2000.9-2004.7青岛大学 信息与计算科学 理学学士

2004.9-2006.7 武汉大学 概率论与数理统计 理学硕士 导师：高付清

2006.9-2009.7 武汉大学 概率论与数理统计 理学博士 导师：高付清

2009.9-至今 扬州大学 数学科学学院

1.主持国家自然科学基金青年基金(2014.1-2016.12),,22万

2.主持江苏省自然科学基金青年基金(2013.7-2016.6),20万

3.主持江苏省高校自然科学基金(2013.8-2015.12), ,3.2万

4.主持国家天元数学基金(2011.1-2011.12)， 3万

5.主持扬州大学创新培育基金(2012.10-2013.11), 1万

6.主持扬州大学创新培育基金(2011.10-2012.11)，1万

Yan,Jun. Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times, Statistics and Probability Letters,125,71-79,2017.

Yan,Jun. Exponential martingale for compound Poisson process with latent variable and its applications, Appl. Math. J. Chinese Univ. 30, 210-216, 2015.

Yan,Jun. Deviations of convex and coherent entropic risk measures, Statistics and Probability Letters,100,56-66,2015.

Yan,Jun. Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables, Statistics and Probability Letters, 91,171-180,2014.

严钧.部分转移的风险过程的中偏差, 数学学报（中文版）,57,675-680,2014.

严钧,殷弘. 财产索赔服务期权定价的鞅方法,应用数学, 27,152-156,2014.

Yan,Jun. Gao,Fuqing. The minimal entropy martingale measure of a jump process influenced by jump times. Statistics and Probability Letters,83, 83–88, 2013.

Yan,Jun, Gao,Fuqing. Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity. Journal of Mathematical Analysis and Applications, 394, 74-83, 2012.

严钧，汪宝彬. 部分转移的风险过程的大偏差. 数学杂志. 32, 1021-1026, 2012

严钧. 基于Esscher变换的指数Ornstein-Uhlenbeck过程的定价. 扬州大学学报（自然科学版）15, 17-19, 2012

Yan,Jun. The minimal martingale measure for the pricing process with Poisson shot noise jumps. Communications on Stochastic Analysis，5(4), 671-681, 2011

Gao,Fuqing, Yan,Jun. Sample path large and moderate deviations for risk model with delayed claims. Insurance: Mathematics and Economics. 45, 74–80, 2009.

Qian,Bin*, Yan,Jun. Moderate Deviation Principle for Self-Normalized Sums of Sums of i.i.d. Random Variables. Applied Mathematics Letters.22 ,715–718, 2009.

Gao,Fuqing, Yan,Jun. Functional large deviations and moderate deviations for Markov-modulated risk models with reinsurance. Journal of Applied Probability, 45, 800-817, 2008.