最高学历、学位：研究生、理学博士

职 称： 教授

职 务： 威廉希尔官网党委书记

电子邮箱：

beewky@vip.163.com；kywang@usts.edu.cn

一、基本情况：

    2011年苏州大学威廉希尔官网毕业，获理学博士学位。2005年8月至今在苏州科技大学任教。在东南大学数学系完成博士后研究工作。获苏州市优秀教育工作者称号，校优秀教育工作者称号，校优秀教师称号。现为江苏省学位与研究生教育学会指导教师专业委员会委员，江苏省概率统计学会第八届常务理事，苏州市现场统计研究会第六届理监事会副理事长。入选江苏省第五期“333高层次人才培养工程”第三层次。

二、主要研究领域及学术成就：

    用概率统计中的极限理论等工具处理金融和保险中的风险度量问题。目前主要研究方向：处理带有金融风险和保险风险的相依风险模型的破产概率的估计；重点处理大额索赔（重尾分布）情形下若干风险模型的破产概率的估计；衡量风险模型中的相依性对破产概率的影响；讨论概率论中随机游动的相关问题。近五年发表论文20余篇，其中SCI收录论文10余篇。主持并完成2项国家自然科学基金项目，1项江苏省自然科学基金项目，1项中国博士后基金项目，1项江苏省博士后基金项目。获得江苏省统计科研优秀成果奖三等奖1项，苏州市自然科学优秀学术论文三等奖3项。

三、代表性科研成果：

[1]. Chenghao Xu, Kaiyong Wang，Xinyi Wu. The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes. Communications in Statistics—Theory and Methods, 2024, 53(6): 2194–2204.

[2]. Kaiyong Wang, Yang Yang, Kam C. Yuen. The uniform asymptotics for the tail of Poisson shot noise process with dependent and heavy-tailed shocks, Journal of Mathematical Research with Applications, 2023, 43(3): 335-349.

[3]. Baoyin Xun, Kam C. Yuen, Kaiyong Wang. The finite-time ruin probability of a risk model with a general counting process and stochastic return, Journal of Industrial and Management Optimization, 2022, 18(3): 1541-1556.

[4]. Kaiyong Wang, Yanzhu Mao. Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate, Communications in Statistics—Theory and Methods, 2021, 50(4): 932–943.

[5]. Baoyin Xun, Kaiyong Wang, Kam C. Yuen. The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation, Japan Journal of Industrial and Applied Mathematics, 2020, 37(2): 507-525.

[6]. Yang Yang, Tao Jiang, Kaiyong Wang, Kam C. Yuen. Interplay of financial and insurance risks in dependent discrete-time risk models, Statistics and Probability Letters, 2020, 162, Article ID 108752.

[7]. Yang Yang, Kaiyong Wang, Jiajun Liu, Zhimin Zhang. Asymptotics for a bidimensional risk model with two geometric Levy price processes, Journal of Industrial and Management Optimization, 2019, 15(2): 481-505.

[8]. Kaiyong Wang, Lamei Chen, Yang Yang, Miaomiao Gao. The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation, Japan Journal of Industrial and Applied Mathematics, 2018, 35(3): 1173-1189.

[9]. Kaiyong Wang, Miaomiao Gao, Yang Yang, Yang Chen. Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks, Lithuanian Mathematical Journal, 2018, 58(1): 113-125.

[10]. Yanzhu Mao, Kaiyong Wang, Ling Zhu, Yue Ren. Asymptotics for the finite-time ruin probability of a risk model with a general counting process, Japan Journal of Industrial and Applied Mathematics, 2017, 34(1): 243-252.

[11]. Zhongquan Tan, Kaiyong Wang. On Piterbarg’s max-discretisation theorem for homogeneous Gaussian random fields, Journal of Mathematical Analysis and Applications, 2015, 429(2): 969-994.

        [12].Yang, Yang, Kaiyong Wang, Dimitrios G. Konstantinides, Uniform asymptotics for discounted aggregate claims in dependent risk models, Journal of Applied Probability, 2014, 51(3): 669 - 684.