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张艺赢

助理教授  

  • 简历
  • 科研
  • 教学
  • 发表论著

工作经历

2021/08--至今,      南方科技大学,数学系,Tenure-Track 助理教授

2019/01--2021/08, 南开大学,统计与数据科学学院,助理教授

2018/10--2019/01, KU Leuven, Faculty of Economics and Business,访问学者


教育背景

2015/09--2018/09,香港大学,统计与精算学系,精算学,哲学博士

2012/09--2015/07,兰州大学,数学与统计学院,概率论与数理统计,理学硕士

2008/09--2012/07,兰州大学,数学与统计学院,数学与应用数学,理学学士


荣誉&获奖

2019年入选天津市131创新型人才培养工程第三层次

2015至2018年香港政府博士生全额奖学金 (HKPFS)


招聘信息

南方科技大学数学系张艺赢课题组招收博士后/博士生/硕士生,要求勤奋踏实、善于沟通、热爱科研,立志从事前沿科学研究。欢迎对风险管理保险精算应用概率等相关研究方向感兴趣的即将毕业的优秀博士加入课题组以及优秀学生进行推免硕士/直博或报考申请考核。同时也欢迎优秀在读博士到课题组访问交流。有意者请将相关材料发送至zhangyy3@sustech.edu.cn更多相关信息请见南方科技大学研究生院官网:http://gs.sustech.edu.cn



更多信息请访问个人主页:https://sites.google.com/site/yiyingzhang16

主要研究领域



  • 风险管理与保险精算:最优再保险、信度理论、系统性风险、风险理论、相依风险模型
  • 应用概率有序变量模型、随机序理论与随机比较
  • 可靠性理论与统计可靠性分析、系统可靠性设计与优化、统计相依模型



代表性论文


研究领域一:风险管理与保险精算


Cheung, K.C., Yam, S.C.P. and Zhang, Y. (2021). Satisficing credibility for heterogeneous risks. European Journal of Operational Research, https://doi.org/10.1016/j.ejor.2021.07.020

Boonen, T.J. and Zhang, Y. (2021). Optimal reinsurance design with distortion risk measures and asymmetric information. ASTIN Bulletin: The Journal of the IAA, 51(2), 607-629.

Zhang, Y. (2021). On transform orders for largest claim amounts. Journal of Applied Probability, 58(4).

Xu, M. and Zhang, Y. (2021). Data breach CAT bonds: Modeling and pricing. North American Actuarial Journalhttps://doi.org/10.1080/10920277.2021.1886948

Boonen, T.J., Cheung, K.C. and Zhang, Y. (2021). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal, DOI:10.1080/03461238.2020.1867631

Zhang, Y. and Cheung, K.C. (2020). On the increasing convex order of generalized aggregation of dependent random variables. Insurance: Mathematics and Economics, 92, 61-69.

Cheung, K.C., Yam, S.C.P., Yuen, F.L. and Zhang, Y. (2020). Concave distortion risk minimizing reinsurance design under adverse selection. Insurance: Mathematics and Economics, 91, 155-165.

Cheung, K.C., Yam, S.C.P. and Zhang, Y. (2019). Risk-adjusted Bowley reinsurance under distorted probabilities. Insurance: Mathematics and Economics, 86, 64-72.

Zhang, Y., Cai, X. and Zhao, P. (2019). Ordering properties of extreme claim amounts from heterogeneous portfolios. ASTIN Bulletin: The Journal of the IAA, 49(2), 525-554.

Zhang, Y., Zhao, P. and Cheung, K.C. (2019). Comparisons of aggregate claim numbers and amounts: A study of heterogeneity. Scandinavian Actuarial Journal, 2019(4), 273-290.

Zhang, Y., Li, X. and Cheung, K.C. (2018). On heterogeneity in the individual model with both dependent claim occurrences and severities. ASTIN Bulletin: The Journal of the IAA, 48(2), 817-839. 

Balakrishnan, N., Zhang, Y. and Zhao, P. (2018). Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios. Scandinavian Actuarial Journal, 2018(1), 23-41. 

Zhang, Y. and Zhao, P.  (2015). Comparisons on aggregate risks from two sets of heterogeneous portfolios. Insurance: Mathematics and Economics, 65, 124-135. 


研究领域二:应用概率 & 可靠性理论与统计


Sun, H., Zhang, Y. and Zhao, P. (2021). Allocating hot standbys to randomly weighted k-out-of-n: G systems. Journal of Risk and Reliability, https://doi.org/10.1177/1748006X211030812

Zhang, Y.  (2021). Reliability analysis of randomly weighted k-out-of-n systems with heterogeneous components. Reliability Engineering & System Safety, 205, 107814.

Zhang, Y. and Zhao, P. (2019). Optimal allocation of minimal repairs in parallel and series systems. Naval Research Logistics, 66(6), 517-526.

Zhang, Y., Ding, W. and Zhao, P. (2018). On total capacity of k-out-of-n systems with random weights. Naval Research Logistics, 65, 347-359.

Zhao, P., Zhang, Y. and Chen, J. (2017). Optimal allocation policy of one redundancy in a n-component series system. European Journal of Operational Research, 257(2), 656-668. 

Zhao, P., Zhang, Y. and Li, L. (2015). Redundancy allocation at component level versus system level. European Journal of Operational Research, 241(2), 402-411. 




基金项目


2022/01–2024/12: 基于非对称信息的最优再保险合同设计, 30 万, 青年科学基金项目(No. 12101336), 国家自然科学基金委员会,主持,在研

2020/04–2022/03: 基于随机加权系统的可靠性设计与优化, 6 万, 天津市自然科学基金青年项目(No. 20JCQNJC01740), 天津市科技局,主持,在研


课题组成员


硕士生3人:刘宇豪  (2020/09--至今),本科:华中科技大学

                   严熙和  (2020/09--至今),本科:南开大学

                   程浩然  (2021/09--至今),本科:郑州大学



更多信息请访问个人主页:https://sites.google.com/site/yiyingzhang16

教授课程


2021-2022,秋季,MAT8030,现代概率论,南方科技大学

2020-2021,秋季,STAT0019,数学分析3-1习题课,南开大学

2020-2021,秋季,MATH0039,时间序列分析,南开大学

2019-2020,春季,STAT0008,随机过程,南开大学

2019-2020,秋季,MATH0048,非参数统计,南开大学

2019-2020,秋季,ECON0147,初等概率论,南开大学