最高学历、学位      研究生、理学博士                             

职 称               教授

电子邮箱            beewky@vip.163.com；kywang@usts.edu.cn

一、基本情况：

苏州大学数学科学学院毕业，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。现为第九届江苏省概率统计学会副理事长，苏州市现场统计研究会第七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：

目前主要研究金融保险中的风险度量。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4项。

三、代表性科研成果：

1.Chenghao Xu, Xiaowen Shen, Kaiyong Wang. The finite-time ruin probabilities of a dependent bidimensional risk model with subexponential claims and Brownian perturbations. Nonlinear Analysis: Modelling and Control, 2025, 30(3), 460-482.

2.Yan Zhang, Kaiyong Wang. The asymptotic behavior of tail moments for light-tailed risks with Sarmanov dependence structure. Statistics and Probability Letters, 2025, 226, 110480.

3.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.

4.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.

5.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.

6.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.

7.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.

8.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, 108752.

9.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.

10.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.

11.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.

12.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.

13.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.

14.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.