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胡杜妮

发布人: 发布时间:2025年03月17日 14:15



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。主要研究领域金融工程保险精算。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, 19YJC7900372019.1-2021.12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721610272021.1-2025.12主持


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