应用概率统计是sci吗

发表文章及著作： Zhang, C, Wu, R On the distribution of the surplus for the D-E model prior to and at Insurance：Mathematics and Economics 1999, 24, 309- (SCI, SSCI)Zhang, C, Wu, R On the distributions of the surplus of the constant interest force risk model prior to and at ruin, Chinese Journal of Applied Probability and Statistics 2001,17(4), 410-张春生，吴荣．关于破产概率函数可微性的注．应用概率统计2001, 17(3), 267-275．Zhang, C, Wu, R Total duration of negative surplus for the compound Poisson process that is perturbed by Journal of Applied Probability 2002, 39(3), 517- (SCI)Zhang, C, Zhang, L, Wu, R Some results for the compound Poisson process that isperturbed by diffusion, Acta Mathematicae Applicatae Sinica 2002, 18(1), 153-吴荣，张春生，王过京．关于古典风险模型的一个极值联合分布．应用数学学报2002,25（3）,554-560．Zhang, C, Wang, G The joint density function of three characteristics on jump-diffusion risk Insurance：Mathematics and Economics 2003, 32, 445- (SCI, SSCI)Zhang, C, Chen, C On the Monotonicity of the Function π(x;α), Chinese Journal of Applied Probability and Statistics 2003, 19(4), 352-Guo, J, Zhang, C Ruin probability of time correlated claim, Acta Scientiarum Naturalium Universitatis Nankaiensis 2003, 36(1), 28-Wang, G, Zhang, C, Wu, R Ruin theory for the risk process described by PDMP’s, Acta Mathematicae Applicatae Sinica, English Series 2003, 19(1), 59- 张春生，吴荣．古典风险模型的极值联合分布，数学物理学报2003, 23 A (1) , 25- 吴荣，张春生．一类具有正跳的 Levy过程，应用概率统计2003, 19 (2) , 125- 李尚友，张春生．常利率环境下带干扰风险模型的破产估计，应用概率统计 2003, 19(1)，79-85． Wu, R, Wang, G, Zhang, C On a joint distribution for the risk process with constant interest Insurance：Mathematics and Economics 2005, 36, 265- (SCI, SSCI) 周明，张春生．　古典风险模型下的绝对破产．应用数学学报 2005, 28, 696- 李学坤，张春生．The moment of the first overstepping time on spectrally positive levy 应用概率统计2005, 21, 213- 陈立新，张春生．与两种破产类型相关的余额极值联合分布．数学物理学报 2006,26 A (3)；467- 邢永胜，张春生．带干扰的 Erlang (2) 风险模型的不破产概率．应用数学学报 2006,29 (1)；175-183． Meng, H, Zhang, CS, Wu R On a joint distribution of the classical risk process with a stochastic return on Stochastic models 2007, 23(3), 513- (SCI) Meng, H, Zhang, CS, Wu, R The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by Applied Stochastic Models in Business and Industry 2007, 4,273- (SCI) Wang, SS, Zhang, CS The maximum surplus before ruin in the generalized Erlang(n) risk model perturbed by Chinese Journal of Engineering Mathematics 2009, 26(5): 786- Wang, SS, Zhang, CS, Wu, R Calculations of ruin probabilities concerning with claim Acta Mathematica Scientia 2010, 30B(3): 919- (SCI) Ji, LP, Zhang, CS The Gerber-Shiu penalty functions for two classes of renewal risk Journal of Computational and Applied Mathematics 2010, 233: 2575- (SCI) Wang, SS, Zhang, CS, Wang, GJ A constant interest risk model with tax Stochastic Models 2010, 26(3) 2010, 26(3): 384- (SCI) Wang, W, Zhang, CS A New Look at the Adjustment Coefficient in the Compound Poisson Model Perturbed by D Chinese Journal of Applied Probability and S (2010，V26 N2) Wang, W, Zhang, CS Optimal dividend strategies in the diffusion model with stochastic return on Journal of Systems Science and C (2010 V23 N6,1071-1085) (SCI) Wang, SS, Zhang, CS The maximum surplus before ruin and related problems in a jump-diffusion renewal risk Acta Mathematica Sinica, English Series, (2011 V27 N12, 2379-2394) (SCI)

主要研究领域：数理金融学、保险精算、随机分析。研究兴趣主要集中在三个方面：（1）不完备市场中未定权益的定价理论和套期保值理论模型的研究，主要是在一般的指数半鞅模型下研究资产定价的基本定理和各种等价鞅测度的刻画；（2）金融保险行业中风险理论研究，主要是有限时间破产概率的理论研究和在VaR, CaR限制下的最优投资策略与再保策略的选择；（3）未定权益的效用无差别定价、保险精算定价以及有关金融衍生产品定价的相关实证研究。先后主持国家自然科学基金一项，主持省级（自然科学基金、哲学社会科学基金、软科学基金）项目5项，参与国家自然科学基金2项。在《Stochastic Models》 (SCI )、《Applied Mathematics and Mechanics》（SCI）、《Progress in Natural Science》（SCI）、《Jrl Syst Sci & Complexity》（SCI）、《工程数学学报》，《系统工程学报》，《应用概率统计》等国内外刊物发表学术论文40余篇。