基本介紹
個人經歷,社會兼職,文章著作,
個人經歷
1985-1988:湘潭大學數學系,碩士;
1988-1992:河北師範大學數學系任教;
1992-1995:南開大學數學系,博士;
1995-:南開大學數學學院任教。
2008年-:任南開大學數學學院院長。
2017年-:中國數學會副理事長。
研究隨機過程,隨機過程在金融保險中的套用;風險理論,套用機率 金融保險中的隨機最佳化。
04年獲吳大任-熊知行數學教學獎,03年獲南開大學“敬業”獎。
社會兼職
中國數學、物理與高新技術學會常務理事及金融量化分析與計算委員會主任;中國機率統計學會精算專業委員會副主任;Interdisciplinary Sciences 編委;套用機率統計編委
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