董迎辉教授 性 别
女

出生年月
1978年9月
最高学历、学位
研究生、理学博士

职 称
教授

职 务


电子邮箱
dongyinghui1030@163.com







一、基本情况
苏州科技大学数学科学学院教授。2012年6月毕业于苏州大学概率统计专业，获理学博士学位。2013.03-2015.03上海交通大学安泰经管学院博士后（合作导师：吴冲锋），2017.11-2018.10帝国理工学院数学系访问****（合作导师：Harry Zheng教授）,2013.06-2013.08,香港大学统计与精算系访问****，2015.06-2015.08,香港大学统计与精算系访问****，2016.01-2016.02,香港大学统计与精算系访问****。2015年被遴选为硕士生导师。2016年入选江苏省高校“青蓝工程”优秀青年教师，2018年入选江苏省高校“青蓝工程”中青年学术带头人，2017年评为苏州市先进教育工作者。
二、主要研究领域及学术成就
主要从事风险管理，金融风险量化分析，衍生品定价以及最优投资组合方面的研究工作，，在《ASTIN Bulletin》，《Economic Modelling》, 《Applied Stochastic Models in Business and Industry》，《Journal of Applied Probability》,《Methodology and Computing in Applied Probability》、 《Stochastic Analysis and Applications》，《中国科学》等等经济管理与概率统计重要期刊已发表学术论文30余篇，其中 SCI（SSCI） 收录论文 20余篇， 主持江苏省优秀青年基金1项，主持完成国家自然科学基金青年基金1项，江苏省省自然基金青年基金1项，中国博士后基金1项，江苏省省高校自然基金1项，以主要参与人参与国家自然科学基金项目1项，江苏省省自然基金2项。
三、代表性科研成果
[1]Yinghui Dong*, Kam Chuen Yuen, Guojing Wang.Regime-switching pure jump processes and applications in the valuation of mortality-linked products, Communications in Statistics-Theory and Methods, 2018,47(6)：1372-1391.(SCI)
[2]Jie Guo, Yinghui Dong, Guojing Wang. Basket CDS pricing with default intensities using a regime-switching shot-noise model, Communications in Statistics-Theory and Methods, 2018,47(18)：4443-4458.(SCI)
[3]Yinghui Dong*, Kam Chuen Yuen, Guojing Wang.Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities， Front. Math. China，2017, 12(5): 1085–1112
[4]Yinghui Dong*, Kam C Yuen, Guojing Wang. Pricing credit derivatives under a correlated regime-switching hazard processes model, Journal of Industrial and Management Optimation, 2017，13,1395-1415 (SCI)
[5]Yinghui Dong*, Guojing Wang, Kam Chuen Yuen. A regime-switching model with jumps and its application to bond pricing and insurance，Stochastics and Dynamics, 2016,16(6),**.(SCI)
[6].Yinghui Dong*, Kam Chuen Yuen, Guojing Wang, Chongfeng Wu. A reduced- form model for correlated defaults with regime-switching shot noise intensities, Methodology and Computing in Applied Probability, 2016，18,459-486.（SCI）
[7].Yinghui Dong*, Min Han, A hyper-Erlang jump-diffusion process and applications in finance, Journal of Systems Science and Complexity, 2016,29, 557-572.(SCI)
[8]董迎辉*. 马氏调制强度的传染模型 CDS 的 CVA 计算, 中国科学- 数学 , 2015,45(1):65-82.
[9]Yinghui Dong*,Yao Chen, Haifei Zhu, Hyper-exponential jump- diffusion model under the barrier dividend strategy. Applied Mathematics-A Journal of Chinese Universities,2015，30(1)：17-26(SCI)
[10].Yinghui Dong*, Kam Chuen Yuen, Chongfeng Wu, Regime-switching shot- noise processes and longevity bond pricing. Lithuanian Mathematical Journal, 2014, 54: 383-402.(SCI)
[11] Yinghui Dong*, Guojing Wang. Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain, Economic Modelling，2014, 40:91-100.(SSCI)
[12] Yinghui Dong*, Guojing Wang, Kam Chuen Yuen. Bilateral counterparty risk valuation on a CDS with a common shock model, Methodology and Computing in AppliedProbability,2014,16:643-673.(SCI)
[13]Yinghui Dong*, Kam Chuen Yuen, Chongfeng Wu. A multivariate regime-switching mean reverting process and its application to the valuation of credit risk, Stochastic Analysis and Applications，2014，32:687-710.(SCI)
[14]Yinghui Dong*, Kam Chuen Yuen, Chongfeng Wu. Unilateral counterparty risk valuation of CDS using a regime-switching intensity model, Statistics and Probability Letters，2014，85:25-35.(SCI)
[15]Yinghui Dong*, Guojing Wang. A contagion model with Markov regime- switching intensities, Frontiers of Mathematics in China, 2014, 9:45-62. (SCI)
[16] Xue Liang*, Yinghui Dong. A Markov chain Copula model for credit default swaps with bilateral counterparty Risk,Communications in Statistics-Theory and Methods,2014,43:498-514.(SCI)
[17]董迎辉*，徐亚娟，障碍分红策略下的相关双边跳扩散模型，数学学报,2014,3,581-592。
[18]Xue Liang*，Guojing Wang， Yinghui Dong. A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives，Statistics and Probability Letters，2013，83（1）：373-381(SCI)
[19]Yinghui Dong*, Guojing Wang, Fair valuation of life insurance contracts under a two-sided jump diffusion model. Communicationsin Statistics-Theory and Methods, 2013,42：3926-3948.(SCI)
[20]Yinghui Dong*, Pricing dynamic guaranteed funds with stochastic barrier under Vasicek interest rate model, Chinese Journal of Applied Probability and Statistics, 2013,29:237-245.
[21]Yinghui Dong*, Guojing Wang. The dependence of assets and default threshold with thinning- dependence structure. Journal of Industrial and Management Optimization,2012,8(2):391-410.(SCI)
[22].Yinghui Dong*, Xue Liang. Decomposition of default probability under a structural credit riskmodel withjumps. Lithuanian Mathematical Journal, 2012,52(4): 369-384.(SCI)
[23].Yinghui Dong*, Xue Liang, Guojing Wang. Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model. Asia-Pacific Financial Markets, 2012,19:391-415.
[24].Yinghui Dong*, Fair valuation of life insurance contracts under a correlated jump diffusion model,ASTIN Bulletin,2011,41：429-447.(SSCI)
[25] Yinghui Dong*,Guojing Wang,Rong Wu.Pricinig the zero-coupon bond and its fair premium under a structural credit risk model with jumps，Journal of Applied Probability，2011，48（2）：404-419。.(SCI)
[26]董迎辉，王过京,常数分红下相依理赔量的Erlang(2)模型，数学物理学报，2010，30(3):656-665。(CSCD)
[27] 董迎辉，王过京，常利率下带干扰负风险和模型的破产概率，应用数学学报，2010，1:55-58.(CSCD)
[28] Yinghui Dong*, Guojing Wang ，Kam C Yuen.On the renewal risk model under a threshold strategy，Journal of Computational and Applied Mathematics，2009，230（1）：22-33。.(SCI)
[29] Yinghui Dong*,Ruin probability for correlated negative risk sums model with Erlang processes，Applied Mathematics-A Journal of Chinese Universities Series B，2009，24（1）：14-20。.(SCI)
[30] Yinghui Dong*, Guojing Wang,On a compounding assets model with positive jumps，Applied Stochastic Models in Business and Industry，2008，24：24-30。.(SCI)
[31]Yinghui Dong*,Kam Chuen Yuen, The classical risk model with constant interest and threshold strategy. Proceedings in Computational Statistics, 2008.(ISTP)
[32] Yinghui Dong*, Guojing Wang,Ruin probability for renewal risk model with negative risk sums，Journal of Industrial and Management Optimization，2006，2（2）：229-236.(SCI)