H Zhang, S Huating, X Wu,2019,Topicmodel for graph mining based on hierarchical Dirichlet process,Statistical Theory and Related Fields, 1-12

5.W Wang, X Wu, X Zhang, X Zhao,X Zhou,2019,Partial sufficient dimension reduction on joint modelof recurrent and terminal events,Journal of AppliedStatistics 46 (3), 522-541

6.H Zhang, X Wu, X Zhou,2019,Pólya urnmodel and its application to text categorization,Statisticsand Its Interface 12 (2), 227-237

7.J Zhang, C Qiu, X Wu,2018,Bayesianratemaking with common effects modeled by mixture of Polya tree processes,Insurance: Mathematics and Economics 82, 87-94

8.W Wang, X Wu, X Zhao, X Zhou,2018,Robustvariable selection of joint frailty model for panel count data,Journal of Multivariate Analysis 167, 60-78

9.W Bao, X Cai, X Wu,2018,A GeneralFramework of Multi-Armed Bandit Processes by Switching Restrictions,arXiv preprint arXiv:1808.06314

10.X Cai, X Wu, X Zhou,2018,Optimalunrestricted dynamic stochastic scheduling with partial losses of work due tobreakdowns,Annals of Operations Research, 1-22

11.J Zhang, J Huang, X Wu,2017,Bayesianratemaking under Dirichlet process mixtures,Communicationsin Statistics-Theory and Methods 46 (22), 11327-11340

12.X Zhou, L Yang, X Wu,2017,On severalestimates to the precision parameter of Dirichlet process prior,Communications in Statistics-Simulation and Computation 46 (4),3187-3200

13.X Zhou, J Huang, X Wu,2017,Estimationof Poisson-Dirichlet Parameters with Monotone Missing Data,Mathematical Problems in Engineering 2017

14.W Bao, X Wu, X Zhou,2017,Optimalstopping problems with restricted stopping times,Journalof Industrial & Management Optimization 13 (1), 399-411

15.Y Shen, J Xu, X W u,2017,Vehiclescheduling based on variable trip times with expected on‐time performance,International Transactions in Operational Research 24 (1-2), 99-113

16.J Huang, X Wu, X Zhou,2016,Asymptoticbehaviors of stochastic reserving: Aggregate versus individual models,European Journal of Operational Research 249 (2), 657-666

17.X Cai, L Wen, X Wu, X Zhou,2016,Responseto Liang Hong and Ryan Martin on Their Comments on Our PaperEntitled,“Credibility Estimation of Distribution Functions with Applications toExperience Rating in …,North AmericanActuarial Journal 20 (1), 99-100

18.C Qiu, jinlong Huang, X Wu,2015,个体数据随机准备金评估:模型、理论与方法

19.X Cai, L Wen, X Wu, X Zhou,2015,Credibilityestimation of distribution functions with applications to experience rating ingeneral insurance,North American Actuarial Journal19 (4), 311-335

20.L Wen, J Fang, G Mei, X Wu,2015,Optimalcredibility estimation of random parameters in hierarchical random effectlinear model,Journal of Systems Science andComplexity 28 (5), 1058-1069

21.J Huang, C Qiu, X Wu, X Zhou,2015,Anindividual loss reserving model with independent reporting and settlement,Insurance: Mathematics and Economics 64, 232-245

22.J Huang, C Qiu, X Wu,2015,Stochasticloss reserving in discrete time: Individual vs. aggregate data models,Communications in Statistics-Theory and Methods 44 (10), 2180-2206

23.W Huang, X Wu,2015,Credibilitymodels with dependence structure over risks and time horizon,Journal of Industrial & Management Optimization 11 (2), 365-380

24.X Meng, J Wang, X Wu,2014,Multiplecomparisons controlling expected number of false discoveries,Communications in Statistics-Theory and Methods 43 (13), 2830-2843

25.X Cai, X Wu, X Zhou,2014,Optimalstochastic scheduling,Springer

26.X Cai, M Lai, X Li, Y Li, X Wu,2014,Optimalacquisition and production policy in a hybrid manufacturing/remanufacturingsystem with core acquisition at different quality levels,European Journal of Operational Research 233 (2), 374-382

27.X Cai, X Wu, L Zhang, X Zhou,2014,Schedulingwith stochastic approaches,Sequencing andScheduling with Inaccurate Data, 3-45

28.L Yang, X Wu,2013,Estimationof Dirichlet process priors with monotone missing data,Journal of Nonparametric Statistics 25 (4), 787-807

29.Y Zhang, X Wu, X Zhou,2013,Stochasticscheduling problems with general position-based learning effects and stochasticbreakdowns,Journal of Scheduling 16 (3), 331-336

30.X Wu, X Zhou,2013,Openbandit processes with uncountable states and time-backward effects,Journal of Applied Probability 50 (2), 388-402

31.L Wen, J Wang, X Wu,2013,A newclass of credibility estimators under the generalized weighted premiumprinciple,Communications in Statistics-Theory andMethods 42 (3), 447-465,Anew sufficient condition for identifiability of countably infinite mixtures,

32.XianhuaMeng‚ Jinglong Wang and Xianyi Wu. Step-up Procedures for Multiple ComparisonsControlling Expected Number of False Discoveries. Accepted by Comunicationin Statistics: Theory and Methods.

33.温利民‚吴贤毅。指数保费原理下的经验厘定‚《中国科学:数学》‚41(10): 861–876‚doi: 10.1360/012010-791.

34.Wen‚ L. and Wu‚ X. The credibilityestimator with general dependence structure over risks‚  Communications in Statistics: Theory and Methods.40(10): 1893–1910‚ 2011. DOI: 10.1080/03610921003650440.

35.Cai‚ X.‚ Wu‚ X. and Zhou‚ X.Scheduling Deteriorating Jobs on a Single Machine Subject to Breakdowns‚ Journal of Scheduling‚ Volume 14‚ Number 2‚173-186‚ DOI:10.1007/s10951-009-0132-x‚ available now online . 

36.Xianhua Meng‚ Jinglong Wang andXianyi Wu. Construction andcomparisons of simultaneous confidence intervals for the mean difference ofmultivariate normal distributions‚ Journal of Systems Science and Complexity‚23(2): 303-314‚ 2010.

37.Wen‚ L.‚ Wu‚ X. and Zhao‚ X. TheCredibility Premiums under Generalized Weighted Loss Functions‚ Journal ofIndustrial and Management Optimization‚ 5(4)‚ 893-910‚ 2009. Now availabel online

38.叶文春‚吴贤毅.带有MA误差结构的信度SUR模型‚合肥工业大学学报(自然科学版)‚32(6):857-861‚ 2009.

39.Cai‚ X.‚ Wu‚ X. and Zhou‚ X.Stochastic scheduling on parallel machines to minimize discounted holdingcosts. Journal ofScheduling‚ 2009‚ 12(4): 375-388. DOI:10.1007/s10951-009-0103-2.

40.Xianhua Meng‚ Jinglong Wang andXianyi Wu. Comparison of Simultaneous Intervals for the Mean of a MultivariateNormal Distribution. Chinese Journal of AppliedProbability and Statistics‚ 25(1): 905-101‚ 2009.

41.Wen‚ L.‚ Wu‚ X. and Zhou‚ X. Thecredibility premiums for models with dependence induced by common effects‚ Insurance:Mathematics and Economics‚ 44: 19-25‚ 2009.

42.Wu‚ X.‚ Wang‚ J. and Zhou‚ X.Estimation of Multi-Stage Survival Distributions Based on Age-Stage Data. AustralianActuarial Journal‚15(1): 117-142. 2009.

43.Cai‚ X.‚ Wu‚ X. and Zhou‚ X.Stochastic scheduling subject to preemptive-repeat breakdowns with incompleteinformation. OperationsResearch‚57 (5): 1236-1249‚ with an electronic companion. http://or.journal.informs.org/cgi/content/abstract/opre.1080.0660v1.

44.Zhao‚ X.B.‚ Zhou‚ X. and Wu‚ X. Achange-point model for survival data with long-term survivors. Statistica Sinica‚ 19‚ 377-390‚ 2009.

45.Wu‚ X. and Zhou‚ X. Stochasticscheduling to minimize expected maximum lateness‚ EuropeanJournal of Operations Research‚ 190 (1)‚ 103-115‚2008. 2.Pan‚ M.‚ Wang‚ R.‚ and Wu‚ X.‚ On the Consistency of Credibility premiumsregarding Esscher principle. Insurance:Mathematics and Economics‚ 42‚ 119-126‚ 2008.

46.Cai‚ X.‚ Wu‚ X. and Zhou‚ X.Single-Machine scheduling with general costs under compound-type distributions.Journal ofScheduling‚10‚ 77-84‚ 2007.

47.Zhao‚ X.B‚ Zhou‚ X. and Wu‚ X.Local linear regression in proportional hazards model with censoreddata.  Communications inStatistics-Theory and Methods‚ 36‚ 2761-2276‚ 2007.

48.Wang‚ R. and Wu‚ X. On theDistribution of Duration of First Negative Surplus for a Discrete Time RiskModel with Random Interest Rate‚ NortheastMathematics 2006‚ 22(3): 299-305.

49.Wu‚ X and Zhou‚ X. A newcharacterization of distortion premiums via countable additivity forcomonotonic risks. InsuranceMathematics and Economics‚ 38‚ 324-334‚ 2006.

50.Wu‚ X.‚ Wang‚ J. and Zhou‚ X.Commonotonically additive premium principles and some related topics. Actuarial Science: Theory and Methodology‚Chapter 3 (pp.93-132)‚ Editor: H.J. Shang‚ Higher Education Press‚ China andWorld Scientific Publishing Co Pte Ltd‚ Singapore‚ ISBN 9812565051‚ 2006.

51.Wu‚ X.‚ You‚ J. and Zhou‚ X.Asymptotic properties of the ISE in nonparametric regressions with seriallycorrelated errors. Communications inStatistics-Theory and Methods‚ 34‚ 943-953‚ 2005.

52.Cai‚ X.‚ Wu‚ X. and Zhou‚ X.Dynamically optimal policies for stochastic scheduling subject topreemptive-repeat machine breakdowns. IEEETransactions on Automation Science and Engineering‚ 2‚ 158-172‚2005.

53.吴贤毅‚ 费率厘定‚ 《非寿险精算》(王静龙主编‚ 中国人民大学出版社) 第四章‚ 2004.

54.Wu‚ Xianyi; Wang‚ Jinglong‚ Oncharacterization of distortion premium principle‚ Astin Bulletion‚ 33(1)(2003)‚ 1-10.

55.Wu‚ Xianyi‚ The natural sets ofWang´s premium principle‚ Astin Bulletin‚ 31(1) (2001)‚ 139-145.



荣誉及奖励