The Department of Statistics and Actuarial Science
Nana Luan
Luan, Nana
School of Insurance and Economics (SIE)
University of International Business and Economics (UIBE)
Beijing, China, 10029
861064496410
2023
ACADEMIC EXPERIENCE
Associate Professor, Statistics and Actuarial Science Department, School of Insurance and Economics, University of International Business and Economics, 2016-
Visiting Professor, Department of Statistics, Michigan State University, 2016-2017
Assistant Professor, Statistics and Actuarial Science Department, School of Insurance and Economics, University of International Business and Economics, 2011-2016
EDUCATION
Ph.D., Beijing Normal University, School of Mathematical Science，2008-2011
Master Degree, Beijing Normal University, School of Mathematical Science, 2005-2008
Visiting Student, Department of Statistics, Michigan State University, 2009-2010
Bachelor Degree, Shandong Normal University, 2001-2005
RESEARCH INTEREST
Statistics and Probability, Finance Mathematics
PUBLICATIONS AND PRESENTATIONS
Published and Accepted Articles
1、 Nana Luan (2010): Hausdorff measures of the image, graph and level set of bifractional Brownian motion. Science in China Series A 53, 2973-2992. (SCI)
2、 Nana Luan and Yimin Xiao (2010): Chung's law of the iterated logarithm for anisotropic Gaussian random fields. Statistics and Probability Letters 80, 1886-1895. (SCI)
3、 Hongshuai Dai, Zaiming Liu and Nana Luan (2010): Optimal dividend strategies in a dual model with capital injections. Mathematical Methods of Operations Research 72, 129-143. (SCI)
4、Nana Luan and Yimin Xiao (2012): Spectral conditions for strong local nondeterminism of Gaussian random fields and exact Hausdorff measure of the ranges. Journal of Fourier Analysis and Applications 18, 118-145. (SCI)
5、 H. He and Nana Luan (2012)：A martingale transformation for superprocesses. Statistics and Probability Letters. 82, 1082-1087. (SCI)
6、 H. He and Nana Luan (2013)：A note on the scaling limits of contour functions of Galton-Watson tress. Electronic Communications in Probability. 78, 1-13. (SCI)
7、 R. Zhang, H. Song and Nana Luan (2014): A weak Galerkin finite element method for the American option pricing. Frontiers of Mathematics in China. 9, 455–476, (SCI)
8、Nana Luan (2015):Strong Local Non-Determinism of Sub-Fractional Brownian Motion. Applied Mathematics.
9、Nana Luan (2017): Chung's law of the iterated logarithm for subfractional brownian motion. Acta Mathematica Sinica-English series. (SCI)
10、Nana Luan (2020): On the Local Time of Subfractional Brownian Motion. Acta Mathematica Sinica-Chinese series. (CSCI)
COURSES TAUGHT
Actuarial Math, Theory of Interest, Applied Stochastic Process, Stochastic Mathematical Method
STUDENT AND PUBLIC SERVICE
Student Service
Thesis Supervisor
4 Chinese BA. per year in average, 2011-, Chair
Thesis Defense Committee
10 Chinese BA. per year in average, 2011-, Chair
Faculty Advisor, 2011,2022
Research Mentor
Supervised undergraduate students to publish 3 papers
Judge or Mentor of Student Competition
Mathematical Contest in Modeling /Interdisciplinary Contest in Modeling,1 Persons per year in average, 2011-
National Collegiate Mathematical Modeling Competition,1 Persons per year in average, 2011-
Advisor of Interns and Careers
5 Persons per year in average, 2011-
RESEARCH GRANTS
1、Presided over the National Natural Science Foundation Project "Self-similar process and Gaussian random field" (No. 11201068) (2012).
2、Presided over the Anisotropic Gaussian random field (11QD17) (2011) of the UIBE.
3、Presided over some studies of Self-similar process and Gaussian random field (13PY49) (2013) of the UIBE..
4、Presided over the application of Stochastic in Stock and Risk models (14YQ07) (2014) of the UIBE.
5、Presided over the study of sub-fractional Brownian motion and its application in Stock (18YB217) (2018) of the UIBE.
AWARDS AND HONORS
Research Awards and Honors
Huiyuan Young Scholar, UIBE, 2012
Teaching Awards and Honors
Teaching Excellent Award, UIBE,2023
Evaluation of undergraduate Teaching Quality top 10%, UIBE, 2011-