一、基本情况

苏州科技大学数学科学学院教授。2012年6月毕业于苏州大学概率统计专业，获理学博士学位。2013.03-2015.03上海交通大学安泰经管学院博士后（合作导师：吴冲锋），2017.11-2018.10帝国理工学院数学系访问学者（合作导师：Harry Zheng教授）,2013.06-2013.08,香港大学统计与精算系访问学者，2015.06-2015.08,香港大学统计与精算系访问学者，2016.01-2016.02,香港大学统计与精算系访问学者。2015年被遴选为硕士生导师。2016年入选江苏省高校“青蓝工程”优秀青年教师，2018年入选江苏省高校“青蓝工程”中青年学术带头人，2017年评为苏州市先进教育工作者。

二、主要研究领域及学术成就

主要从事风险管理，金融风险量化分析，衍生品定价以及最优投资组合方面的研究工作，，在《ASTIN Bulletin》，《Economic Modelling》, 《Applied Stochastic Models in Business and Industry》，《Journal of Applied Probability》,《Methodology and Computing in Applied Probability》、 《Stochastic Analysis and Applications》，《中国科学》等等经济管理与概率统计重要期刊已发表学术论文30余篇，其中 SCI（SSCI） 收录论文 20余篇， 主持江苏省优秀青年基金1项，主持完成国家自然科学基金青年基金1项，江苏省省自然基金青年基金1项，中国博士后基金1项，江苏省省高校自然基金1项，以主要参与人参与国家自然科学基金项目1项，江苏省省自然基金2项。

三、代表性科研成果

[1] Yinghui Dong*, Kam Chuen Yuen, Guojing Wang.Regime-switching pure jump processes and applications in the valuation of mortality-linked products, Communications in Statistics-Theory and Methods, 2018,47(6)：1372-1391.(SCI)

[2] Jie Guo, Yinghui Dong, Guojing Wang. Basket CDS pricing with default intensities using a regime-switching shot-noise model, Communications in Statistics-Theory and Methods, 2018,47(18)：4443-4458.(SCI)

[3] Yinghui Dong*, Kam Chuen Yuen, Guojing Wang.Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities， Front. Math. China，2017, 12(5): 1085–1112.

[4] Yinghui Dong*, Kam C Yuen, Guojing Wang. Pricing credit derivatives under a correlated regime-switching hazard processes model, Journal of Industrial and Management Optimation, 2017，13,1395-1415.(SCI)

[5] Yinghui Dong*, Guojing Wang, Kam Chuen Yuen. A regime-switching model with jumps and its application to bond pricing and insurance，Stochastics and Dynamics, 2016,16(6),1650023.(SCI)

[6] Yinghui Dong*, Kam Chuen Yuen, Guojing Wang, Chongfeng Wu. A reduced- form model for correlated defaults with regime-switching shot noise intensities, Methodology and Computing in Applied Probability, 2016，18,459-486.（SCI）

[7] Yinghui Dong*, Min Han, A hyper-Erlang jump-diffusion process and applications in finance, Journal of Systems Science and Complexity, 2016,29, 557-572.(SCI)

[8]董迎辉*. 马氏调制强度的传染模型 CDS 的 CVA 计算, 中国科学- 数学 , 2015,45(1):65-82.

[9] Yinghui Dong*,Yao Chen, Haifei Zhu, Hyper-exponential jump- diffusion model under the barrier dividend strategy. Applied Mathematics-A Journal of Chinese Universities,2015，30(1)：17-26.(SCI)

[10] Yinghui Dong*, Kam Chuen Yuen, Chongfeng Wu, Regime-switching shot- noise processes and longevity bond pricing. Lithuanian Mathematical Journal, 2014, 54: 383-402.(SCI)

[11] Yinghui Dong*, Guojing Wang. Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain, Economic Modelling，2014, 40:91-100.(SSCI)

[12] Yinghui Dong*, Guojing Wang, Kam Chuen Yuen. Bilateral counterparty risk valuation on a CDS with a common shock model, Methodology and Computing in AppliedProbability,2014,16:643-673.(SCI)

[13] Yinghui Dong*, Kam Chuen Yuen, Chongfeng Wu. A multivariate regime-switching mean reverting process and its application to the valuation of credit risk, Stochastic Analysis and Applications，2014，32:687-710.(SCI)

[14] Yinghui Dong*, Kam Chuen Yuen, Chongfeng Wu. Unilateral counterparty risk valuation of CDS using a regime-switching intensity model, Statistics and Probability Letters，2014，85:25-35.(SCI)

[15] Yinghui Dong*, Guojing Wang. A contagion model with Markov regime- switching intensities, Frontiers of Mathematics in China, 2014, 9:45-62.(SCI)

[16] Xue Liang*, Yinghui Dong. A Markov chain Copula model for credit default swaps with bilateral counterparty Risk,Communications in Statistics-Theory and Methods,2014,43:498-514.(SCI)

[17]董迎辉*，徐亚娟，障碍分红策略下的相关双边跳扩散模型，数学学报,2014,3,581-592.

[18] Xue Liang*，Guojing Wang， Yinghui Dong. A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives，Statistics and Probability Letters，2013，83（1）：373-381.(SCI)

[19] Yinghui Dong*, Guojing Wang, Fair valuation of life insurance contracts under a two-sided jump diffusion model. Communicationsin Statistics-Theory and Methods, 2013,42：3926-3948.(SCI)

[20] Yinghui Dong*, Pricing dynamic guaranteed funds with stochastic barrier under Vasicek interest rate model, Chinese Journal of Applied Probability and Statistics, 2013,29:237-245.

[21] Yinghui Dong*, Guojing Wang. The dependence of assets and default threshold with thinning- dependence structure. Journal of Industrial and Management Optimization,2012,8(2):391-410.(SCI)

[22] Yinghui Dong*, Xue Liang. Decomposition of default probability under a structural credit riskmodel withjumps. Lithuanian Mathematical Journal, 2012,52(4): 369-384.(SCI)

[23] Yinghui Dong*, Xue Liang, Guojing Wang. Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model. Asia-Pacific Financial Markets, 2012,19:391-415.

[24] Yinghui Dong*, Fair valuation of life insurance contracts under a correlated jump diffusion model,ASTIN Bulletin,2011,41：429-447.(SSCI)

[25] Yinghui Dong*,Guojing Wang,Rong Wu.Pricinig the zero-coupon bond and its fair premium under a structural credit risk model with jumps，Journal of Applied Probability，2011，48（2）：404-419.(SCI)

[26]董迎辉，王过京,常数分红下相依理赔量的Erlang(2)模型，数学物理学报，2010，30(3):656-665.(CSCD)

[27]董迎辉，王过京，常利率下带干扰负风险和模型的破产概率，应用数学学报，2010，1:55-58.(CSCD)

[28] Yinghui Dong*, Guojing Wang ，Kam C Yuen.On the renewal risk model under a threshold strategy，Journal of Computational and Applied Mathematics，2009，230（1）：22-33.(SCI)

[29] Yinghui Dong*,Ruin probability for correlated negative risk sums model with Erlang processes，Applied Mathematics-A Journal of Chinese Universities Series B，2009，24（1）：14-20.(SCI)

[30] Yinghui Dong*, Guojing Wang,On a compounding assets model with positive jumps，Applied Stochastic Models in Business and Industry，2008，24：24-30.(SCI)

[31] Yinghui Dong*,Kam Chuen Yuen, The classical risk model with constant interest and threshold strategy. Proceedings in Computational Statistics, 2008.(ISTP)

[32] Yinghui Dong*, Guojing Wang,Ruin probability for renewal risk model with negative risk sums，Journal of Industrial and Management Optimization，2006，2（2）：229-236.(SCI)