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房莹
职 称：教授
办公室：长清湖校区文渊楼A253
邮 箱：fangying319@163.com
个人简介
房莹，女，1981年生，中共党员，教授，硕士研究生导师。曾获全国高校教师教学创新大赛三等奖、山东省教学创新大赛一等奖，主持山东省本科教改重点项目和研究生教育质量提升计划项目各1项。负责的《概率论与数理统计》课程获评山东省一流本科课程，带领的概率统计教研室被评为山东省高校示范基层教学组织，出版教材1部。主持完成国家自然科学基金2项、山东省基金2项、统计科研课题3项，发表论文20余篇，获山东省高等学校科学技术奖三等奖、山东省统计课题成果三等奖及济南市经济普查课题成果三等奖各1项。指导学生科创竞赛获国家一等奖6项、二等奖4项、三等奖9项。现为中国现场统计研究会风险管理与精算分会理事。
研究方向
风险理论；精算学
招生方向
统计学、应用统计
开设课程
概率论与数理统计；保险精算；经济学基础；数据科学的概率基础
科研项目
1. 数学天元基金项目：互利再保险和带有投资、贷款的分红问题的研究(2012. 1.1-2012.12.31)，主持
2. 国家自然科学青年基金项目：风险理论中最优互惠再保险策略的研究(2013. 1.1-2015.12.31)，主持
3. 山东省优秀中青年科学家科研奖励基金项目：基于逐段决定马氏过程的风险模型分红问题的研究(2013.10-2016.10)，主持
4. 山东省社会科学规划研究项目：扭曲风险度量下怕累托最优再保险研究 (2020.01-2022.12)，主持
学术兼职
中国现场统计研究会风险管理与精算分会理事
奖励与荣誉
1. 第二届全国高校教师教学创新大赛三等奖，2022
2. 山东省普通高等学校教师教学创新大赛一等奖，2022
3. 山东省高等学校科学技术奖三等奖: 风险理论中最优分红和再保险问题研究, 2018
4. 山东师范大学优秀共产党员，2023
代表性成果
1. Fang, Y., Wu, R. (2007). Optimal dividend strategy in the compound Poisson model with constant interest. Stochastic Models, 23(1): 149-166.
2. Wu, R., Lu, Y. H., Fang, Y. (2007). On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest. North American Actuarial Journal, 11(2): 119-135.
3. Fang, Y., Wu, R. (2009). Optimal dividends in the Brownian motion risk model with interest. Journal of Computational and Applied Mathematics, 229(1): 145-151.
4. Fang, Y., Wu, R. (2010). On the renewal risk model with interest and dividend. Acta Mathematica Scientia, 30B(5): 1730–1738.
5. Fang, Y., Wu, R. (2011). On optimality of the barrier strategy for the classical risk model with interest. Acta Mathematicae Applicatae Sinica, 27(1): 75–84.
6. Cai, J., Fang, Y., Li, Z., Willmot, G. (2013). Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability. The Journal of Risk and Insurance, 80(1): 145-168.
7. Fang, Y., Qu, Z.F. (2013). Optimal dividend and capital injection strategies for a risk model under force of interest. Mathematical Problems in Engineering, 2013: 1-8.
8. Fang, Y., Qu, Z.F. (2014). Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability. IMA Journal of Management Mathematics, 25(1): 89-103.
9. Liu, H.L., Fang, Y. (2018). Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer. Journal of Applied Mathematics and Computing, 57: 85-104.
10. 王路，房莹. (2018). 两步法求解帕累托最优再保险策略. 南开大学学报, 51(3): 72-77.
11. Fang, Y., Wang, X., Liu, H.L., Li, T. (2019) Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles. Communications in Statistics - Theory and Methods, 48(24): 6134-6154.
12. Fang, Y., Cheng, G., Qu, Z.F. (2020) Optimal reinsurance for both an insurer and a reinsurer under general premium principles. AIMS Mathematics, 5(4): 3231-3255
13. Fang, Y., Wang, L., Qu, Z.F. (2020) Pareto-optimal reinsurance revisited: a two-stage optimization procedure approach. Mathematical Problems in Engineering, ID 3061298
14. Yuan, Y.C., Fang, Y., (2022) Optimal reinsurance design under the VaR risk measure and asymmetric information. Mathematical Modelling and Control, 2(4): 165–175
15. Chang, F.Z., Fang, Y., (2025) Pareto-optimal reinsurance under Vajda condition and heterogenous beliefs. Communications in Statistics - Theory and Methods, in press.
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