个人简介
◆ 人才梯队、荣誉:
计算科学福建省高校重点实验室成员。
泉州市高层次人才第五层次。
◆主持科研项目:
a. 2018.01-2020.12,国家自然科学基金青年项目
统计相依的可靠性工程中冗余元件热分配问题的研究,11701194,20万;
b. 2017.10-2021.10,华侨大学中青年教师科技创新资助计划培育型项目
协同结构系统中冗余元件热分配问题的研究,ZQN-PY503,40万;
c. 2016.01-2016.12,国家自然科学基金数学天元青年基金
统计相依性的精算风险管理中的资金分配问题的研究,11526093,3万;
◆ 学习经历:
2009年7月毕业于闽南师范大学数学与应用数学专业
2014年7月厦门大学数学科学学院概率论与数理统计专业(导师:李效虎教授)
◆工作简历:
2014.07—2017.12华侨大学数学科学学院讲师
2018.01—至今华侨大学数学科学学院副教授
◆近五年教学情况(含本科教学、研究生教学):
为本科生主讲课程有《概率论与数理统计》、《统计学:从数据到结论》《随机过程》。
◆成果:
主要研究经济金融中的投资组合问题、保险精算中的保险策略问题、风险管理中的风险资金分配问题、可靠性系统中冗余元件的分配问题及相依年龄性质等。在国际概率统计和保险精算类SSCI与SCI期刊《Insurance: Mathematics and Economics》、《The Annals of Operations Research》、《Advances in Applied Probability》、《Journal of Applied Probability》、《Applied Stochastic Models in Business and Industry》等发表相关学术论文15余篇。
◆主要学术成果、创新点
本人主要研究经济金融中的投资组合问题、保险精算中的保险策略问题、风险管理中的风险资金分配问题、可靠性系统中冗余元件的分配问题及相依年龄性质等方向,并取得了一些具有一定学术价值的科研成果,先后形成十五余篇学术论文在国际著名的概率统计和保险精算类SSCI与SCI刊物发表。
◆学术影响:
A.SCI同行引用:
Xiaohu Li,Yinping You.PERMUTATION MONOTONE FUNCTIONS OF RANDOM VECTORS WITH APPLICATIONS IN FINANCIAL AND ACTUARIAL RISK MANAGEMENT.ADVANCES IN APPLIED PROBABILITY47(1) (2015) 270-291.ESI高被引论文,被SCI引用12次,第二作者。
B.组织和参加国际会议情况:
(1)、2016.07参加“第一届国际数学可靠性和安全研讨会”。地点:江苏师范大学。
(2)、2014.01参加“高维相依及Copula理论、建模及应用”。地点:中央财经大学。
(3)、2013.03参加“精算风险及其相关领域国际会议”。地点:南开大学。
研究领域
致力于相依性和随机序在经济金融、保险精算、风险管理等领域的资金分配问题中的应用研究。
近期论文
查看导师新发文章
(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]Yinping You, Xiaohu Li, Ordering k-out-of-n systems with interdependent components and
one active redundancy,Communications in Statistics –Theory and Methods(Accepted).
(Taylor & Francis, Impact factor: 0.397)
[2]Yinping You, Xiaohu Li, Most unfavorable deductibles and coverage limits for multiple
random risks with Archimedean copulas, Annals of Operations Research, 2017, 259: 485-501.
(Springer, Impact factor: 1.406)
[3]Yinping You, Xiaohu Li, Jairo Santanilla. Optimal allocations of upper limits for two independent random losses of insurance policy.Communications in Statistics –Theory and Methods,46 (1) (2017) 497-509. (Taylor & Francis, Impact factor: 0.397)
[4]Yinping You, Rui Fang, Xiaohu Li.Allocating active redundancies to k-out-of-n reliability systems with permutation monotone component lifetimes.APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY53(1) (2016) 47-56. (Wiley, Impact factor: 0.574)
[5]Yinping You, Xiaohu Li.ORDERING SCALAR PRODUCTS WITH APPLICATIONS IN FINANCIAL ENGINEERING AND ACTUARIAL SCIENCE.JOURNAL OF APPLIED PROBABILITY19 (2015) 519-536. (Cambridge Univ Press, Impact factor: 0.665, SSCI)
[6]Yinping You, Xiaohu Li.Functional characterizations of bivariate weak SAI with an application.INSURANCE MATHEMATICS & ECONOMICS64 (2015) 225-231. (Elsevier, Impact factor: 1.378, SSCI)
[7]Yinping You, Xiaohu Li, Balakrishnan Narayanaswamy.On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models. Metrika 77(8) (2014) 1041-1056. (Springer, Impact factor: 0.595)
[8]Yinping You, Xiaohu Li.Optimal capital allocations to interdependent actuarial risks.INSURANCE MATHEMATICS & ECONOMICS57 (2014) 104-113. (Elsevier, Impact factor: 1.378, SSCI)
[9]Yinping You, Xiaohu Li.On allocating redundancies to k-out-of- n reliability systems.APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY30(3) (2014) 361-371. (Wiley, Impact factor: 0.574)
[10] Xiaohu Li,Yinping You, Rui Fang.ON WEIGHTED K-OUT-OF-N SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES.PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES30(4) (2016) 533-546. (Cambridge Univ Press, Impact factor: 0.39)
[11] Xiaohu Li,Yinping You.PERMUTATION MONOTONE FUNCTIONS OF RANDOM VECTORS WITH APPLICATIONS IN FINANCIAL AND ACTUARIAL RISK MANAGEMENT.ADVANCES IN APPLIED PROBABILITY47(1) (2015) 270-291. (Applied Probability Trust, Impact factor: 0.654, SSCI)
[12] Xiaohu Li,Yinping You.A note on allocation of portfolio shares of random assets with Archimedean copula.Annals of Operations Research212(1) (2014) 155-167. (Springer, Impact factor: 1.406)
[13] Xiaohu Li,Yinping You.COMMENTS ON "ORDERING PROPERTIES OF ORDER STATISTICS FROM HETEROGENEOUS POPULATIONS".Annals of Operations Research212(1) (2014) 155-167.PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES27(4) (2013) 455-462. (Cambridge Univ Press, Impact factor: 0.39)
[14] Xiaohu Li, Pellerey Franco,Yinping You.Stochastic ordersbetween used systems and systems with used components, In Stochastic Orders in Reliability and Risk: In Honor of Professor Moshe Shaked (H. Li and X. Li, Eds), Lecture Notes in Statistics, Springer-Verlag, New York, pp., 163-173, 2013
[15] Xiaohu Li,Yinping You.On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities.INSURANCE MATHEMATICS & ECONOMICS50 (2012) 423-429. (Elsevier, Impact factor: 1.378, SSCI)