房莹

研究方向为随机过程及其在金融保险中的应用，主要从事风险理论、最优分红以及最优再保险方面的研究。

1999-2003曲阜师范大学数学与应用数学本科

2003-2006南开大学概率论与数理统计硕士

2006-2009南开大学概率论与数理统计博士

2008-2009滑铁卢大学统计精算系访问学者

2009-2013山东师范大学统计金融系讲师

2013-今山东师范大学统计金融系副教授

[1]. Fang, Y. and Wu, R. (2007). Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest. Stochastic Models, 23(1): 149-166.

[2]. Wu, R., Lu, Y. H. and Fang, Y. (2007). On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest. North American Actuarial Journal, 11(2): 119-135.

[3]. Fang, Y. and Wu, R. (2009). Optimal Dividends in the Brownian Motion Risk Model with Interest. Journal of Computational and Applied Mathematics, 229(1): 145-151.

[4]. Fang, Y. and Wu, R. (2010). On the Renewal Risk Model with Interest and Dividend. Acta Mathematica Scientia, 30B(5): 1730–1738.

[5]. Fang, Y. and Wu, R. (2011). On Optimality of the Barrier Strategy for the Classical Risk Model with Interest. Acta Mathematicae Applicatae Sinica, 27(1): 75–84.

[6]. Cai, J., Fang, Y., Li, Z. and Willmot, G. (2013). Optimal Reciprocal Reinsurance Treaties under the Joint Survival Probability and the Joint Profitable Probability. The Journal of Risk and Insurance, 80(1):145-168..

[7]. Fang, Y. and Qu, Z.F. (2013). Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest. Mathematical Problems in Engineering, 2013:1-8.

[8]. Fang, Y. and Qu, Z.F. (2014). Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability. IMA Journal of Management Mathematics, 25(1) :89-103.

1.互利再保险和带有投资、贷款的分红问题的研究(11126093)，天元基金，2012.01-2012.12.

2.风险理论中最优互惠再保险策略的研究(11201271)，国家自然科学青年基金，2013.01-2015.12.

3.基于逐段决定马氏过程的风险模型分红问题的研究(BS2013SF003)，山东省优秀中青年科学家科研奖励基金，2013.10-2015.10.

主讲课程

本科生：微观经济学，宏观经济学，保险精算，概率论与数理统计，高等数学，应用随机过程，利息理论

研究生：随机分析