董迎辉 - 苏州科技大学

个人简介

苏州科技大学数理学院副教授。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学者（合作导师：Harry Zheng教授）,2013.06-2013.08,香港大学统计与精算系访问学者，2015.06-2015.08,香港大学统计与精算系访问学者，2016.01-2016.02,香港大学统计与精算系访问学者。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。

研究领域

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

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]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),1650023.(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.