姓名：胡杜妮          

单位：统计与数据科学系

职称：讲师

电子邮箱：dunihu0207@163.com

办公室：智华楼B243

个人基本信息：

   胡杜妮（1987-），女，湖北麻城人，管理学博士，南昌大学经济管理学院统计与数据科学系讲师。主要研究领域：金融工程、保险精算。近几年以第一及通讯作者在国际经济金融《European Journal of Operational Research》《Insurance Mathematics and Economics》《International Review of Economics & Finance》等权威期刊发表学是论文十余篇，在国家级出版社出版学术专著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。

科研论文

[1] Hu Duni, Hailong Wang. Heterogeneous beliefs with preference interdependence and asset pricing. International Review of Economics & Finance, 2024, 93: 1-37.

[2] Hu Duni, Hailong Wang. Reinsurance, investment and the rationality with a diffusion model approximating a jump model. Communications in Statistics-Theory and Methods, 2024: 1-23.

[3] Hu Duni, Hailong Wang. Reinsurance contract design with heterogeneous beliefs and learning. Communications in Statistics-Theory and Methods, 2023, 52(14): 5026-5047.

[4] Hu Duni, Hailong Wang. Robust reinsurance contract with learning and ambiguity aversion. Scandinavian Actuarial Journal, 2022, 2022(9): 794-815.

[5] Hu Duni, Hailong Wang. Reinsurance contract design when the insurer is ambiguity-averse. Insurance Mathematics and Economics, 2019, 86: 241-255.

[6] Hu Duni, Hailong Wang. Optimal proportional reinsurance with a loss-dependent premium principle. Scandinavian Actuarial Journal, 2019: 1-16.

[7] Hu Duni, Shou Chen, Hailong Wang. Robust reinsurance contracts with uncertainty about jump risk. European Journal of Operational Research, 2018, 266(3): 1175-1188.

[8] Hu Duni, Shou Chen, Hailong Wang. Robust reinsurance contracts in continuous time. Scandinavian Actuarial Journal, 2018, 2018(1): 1-22.

[9] Chen Shou, Duni Hu*, Hailong Wang. Optimal reinsurance problems with extrapolative claim expectation. Optimal Control Applications and Methods, 2018, 39(1), 78-94.

[10] Hu Duni, Hailong Wang. Time-consistent investment and reinsurance under relative performance concerns. Communications in Statistics-Theory and Methods, 2018, 47(7): 1193-1717.

[11] Wang Hailong, Duni Hu*. 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.

[12] Wang Hailong, Duni Hu*. Heterogenous beliefs with sentiments and asset pricing. The North American Journal of Economics and Finance, 2022, 63: 101824.

[13] Wang Hailong, Duni Hu*. Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. The North American Journal of Economics and Finance , 2021, 57: 101434.

[14] Wang, Hailong, Duni Hu*, Chaoqun Ma, Fengchao Cheng. Disagreements with noisy signals and asset pricing. The North American Journal of Economics and Finance, 2020, 51: 101062.

[15] Wang, Hailong, Duni Hu*. Disagreement with procyclical beliefs and asset pricing. The North American Journal of Economics and Finance, 2019: 101102.

[16] Ma Chaoqun, Hailong Wang, Fengchao Cheng, Duni Hu. Asset pricing and institutional investors with disagreements. Economic Modelling, 2017, 64: 231-248.

[17] Ma Chaoqun, Hailong Wang, Fengchao Cheng, Duni Hu. How money illusions and heterogeneous beliefs affect asset prices. The North American Journal of Economics and Finance, 2018, 44: 167-192.

主持项目

1. 2019.1-2021.12 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 结题 主持

2. 2021.1-2025.12 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 在研  主持