房莹
职 称：副教授
办公室：长清湖校区文渊楼A253
邮 箱：fangying319@163.com
研究方向：随机过程及其在金融保险中的应用
个人简介
房莹，女，中共党员，1981年生，数学博士，副教授，硕士研究生导师。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。在Stochastic Models、Journal of Computational and Applied Mathematics、The Journal of Risk and Insurance 、IMA Journal of Management Mathematics等国际期刊发表 SCI、SSCI收录论文10余篇。先后主持国家级科研项目2项，省部级科研项目1项，省级教学研究项目1项。曾获山东省高等学校优秀科研成果奖三等奖（第二位，2018），bevictor伟德本科教学工作审核评估工作先进个人（2017）。目前担任山东省应用统计学会理事。
研究兴趣
风险理论；精算学
招生方向
硕士研究生招生专业：统计学、应用统计
开设课程
微观经济学；概率论与数理统计；保险精算；金融统计分析
科研项目
1.数学天元基金项目：互利再保险和带有投资、贷款的分红问题的研究(2012. 1.1-2012.12.31)，主持
2.国家自然科学青年基金项目：风险理论中最优互惠再保险策略的研究(2013. 1.1-2015.12.31)，主持
3.山东省优秀中青年科学家科研奖励基金项目：基于逐段决定马氏过程的风险模型分红问题的研究(2013.10-2016.10)，主持
学术兼职
山东省应用统计学会理事
奖励与荣誉
1.山东省高等学校优秀科研成果奖: 风险理论中最优分红和再保险问题研究(2018), 三等奖, 2/2
2.bevictor伟德本科教学工作审核评估工作先进个人，2017
代表性成果
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.
9. Liu, H.L. and Fang, Y. (2018). Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer. Journal of Applied Mathematics and Computing, 57: 85-104.
10. 王路，房莹. (2018). 两步法求解帕累托最优再保险策略. 南开大学学报,51(3): 72-77.
11. 王淑敏，房莹. (2019). 联合生存概率准则下最优变损再保险研究. bevictor伟德学报, 34(3): 265-270.
12. Fang, Y., Wang, X., Liu, H.L. and Li, T. (2019) Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles. Communications in Statistics - Theory and Methods, 48(24): 6134-6154.
