郭军义的个人简介
郭军义,男,1988年湘潭大学数学系硕士毕业,1995年南开大学数学系博士毕业。现任南开大学数学学院院长,教授、博士生导师;中国数学、物理与高新技术学会常务理事及金融量化分析与计算委员会主任,中国概率统计学会精算专业委员会副主任,美国Mathreview评论员。
个人经历
1985-1988:湘潭大学数学系,硕士;1988-1992:河北师范大学数学系任教;1992-1995:南开大学数学系,博士;1995-:南开大学数学学院任教。
研究随机过程,随机过程在金融保险中的应用;风险理论,应用概率 金融保险中的随机优化。
04年获吴大任-熊知行数学教学奖,03年获南开大学“敬业”奖。
社会兼职
中国数学、物理与高新技术学会常务理事及金融量化分析与计算委员会主任;中国概率统计学会精算专业委员会副主任;Interdisciplinary Sciences 编委;应用概率统计编委
文章著作
L. H. Bai, J. Y. Guo. Optimal proportional reinsurance and investment and no-shorting constraint. Insurance Mathematics & Economics. 42 (3):968-975 JUN 2008
M. Zhou, J. Y. Guo. Classical risk model with threshold dividend strategy. Acta Mathematica Scientia. 28(2):355-362 APR 2008
Z. B. Liang, J. Y. Guo. Upper bound for ruin probabilities under optimal in proportional reinsurance. Applied Stochastic Models in Business and Industry. 24(2):109-128 MAR-APR 2008
X. Zhang, M. Zhou, J. Y. Guo. Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Applied Stochastic Models in Business and Industry. 23 (1):63-71 JAN-FEB 2007
Liang ZB ,Guo JY .Optimal proportional reinsurance and ruin probability. Stochastic Models 23 (2): 333 - 350 2007
Y. T. Xiao, J. Y. Guo. The compound binomial risk model with time-correlated claimsInsurance: Mathematics and Economics. 41 (1):124-133 JUL 2007
K. C. Yuen, J. Y. Guo. Some Results on the Compound Markov Binomial Model. Scandinavian Actuarial Journal. 2006, no.3, 129-140
J. Y. Guo, K. C. Yuen, M. Zhou. Ruin Probabilities in Cox Risk Models With Two Dependent Classes of Business. Acta Mathematica Sinica, English Series.23 (7):1281-1288 JUL 2007
H. Y. Zhang, M. Zhou, J. Y. Guo. The Gerber-Shiu Discounted Penalty Function for Classical Risk Model With a Two-step Premium Rate. Statistics and Probability Letters. 76(2006),1211-1218
K. C. Yuen, J. Y. Guo. On the First Time of Ruin in the Bivariate Compound Poisson Model.Insurance: Mathematics and Economics. 38(2006),298-308