王开永 - 苏州科技大学

个人简介

2011年苏州大学数学科学学院毕业，获理学博士学位。2005年8月至今在苏州科技大学任教。2011年在东南大学数学系做博士后。2016年11月任学校学科建设办公室副主任。2008年和2010年两次被遴选为校优秀青年骨干教师培养对象。2013年获校优秀教师称号。2015年获校优秀教育工作者称号。2016年入选江苏省第五期“333高层次人才培养工程”第三层次。2017年当选为江苏省概率统计学会第七届常务理事。2018年，当选苏州市现场统计研究会第六届理监事会副理事长。

研究领域

用概率统计中的极限理论等工具处理金融和保险中的风险度量问题。目前主要研究方向：处理带有金融风险和保险风险的相依风险模型的破产概率的估计；重点处理大额索赔（重尾分布）情形下若干风险模型的破产概率的估计；衡量风险模型中的相依性对破产概率的影响；讨论概率论中随机游动的相关问题。

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

[1] Kaiyong Wang, Miaomiao Gao, Yang Yang, Yang Chen, Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks. Lithuanian Mathematical Journal, 2018, 58(1): 113-125. [2] Kaiyong Wang, Lamei Chen, Yang Yang, Miaomiao Gao, The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. Japan Journal of Industrial and Applied Mathematics, 35(3): 1173-1189, 2018. [3]Miaomiao Gao, Kaiyong Wang(通讯), Lamei Chen, Precise large deviations for widely orthant dependent random variables with different distributions. Journal of Inequalities and Applications, 2018, 2018:1-18. [4] Yanzhu Mao, Kaiyong Wang(通讯)，Ling Zhu, Yue Ren, Asymptotics for the finite-time ruin probability of a risk model with a general counting process. Japan Journal of Industrial and Applied Mathematics, 34(1): 243-252, 2017. [5]Kaiyong Wang, Jinguan Lin, Yang Yang, Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments, Communications in Statistics—Theory and Methods, 2014, 43(10-12): 2595–2604. [6]Kaiyong Wang, Fei Ding, Hongmei Wu, Tingting Pan, Asymptotics for the infnite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes, Bulletin of the Iranian Mathematical Society, 2014, 40 ( 3): 791-807. [7]Yang, Yang，Kaiyong Wang, Dimitrios G. Konstantinides, Uniform asymptotics for discounted aggregate claims in dependent risk models. Journal of Applied Probability, 2014, 51(3): 669 - 684. [8]Kaiyong Wang, The uniform asymptotics of the overshoot of a random walk with light-tailed Increments, Communications in Statistics—Theory and Methods, 2013, 42(5): 830–837. [9]Kaiyong Wang, Yuebao Wang, Qingwu Gao, Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate, Methodology and Computing in Applied Probability, 2013, 15(1):109–124. [10]Kaiyong Wang, Yang Yang, Changjun Yu, Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments, Statistics and Probability Letters, 2013, 83 (6): 1504–1512.