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张艺赢

助理教授  

  • 简历
  • 科研
  • 教学
  • 发表论著

张艺赢,澳门太阳集团网站入口助理教授,博士生导师。20189月获香港大学精算学博士学位,后赴鲁汶大学和阿姆斯特丹大学学术访问,2019.1-2021.8在南开大学统计与数据科学学院工作,任助理教授,20218月加入澳门太阳集团网站入口,任助理教授。主要研究方向为风险管理与保险精算、应用概率及可靠性理论与统计,研究成果主要发表在保险精算领域四大期刊Insurance: Mathematics and Economics、Scandinavian Actuarial Journal、North American Actuarial Journal、ASTIN Bulletin,运筹学与管理科学领域权威期刊European Journal of Operational Research、Naval Research Logistics,管理科学领域风险与安全管理高质量科技期刊Journal of Risk、Journal of Risk and Reliability,工程技术领域顶级期刊Reliability Engineering & System Safety,计算机科学和工业工程与运筹学交叉学科国际知名期刊Computers & Industrial Engineering,应用数学、应用概率与统计等领域国际和国内期刊Journal of Computational and Applied Mathematics、TEST、Journal of Applied Probability、Journal of Multivariate Analysis、Quality Technology & Quantitative Management、Communications in Mathematics and Statistics、Operations Research Letters等。


工作经历

2021/08--至今,      南方科技大学,澳门太阳集团网站入口,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 & University of Amsterdam,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

2023年南方科技大学优秀共产党员

2023年入选南方科技大学理学院“双优”培育计划

2023年《应用随机过程》入选理学院“灯塔”行动课程思政示范课程

2021年入选南方科技大学鹏城孔雀特聘岗位

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

课题组招收博士后/博士生/硕士生/科研助理,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


课题组博士后招聘信息/job/show/19.html


联系地址:广东省深圳市南山区学苑大道1088号南方科技大学理学院大楼澳门太阳集团网站入口M702

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

                                         https://faculty.sustech.edu.cn/zhangyy3/

主要研究领域


  • 风险管理与保险精算:最优再保险、保险经济学、信度理论、系统性风险、风险度量、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、统计相依模型
  • 可靠性理论与统计可靠性分析、系统可靠性设计与优化



代表性论文


研究领域一:风险管理与保险精算


Chen, Y., Cheung, K.C. and Zhang, Y. (2024). Bowley solution under the reinsurer's default risk. Insurance: Mathematics and Economics, 115, 36-61.

Yong, Y., Zeng, P. and Zhang, Y. (2023). Credibility theory for variance premium principle. North American Actuarial Journal, Accepted on December 2023.

Chen, Y., Jiang, W. and Zhang, Y(2023). Mean-variance insurance design under heterogeneous beliefs. The Journal of Risk, 26(2), 105-132.

Liang, X., Jiang, W. and Zhang, Y(2023). Optimal insurance design under mean-variance preference with narrow framing. Insurance: Mathematics and Economics, 112, 59-79.

Zhang, J., Yan, R. and Zhang, Y.  (2023). Stochastic comparisons of largest claim amounts from heterogeneous and dependent insurance portfolios. Journal of Computational and Applied Mathematics, 431, 115265.

Dhaene, J., Laeven, R.J.A. and Zhang, Y. (2022). Systemic risk: Conditional distortion risk measure. Insurance: Mathematics and Economics102, 126-145.

Boonen, T.J. and Zhang, Y. (2022). Bowley reinsurance with asymmetric information: A first-best solution. Scandinavian Actuarial Journal, 2022(6), 532-551.

Cheung, K.C., Yam, S.C.P. and Zhang, Y. (2022). Satisficing credibility for heterogeneous risks. European Journal of Operational Research298(2), 752-768.

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), 1064-1085.

Xu, M. and Zhang, Y. (2021). Data breach CAT bonds: Modeling and pricing. North American Actuarial Journal25(4), 543-561.

Boonen, T.J., Cheung, K.C. and Zhang, Y. (2021). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal, 2021(7), 623-644.

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


Ding, W., Li, J. and Zhang, Y. (2023). Criticality-based allocation of active redundancies for
asymmetric components in coherent systems. Computers & Industrial Engineering, 183, 109467.

Zhang, J. and Zhang, Y. (2023). Stochastic comparisons of relevation allocation policies in coherent systems. TEST32, 865-907

Zhang, Y(2023). Stochastic comparisons of conditional residual lifetimes with applications. Quality Technology & Quantitative Management20(5), 601-632.

Zhang, J. and Zhang, Y(2022). A copula-based approach on optimal allocation of hot standbys in series systems. Naval Research Logistics69(6), 902-913.

Wu, J., Ding, W., Zhang, Y. and Zhao, P. (2022). On reliability improvement for coherent systems with a relevation. Naval Research Logistics, 69(4), 654-666.

Sun, H., Zhang, Y. and Zhao, P. (2022). Allocating hot standbys to randomly weighted k-out-of-n: G systems. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability236(1), 37-54.

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


2024/01--2025/12: 养老保险负债的市场风险管理:基于中国偿二代与欧盟Solvency II的跟踪对比 (No. 72311530687),10万,NSFC-FWO(中比)国际(地区)合作与交流项目,国家自然科学基金委员会,参与,在研


2023/11/24--2026/11/30: 基于系统性风险的随机序、贡献度量及资金分配策略研究,  30万,  深圳市基础研究专项(自然科学基金)-基础研究面上项目(No. JCYJ20230807093312026),深圳市科技创新委员会,主持,在研


2023/01–2025/12: 异质信念下的均值-方差最优再保险策略,10 万,广东省基础与应用基础研究基金自然科学基金-面上项目(No. 2023A1515011806),主持,在研


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,已结题



课题组成员


博士后:雍尧棣  (2023/01--至今,本硕:重庆大学,博士:香港大学)


博士生: 蒲通 (2022/09--至今,本硕:曲阜师范大学)

              王梓同(2023/09--至今,本科:中国科学技术大学)


硕士生: 程浩然  (2021/09--2023/06,本科:郑州大学,已毕业,就业去向:金山数字网络科技有限公司)

              李怡甜  (2022/09--至今,本科:中国海洋大学)

              陈子怡 (2022/09--至今,本科:浙江万里学院)

              李琪琪 (2023/09--至今,本科:南京财经大学)


教授课程


2023-2024,秋季,现代概率论本科生讨论班(精算数学与风险管理,南方科技大学

2023-2024,秋季,MA407, 金融数学选讲,南方科技大学

2022-2023,春季,FMA302, 金融经济学,南方科技大学

2022-2023,春季,MA224, 金融数学基础,南方科技大学

2022-2023,秋季,MA407, 金融数学选讲,南方科技大学

2022-2023,秋季,FMA304,金融风险管理,南方科技大学

2021-2022,春季,MA208,  应用随机过程,南方科技大学

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

已发表学术论文


  1. Chen, Y., Cheung, K.C. and Zhang, Y. (2024). Bowley solution under the reinsurer's default risk. Insurance: Mathematics and Economics, 115, 36-61.
  2. Yong, Y., Zeng, P. and Zhang, Y. (2023). Credibility theory for variance premium principle. North American Actuarial JournalAccepted.
  3. Chen, Y., Jiang, W. and Zhang, Y(2023). Mean-variance insurance design under heterogeneous beliefs. The Journal of Risk, 26(2), 105-132.
  4. Ding, W., Li, J. and Zhang, Y. (2023). Criticality-based allocation of active redundancies for
    asymmetric components in coherent systems. Computers & Industrial Engineering, 183, 109467.
  5. Liang, X., Jiang, W. and Zhang, Y(2023). Optimal insurance design under mean-variance preference with narrow framing. Insurance: Mathematics and Economics, 112, 59-79.
  6. Zhang, J., Yan, R. and Zhang, Y.  (2023). Stochastic comparisons of largest claim amounts from heterogeneous and dependent insurance portfolios. Journal of Computational and Applied Mathematics, 431, 115265.
  7. Zhang, J. and Zhang, Y. (2023). Stochastic comparisons of relevation allocation policies in coherent systems. TEST32, 865-907.
  8. Pu, T., Zhang, Y. and Yin, C. (2023). Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons. Communications in Statistics - Theory and MethodsDOI: 10.1080/03610926.2023.2165407
  9. Wang, C., Wang, W., Zhang, Y. and Zhao, P. (2023). Optimal allocation of policy limits in layer reinsurance treaties. Probability in the Engineering and Informational Sciences, 37, 546-566.
  10. Zhang, Y. (2023). Stochastic comparisons of conditional residual lifetimes with applications. Quality Technology & Quantitative Management20(5), 601-632.
  11. Zhang, Y., Hu, Y. and Zhao, P. (2023). Ordering results on largest order statistics from multiple-outlier gamma variables. Communications in Mathematics and Statistics, 11, 257-282.
  12. Jiang, Y., Zhang, Y. and Zhao, P. (2023). Optimal capital allocation for individual risk model using mean-variance principle. Journal of Industrial and Management Optimization, 19(7), 5272-5293.
  13. Zhang, J., Yan, R. and Zhang, Y.  (2023). Reliability analysis of fail-safe systems with heterogeneous and dependent components subject to random shocks. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 237(6), 1073-1087.
  14. Zhang, J. and Zhang, Y. (2022). A copula-based approach on optimal allocation of hot standbys in series systems. Naval Research Logistics, 69(6), 902-913.
  15. Dhaene, J., Laeven, R.J.A. and Zhang, Y. (2022). Systemic risk: Conditional distortion risk measures. Insurance: Mathematics and Economics, 102, 126-145.
  16. Wu, J., Ding, W., Zhang, Y. and Zhao, P. (2022). On reliability improvement for coherent systems with a relevation. Naval Research Logistics, 69(4), 654-666.
  17. Boonen, T.J. and Zhang, Y. (2022). Bowley reinsurance with asymmetric information: A first-best solution. Scandinavian Actuarial Journal, 2022(6), 532-551.
  18. Cheung, K.C., Yam, S.C.P. and Zhang, Y. (2022). Satisficing credibility for heterogeneous risks. European Journal of Operational Research, 298(2), 752-768.

  19. Sun, H., Zhang, Y. and Zhao, P. (2022). Allocating hot standbys to randomly weighted k-out-of-n: G systems. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 236(1), 37-54.

  20. Zhang, Y. (2022). Stochastic comparisons on total capacity of weighted k-out-of-n system with heterogeneous components. Statistical Theory and Related Fields, 6(1), 72-80.
  21. Yan, R., Zhang, J. and Zhang, Y. (2021). Optimal allocation of relevations in coherent systems. Journal of Applied Probability, 58(4), 1152-1169.

  22. Barmalzan, G., Kosari, S. and Zhang, Y. (2021). On stochastic comparisons of finite α-mixture models. Statistics & Probability Letters, 173, 109083

  23. 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.

  24. Zhang, Y. (2021). On transform orders for largest claim amounts. Journal of Applied Probability, 58(4), 1064-1085.

  25. Xu, M. and Zhang, Y. (2021). Data breach CAT bonds: Modeling and pricing. North American Actuarial Journal, 25(4), 543-561.

  26. Boonen, T.J., Cheung, K.C. and Zhang, Y. (2021). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal, 2021(7), 623-644.

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

  28. Yan, X, Zhang, Y. and Zhao, P. (2021). Standby redundancies at component level versus system level in series system. Communications in Statistics - Theory and Methods, 50(2), 473-485.

  29. Ding, W., Wang, C. and Zhang, Y. (2021). Ordering properties of generalized aggregation with applications. Applied Stochastic Models in Business and Industry, 37(2), 282-302.

  30. Zhang, T., Zhang, Y. and Zhao, P. (2021). Comparisons on largest order statistics from heterogeneous gamma samples. Probability in the Engineering and Informational Sciences, 35(3), 611-630.

  31. Amini-Seresht, E., Kelkinnama, M. and Zhang, Y. (2021). On the residual and past lifetimes of coherent systems under random monitoring. Probability in the Engineering and Informational Sciences, 35(3), 465-480.

  32. Zhang, Y., Ding, W. and Zhao, P. (2020). On variability of series and parallel systems with heterogeneous components. Probability in the Engineering and Informational Sciences, 34(4), 626-645.

  33. Zhang, X., Zhang, Y. and Fang, R. (2020). Allocations of cold standbys to series and parallel systems with dependent components. Applied Stochastic Models in Business and Industry, 36(3), 432-451.

  34. 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.

  35. 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.

  36. Naqvi, S., Zhang, Y. and Zhao, P. (2020). Ordering results for individual risk model with dependent location-scale claim severities. Communications in Statistics - Theory and Methods, 49(4), 942-957.

  37. Amini-Seresht, E., Zhang, Y. and Li, X. (2019). On asset allocation for a threshold model with dependent returns. European Actuarial Journal, 9(2), 559-574.

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

  39. 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.

  40. Chen, J., Zhang, Y. and Zhao, P. (2019). Comparisons of order statistics from heterogeneous negative binomial variables with applications. Statistics, 53(5), 990-1011.

  41. Zhang, Y., Amini-Seresht, E. and Zhao, P. (2019). On fail-safe systems under random shocks. Applied Stochastic Models in Business and Industry, 35(3), 591-602.

  42. 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.

  43. 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.

  44. Zhang, Y., Cai, X., Zhao, P. and Wang, H. (2019). Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components. Statistics, 53(1), 126-147.

  45. Balakrishnan, N., Chen, J., Zhang, Y. and Zhao, P. (2019). Comparisons of sample ranges arising from multiple-outlier models: in memory of Moshe Shaked. Probability in the Engineering and Informational Sciences, 33(1), 28-49.

  46. 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.

  47. Amini-Seresht, E., Zhang, Y. and Balakrishnan, N. (2018). Stochastic comparisons of coherent systems under different random environments. Journal of Applied Probability, 55(2), 459-472.

  48. Ding, W. and Zhang, Y. (2018). Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components. Operations Research Letters, 46(2), 219-224.

  49. 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.

  50. Ding, W., Zhang, Y. and Zhao, P. (2018). Ordering properties of spacings from heterogeneous geometric samples. Probability in the Engineering and Informational Sciences, 32(2), 306-322.

  51. Zhang, Y. (2018). Optimal allocation of active redundancies in weighted k-out-of-n systems. Statistics & Probability Letters, 135, 110-117.

  52. 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.

  53. Chen, J., Zhang, Y., Zhao, P. and Zhou, S. (2018). Allocation strategies of standby redundancies in series/parallel system. Communications in Statistics - Theory and Methods, 47(3), 708-724.

  54. Amini-Seresht, E. and Zhang, Y. (2017). Stochastic comparisons on two finite mixture models. Operations Research Letters, 45(5), 475-480.

  55. Zhang, Y., Amini-Seresht, E. and Ding, W. (2017). Component and system active redundancies for coherent systems with dependent components. Applied Stochastic Models in Business and Industry, 33(4), 409-421.

  56. Amini-Seresht, E. and Zhang, Y. (2017). Stochastic monotonocity of conditional order statistics in multiple-outlier scale population. Probability in the Engineering and Informational Sciences, 31(3), 366-380.

  57. Zhang, Y. and Zhao, P. (2017). On the maxima of heterogeneous gamma variables. Communications in Statistics - Theory and Methods, 46(10), 5056-5071.

  58. 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.

  59. Cai, X., Zhang, Y. and Zhao, P. (2017). Hazard rate ordering of the second order statistics from multiple-outlier PHR samples. Statistics, 51(3), 615-626.

  60. Zhao, P., Wang, L. and Zhang, Y. (2017). On extreme order statistics from heterogeneous beta distributions with applications. Communications in Statistics - Theory and Methods, 46(14), 7020-7038.

  61. Zhao, P., Zhang, Y. and Qiao, J. (2016). On extreme order statistics from heterogeneous Weibull variables. Statistics, 50(6), 1376-1386.

  62. Amini-Seresht, E., Qiao, J., Zhang, Y. and Zhao, P. (2016). On the skewness of order statistics in multiple-outlier PHR models. Metrika, 79(7), 817-836.

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

  64. 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.

  65. Zhao, P., Hu, Y. and Zhang, Y. (2015). Some new results on the largest order statistics from multiple-outlier gamma models. Probability in the Engineering and Informational Sciences, 29(4), 597-621.

  66. Zhao, P. and Zhang, Y. (2014). On the maxima of heterogeneous gamma variables with different shape and scale parameters. Metrika, 77(6), 811-836.

  67. Ding, W., Zhang, Y. and Zhao, P. (2013). Comparisons of k-out-of-n systems with heterogenous components. Statistics & Probability Letters, 83(2), 493-502.

  68. Zhao, P. and Zhang, Y. (2012). On sample ranges in multiple-outlier models. Journal of Multivariate Analysis, 111, 335-349.