
姓名:胡杜妮
单位:统计与数据科学系
职称:副教授
电子邮箱:dunihu0207@163.com
办公室:智华楼B243
个人基本信息:
胡杜妮,副教授,湖南大学管理科学与工程专业博士。主要研究领域为金融工程和保险精算。以一作在国际经济金融《European Journal of Operational Research》、《Insurance Mathematics and Economics》、《International Review of Economics & Finance》等期刊发表学术论文十余篇,在经济科学出版社出版专著1部,主持国家自然科学基金项目和教育部人文社科项目各1项。承担《微观经济学》、《产业组织理论》等课程的教学任务,获南昌大学本科授课质量优秀奖2次。
主要科研论文:
[1] Hu Duni,Wang Hailong. Heterogeneous beliefs with preference interdependence and asset pricing. International Review of Economics & Finance,2024,93: 1-37.
[2] Hu Duni, Wang Hailong, Chen JiMan. Investment and reinsurance with incomplete information and biased beliefs. Scandinavian Actuarial Journal,2024: 1-22.
[3] Hu Duni, Yang GuoMin, Wang Hailong. Reinsurance contracts under Stackelberg game and market equilibrium. RAIRO-Operations Research, 2024, 58(5): 3675-3696.
[4] Hu Duni,Wang Hailong. Reinsurance, investment and the rationality with a diffusion model approximating a jump model. Communications in Statistics-Theory and Methods, 2025, 54(4): 1008-1030.
[5] Hu Duni, Wang Hailong. Reinsurance contract design with heterogeneous beliefs and learning.Communications in Statistics-Theory and Methods,2023, 52(14): 5026-5047.
[6] Hu Duni, Wang Hailong. Robust reinsurance contract with learning and ambiguity aversion. Scandinavian Actuarial Journal, 2022, 2022(9): 794-815.
[7] Hu Duni, Wang Hailong. Reinsurance contract design when the insurer is ambiguity-averse. Insurance Mathematics and Economics, 2019, 86: 241-255.
[8] Hu Duni, Wang Hailong. Optimal proportional reinsurance with a loss-dependent premium principle. Scandinavian Actuarial Journal, 2019: 1-16.
[9] Hu Duni, Shou Chen, Wang Hailong. Robust reinsurance contracts with uncertainty about jump risk. European Journal of Operational Research, 2018, 266(3): 1175-1188.
[10]Hu Duni, Shou Chen, Wang Hailong. Robust reinsurance contracts in continuous time. Scandinavian Actuarial Journal, 2018, 2018(1): 1-22.
[11] Chen Shou, Hu Duni*, Wang Hailong. Optimal reinsurance problems with extrapolative claim expectation. Optimal Control Applications and Methods, 2018, 39(1), 78-94.
[12] Hu Duni, Wang Hailong. Time-consistent investment and reinsurance under relative performance concerns. Communications in Statistics-Theory and Methods, 2018, 47(7): 1193-1717.
[13] Wang Hailong, Hu Duni*. Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. The North American Journal of Economics and Finance, 2024, 72 : 102143.
[14] Wang Hailong, Hu Duni*. Heterogenous beliefs with sentiments and asset pricing. The North American Journal of Economics and Finance, 2022, 63: 101824.
[15] Wang Hailong, Hu Duni*. Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. The North American Journal of Economics and Finance , 2021, 57: 101434.
科研项目:
1. 教育部人文社会科学研究项目:基于委托代理框架的稳健再保险需求和定价机制研究, 19YJC790037,2019.1-2021.12,主持
2. 国家自然科学基金项目:索赔模糊和信息更新下的稳健再保险契约,72161027,2021.1-2025.12,主持