個人簡介
研究方向為隨機過程及其在金融保險中的套用，主要從事風險理論、最優分紅以及最優再保險方面的研究。
學習及工作經歷
1999-2003曲阜師範大學數學與套用數學本科
2003-2006南開大學機率論與數理統計碩士
2006-2009南開大學機率論與數理統計博士
2008-2009滑鐵盧大學統計精算系訪問學者
2009-2013山東師範大學統計金融系講師
2013-今山東師範大學統計金融系副教授
發表的論文
[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.
主持的科研項目
1.互利再保險和帶有投資、貸款的分紅問題的研究(11126093)，天元基金，2012.01-2012.12.
2.風險理論中最優互惠再保險策略的研究(11201271)，國家自然科學青年基金，2013.01-2015.12.
3.基於逐段決定馬氏過程的風險模型分紅問題的研究(BS2013SF003)，山東省優秀中青年科學家科研獎勵基金，2013.10-2015.10.
主講課程
本科生：個體經濟學，總量經濟學，保險精算，機率論與數理統計，高等數學，套用隨機過程，利息理論
研究生：隨機分析
