汪荣明，男，1965年7月出生，汉族，安徽省安庆市宜秀区杨桥镇人，研究生学历，理学博士学位，教授，主编，1986年7月参加工作，1996年12月加入中国共产党。

1986年安徽师范大学数学系学士学位；

1986年安徽师范大学数学系教师；

1991年安徽师范大学数学系，申请获得北京师范大学理学硕士学位；

1997年华东师范大学数理统计系博士学位；

1997年华东师范大学统计系讲师、副教授、教授；

2002年华东师范大学统计系主任；

2007年华东师范大学金融与统计学院院长；

2014年华东师范大学党委常委、副校长；

2019上海对外经贸大学党委副书记、校长。

上海市第十六届人民代表大会代表。

负责：学校行政工作

分管：发展规划，审计，重点工作推进（含督查工作）

联系：统计与信息学院

兼任：校学位评定委员会主席、校友会会长

主要从事统计学和保险学的教学与研究，研究领域为保险精算、风险管理、数理金融。

国务院学位委员会第七届、第八届学科评议组成员，教育部高等学校统计学类专业教学指导委员会副主任委员，中国现场统计研究会副理事长。

入选教育部新世纪优秀人才计划、上海市曙光计划、上海市优秀学术带头人等人才专项计划。主持高等学校学科创新引智计划（“111”计划）、国家社科基金重大项目、国家社科基金重点项目及多项国家自然科学基金、国家社会科学基金等项目的研究工作。发表中英文学术论文50余篇，其中 SCI 源和 SSCI源论文30余篇。

1. 国家自然科学基金项目《马尔科夫调节风险模型下的破产概率及相关问题》, (2010.1--2012.12), 项目批准号: 10971068, (主持人)

2. 教育部新世纪优秀人才支持计划资助项目(2010.1--2012.12),项目批准号:NCET-09-0356,(主持人)

3. 国家重点基础研究发展计划(973计划) 项目《投资决策与保险精算中的随机控制方法与统计分析》, (2007.7--2011.8), 项目批准号:2007CB814904, (骨干成员)

4. 教育部博士学科点专项科研基金项目《风险管理与金融决策中的几个数学问题》, (2007.1--2009.12), 项目批准号: 20060269016, (主持人)

5. 国家自然科学基金项目《精算学中相关问题的研究》, (2007.1--2009.12), 项目批准号: 10671072, (主持人)

6. 国家社会科学基金项目《权益指数年金的定价与统计分析》, (2006.7--2009.7), 项目批准号: 06BTJ004, (主持人)

7. 上海市曙光计划项目《破产概率中若干问题的研究》, (2005.1--2007.12), 项目批准号:04SG27, (主持人)

8. 华东师范大学主干课程建设项目《现代风险理论》, (2004.11--2006.12), (主持人)

9. 国家自然科学基金项目《移动决策理论与移动决策支持系统》, (2003.1--2005.12), 项目批准号:70271001, 与东华大学联合申请(排序第二)

10. 国家社会科学基金项目《经济环境下风险理论中的统计分析》, (2003.10--2005.07), 项目批准号:03BTJ006, (主持人)

11. 教育部博士学科点专项科研基金项目《扩散过程的模型选择》, (2003.1--2005.12), 项目批准号:20020269015, (主要参加者)

12. 上海市科委基础研究重点项目《风险管理与金融决策的数学理论及其应用》, (2002.8--2005.6), 项目批准号:02DJ14063, (主要参加者)

13. 上海市教育委员会项目《曹关彪国际学术交流基金》, (2002.1--2002.12), (主持人)

14. 华东师范大学主干课程建设项目《风险理论》课程建设与实践, (2001.1--2002.12), (主持人)

15. 上海市科委项目《隐Markov过程与DNA序列分析》, (2000.10--2003.10),项目批准号: 00ZA14010, (主要参加者)

16. 国家自然科学基金重点项目《保险信息处理与精算的数学理论和方法》, (1999.1--2003.12),项目批准号: 19831020, (主要参加者)

17. 复旦---瑞士再保险公司资助课题《经济环境下风险过程的破产理论》, (2000.6--2003.6), (主持人)

18. 国家自然科学基金项目《随机过程中若干问题的研究》, (2000.1--2002.12),项目批准号: 19971072, 与徐州师大联合申请(排序第二)

19. 国家自然科学基金项目《超空间上的随机过程及其应用》, (1995.1--1997.12), 项目批准号: 19471064, (主要参加者)

20. 国家自然科学基金项目《粒子系统与随机场及其应用》, (1994.1--1996.12), 项目批准号: 19371002, (主要参加者)

21. 教育部博士学科点专项科研基金项目《基于不完备市场的权益指数年金的定价及相关问题研究》, (2012.1--2014.12), 项目批准号:20110076110004, (主持人)

22. 国家自然科学基金重点项目《金融数学中的若干随机分析问题的研究》, (2013.01--2017.12), 项目批准号: 11231005, (子项目负责人)

23.国家社会科学基金重点项目《中国经济潜在增长的源泉与结构变化的估计研究》, (2012.12--2015.12), 项目批准号: 12AzD095, (与殷德生教授共同主持)

24. 2013年第二批国家社会科学基金重大项目《农业灾害风险评估与粮食安全对策研究》, (2013.11--2016.11), 项目批准号: 13&ZD161, (主持人)

25. 2014年高等学校学科创新引智计划《统计应用与理论研究创新引智基地》, (2013.10--2018.10), 基地编号: B14019, (主持人)

(部分代表性论文)

[1] Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (with Linyi Qianand Wei Wang), Journal of Industrial and Management Optimization, 2013, 9(2), 411-429.

[2] On the optimal dividend strategy in a regime-switching diffusion model (with Jiaqin Wei and Hailiang Yang), Advances inApplied Probability, 2012, 44, 886-906.

[3] Optimal surrender strategies for equity-indexed annuity investors with partial information (with Jiaqin Wei and HailiangYang), Statistics and Probability Letters, 2012, 82, 1251-1258.

[4] Joint distributions of some actuarial random vectors for Cox risk model (with Lin Xu and Dingjun Yao), Applied StochasticModels in Business and Industry, 2012, 28, 420–429.

[5] Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (withDingjun Yao and Hailiang Yang), European Journal of Operational Research，2011, 211, 568-576.

[6] Valuation of equity-indexed annuity under stochastic mortality and interest rate (with Linyi Qian, Wei Wang and YincaiTang), Insurance: Mathematics and Economics, 2010,47,123-129.

[7] Optimal Reinsurance and Dividend Strategies under the Markov-Modulated Insurance Risk Model (with Jiaqin Wei and Hailiang Yang), Stochastic Analysis and Applications, 2010, 28(6), 1078-1105.

[8] Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with RegimeSwitching (with Jiaqin Wei and Hailiang Yang), Journal of Optimization Theory and Applications, 2010, 147, 358-377.

[9] Optimal financing and dividend strategies in a dual model with proportional costs (with Dingjun Yao and Hailiang Yang),Journal of Industrial and Management Optimization, 2010, 6(4), 761-777.

[10] Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (with Jiaqin Wei andHailiang Yang), accepted by Proceedings of the Workshop on Stochastic Analysis and Finance (A. Kohatsu-Higa,N. Privault and S.J. Sheu. eds.), Birkhuser, 2009.

[11] Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (with Fengxia Hu),Journal of Computational and Applied Mathematics, 2010, 234(10), 2953-2961.

[12] Asymptotic Ruin Probabilities for Risk Model with Random Premium and Stochastic Return on Investment( with Xu Lin),Journal of Mathematics (PRC), 2010, 30(3), 439-448.

[13] On the Markov-Modulated Insurance Risk Model with Tax (with Jiaqin Wei and Hailiang Yang), Blaetter der DGVFM,2010, 31(1), 65-78.

[14] Upper bounds for ruin probabilities in two dependent risk models under rates of interest (with Yao Dingjun), AppliedStochasticModelsinBusinessandIndustry,2010,26(4),362-373.

[15] On the Distributions of two Classes of Multiple Dependent Aggregate Claims (with Kam C. Yuen and Lixing Zhu), ActaMathematicae Applicatae Sinica (English Series), 2008, 24(4), 655-668.

[16] On Maximizing the Expected Terminal Utility by Investment and Reinsurance (with Xu Lin and Yao Dingjun), Journal ofIndustrial and Management Optimization, 2008, 4(4), 801-815.

[17] A Decomposition of the Ruin Probability for Risk Process with Vasicek Interest Rate (with Xu Lin and Yao Dingjun),Northeast Math. Journal, 2008, 24(1), 45-53.

[18] The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tails (with Jiaqin Wei),Communication in Statistics---Theory and Methods, 2008, 37(15), 2331-2341.

[19] Exponential Bounds for Ruin Probability in Two Moving Average Risk Models with Constant Interest Rate (with YaoDingjun), Acta Mathematica Sinica, 2008, 24(2), 319-328.

[20] On the Consistency of Credibility premiums regarding Esscher principle (with Tang Maolin, Wu Xianyi), Insurance:Mathematics and Economics, 2008, 42, 119-126.

[21] 考虑死亡风险下权益指数年金的定价(与钱林义, 廖靖宇合作), 《应用数学学报》, 2007年第30卷第3期, 497-505.

[22] Ruin problems with stochastic premium stochastic return on investments (With Xulin and Yao Dingjun), Frontiers ofMathematics in China, 2007, 2(3), 467-490.

[23] On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate (withWu Xianyi), Northeastern Math.Journal, 2006, 22(3), 299-305.

[24] Upper Bounds for Ruin Probabilities in an Autoregressive Risk Model with a Markov Chain Interest Rate (with Xu Lin),Journal of Industrial and Management Optimization, 2006, 2(2), 165-175.

[25] 同单调相依结构下两重生命模型的概率分布(与杨亚松合作), 《应用数学学报》, 2006年第1期, 131-138.

[26] On a Class of Erlang (2) Risk Processes (with Sun Lijuan), Chinese Journal of Contemporary Mathematics, 2005, 26(1),91-98.

[27] On Erlang(2) Risk Process Perturbed by Diffusion (with Kam C. Yuen, Yang Hailiang), Communication in Statistics---Theoryand Methods, 2005, 34(11), 2197-2208.

[28] On the Distribution of Surplus Immediately after Ruin under Interest Force and Subexponential Claims (with YangHailiang, Wang Hanxing), Insurance: Mathematics and Economics, 2004, 35, 703-714.

[29] A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain (with Wang Hanxing, Tang Maoning),Journal of Mathematical Analysis and Applications, 2003, 277, 722-730.

[30] On the Ruin Probability under a Class of Risk Processes (with Liu Haifeng), ASTIN BULLETIN, Vol.32, No.1, 2002.

[31] Set Valued Bartle Integrals (with Wu Weizhi, Zhang Wenxiu), Journal of Mathematical Analysis and Applications, 2001,255(1), 1-20.

[32] 集值随机过程的投影(与吴伟志合作), 《数学年刊》, 2001年第22卷A辑第5期.

[33] Optional and Predictable Projections of Set-Valued Measurable Processes, Applied Mathematics---A Journal of ChineseUniversities, 2001, 16(3), 323-329.

[34] Essential (Convex) Closure of a Family of Random Sets and Its Applications, Journal of Mathematical Analysis andApplications, 2001, 262(2), 667-687.

[35] Doob’s Stopping Theorems for Set-Valued (Super, Sub) Martingales with Continuous Time, Journal of MathematicalResearch Exposition, 2000, 20(4), 515-522.

[36] 集值序上鞅, 《数学学报》, 2000年第43卷第6期.

[37] Some properties of sums of independent random sets, Northeastern Math. Journal, 1998, 14(2), 203-210.

[38] Set-valued stationary processes (with Wang Zhenpeng), Journal of Multivariate Analysis, 1997, 63(1), 180-198.

[39] 广义布朗运动的若干性质, 《工程数学学报》, 1995年第12卷第4期.

[40] 一类随机环境中单边生灭链的常返性, 《数理统计与应用概率》, 1995年第10卷第3期.

[41] 具有两个吸收壁的生灭链的平均吸收时间的计算, 《数理统计与应用概率》, 1994年第9卷第4期.

[42] A criterion of recurrence for birth-death chains of order 2 and related problems in random environment (with DingWanding), Math. Acta. Scientia, 1994, 14(1), 24-38.

[43] 一类随机环境中的随机游动的吸收概率, 《数理统计与应用概率》, 1993年第8卷第3期.

[44] 一类相关随机游动的若干性质, 《工程数学学报》, 1992年第9卷第2期.

[1] Risk Models and Ruin Theory, Chapter one in Actuarial Mathematics: Theory and Methodology, Edited by Hanji Shang,World Scientific Publishing Co Pte Ltd and Higher Education Press, Singapore, 2006, 1-46.

[2] 风险理论, 《非寿险精算学》第九章, 王静龙等主编, 中国人民大学出版社出版, 2004年.

[3] 一类更新风险模型下的破产概率, 《人口、疾病、保险》第九章, 尚汉冀主编, 复旦大学出版社, 2003年.