尹居良 博士生导师

通讯地址：广东省广州市大学城外环西路230号经济与统计学院统计学系

电子邮箱：yin_juliang@hotmail.com

系 所：统计学系

个人简历

理学博士，澳大利亚Deakin大学荣誉教授（2011年）,统计学专业博士生导师。兼任广东省本科高校统计学类教学指导委员会副主任（2019年）、中国工业与应用数学学会系统与控制数学专业委员会委员（2019年）、广东医保大数据分析专业委员会副主任委员（2019年）、中国现场统计研究会常务理事（2022年）等职务。先后主持国家自然科学基金面上项目3项、省部级科研项目7项，已发表学术论文60余篇，其中，在《AUTOMATICA 》《J. MATHEMATICAL ANALYSIS APPLICATIONS》《INT. J. ROBUST NONLINEAR CONTROL》《STOCHASTIC ANALYSIS AND APPLICATIONS》《BULLETIN DES SCIENCES MATHEMATIQUES》《COMMUNICATIONS IN STATISTICS》《APPLIED MATHEMATICS AND COMPUTATION》《INFORMATION SCIENCES》《JOURNAL OF THE FRANKLIN INSTITITE》《MECHANICAL SYSTEMS AND SIGNAL PROCESSING》《STOCHASTIC MODELS》《STATISTICS & PROBABILITY LETTERS》《SYSTEMS & CONTROL LETTERS》《ECONOMIC MODOLLING》等国际SCI和SSCI学术期刊上发表论文38篇，研究成果被SCI期刊论文引用1000余篇次。2007年和2008年分别获广东省统计科学研究成果一等奖和全国优秀统计成果三等奖。主要研究领域为随机分析与控制、数理金融与保险精算、随机过程统计等等。现为美国《Mathematical Reviews》评论员、国家自然科学基金项目通讯评审专家以及国内外30多个学术期刊的论文评阅人。

研究方向

1. 数理金融与保险精算

2. 随机分析与随机控制

3. 扩散过程的统计推断

教学方向

1.概率论与数理统计

2.数理金融

3.精算数学

科研奖励

1. 2007年获广东省第六次统计科研优秀成果论文类一等奖。

2. 2008获第九届全国统计科学研究优秀成果课题论文类三等奖。

主持科研项目

1. 国家自然科学基金面上项目“半参数随机微分方程系统的系数辨识、区域依概率稳定性分析与控制设计方法”, 研究期限：2020.1-2023.12，项目在研。

2. 国家自然科学基金项目“随机系统的滞留时间和有限时间内滞留概率分析与区域目标控制”，研究期限：2016.1-2019.12，项目结题。

3. 国家自然科学基金项目“随机非线性系统的有限时间稳定性及稳定化设计”，研究期限：2012.1-2015.12，项目结题。

4. 广东省自然科学基金项目“期权与变额寿险定价的蒙特卡洛数值方法研究”，研究期限：2010.1-2012.12，项目结题。

5. 中央地方高校基础研究基金项目“跳扩散正倒向随机微分方程理论、数值解及金融保险应用”，研究期限：2009.1-2010.12，项目结题。

6. 广东省自然科学基金项目“跳跃－扩散型倒向随机微分方程及其应用”，研究期限：2005.1-2006.12，项目结题。

7. 中国博士后科学研究基金项目“无穷水平带跳倒向随机微分方程及相关问题”，研究期限：2004.1-2005.6，项目结题。

8. 中央地方高校基础研究基金项目“保险公司偿付能力及其边际的量化研究”，研究期限：2003.9-2005.7，项目结题。

9.国家统计局统计科学研究项目“随机分析方法在保险精算研究中的应用”，研究期限：2001.9-2003.9，项目结题。

期刊论文发表（SCI、SSCI收录与核心期刊论文）

1.J. Yin, S. Khoo and X. Yu, Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control, Int. J. Robust and Nonlinear Control, 33(3), 1738-1749, 2023.

2.X. Chen and J. Yin, Asymptotics of the general GEE estimator for high-dimensional longitudinal data, Communications in Statistics-Theory and Methods, DOI:10.1080/03610926.2023.2205045, 2023.

3.温录亮，尹居良，丘延君，王明辉，陈平炎，非对称广义正态分布的估计及应用，《数理统计与管理》，DOI:10.13860/j.cnki.sltj.20230506-003, 2023.

4.陈钟毓，尹居良，不平衡数据分类问题的FL逻辑回归算法，《统计与决策》，5，33-37，2023.

5.W. Shen and J. Yin, Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model, Journal of Industrial and Management Optimization, 19(9), 7054-7071, 2023

6.X. Chen and J. Yin, Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates, Communications in Statistics-Theory and Methods, 52(4), 1300-1317, 2023.

7.F. Wu, D. Ding, J. Yin, W. Lu and G. Yuan, Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes, Fractal and Fractional, 7(4), 308, 2023.

8.Y. Tao and J. Yin, Markov switching quantile regression models with time-varying transition probabilities, Journal of the Korean Statistical Society, 51(3), 803-830, 2022.

9.Y. Tao and J. Yin, Maximum likelihood estimation for quantile autoregression models with Markovian switching, Communications in Statistics-Theory and Methods, DOI:10.1080/03610926.2022.2051052, 2022.

10.W. Shen and J. Yin, Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Levy Market, Methodology and Computing in Applied Probability, 24(4), 2913-1931, 2022.

11.L. Wen, Y. Qiu, M. Wang, J. Yin and P. Chen, Numerical characteristics and parameter estimation of finite mixed generalized normal distribution, Communications in Statistics-Simulation and Computation, 51(7), 3596-3620, 2022.

12.X. Chen and J. Yin, Simultaneous variable selection and estimation for longitudinal ordinal data with a diverging number of covariates, AIMS MATHEMATICS, 7(4), 7199-7211, 2022.  

13.冷薇，尹居良，二阶最小二乘估计下多因子非线性模型的贝叶斯-最优设计，《系统科学与数学》，42(12), 3412-3424, 2022.

14.J. Yin, Output feedback domain stabilization in probability in fixed time for nonlinear stochastic systems, Journal of the Franklin Institute: Engineering and Applied Mathematics, 358(18), 9606-9620, 2021.

15.Y. Liu and J. Yin, Spline estimation of partially linear regression models for time series with correlated errors, Communications in Statistics-Simulations and Computation, DOI:10.1080/03610918.2021.1990328, 2021.

16.Y. Liu and J. Yin, B-spline estimation in varying coefficient models with correlated errors, AIMS MATHEMATICS, 7(3), 3509-3523, 2021.

17.X. Yu, J. Yin and S. Khoo, New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs，International Journal of Control, 94(6), 1674-1681, 2021.

18.J. Yin, D. Ding and S. Khoo, Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming, Int. J. Robust and Nonlinear Control, 30(16), 6585-6605, 2020.

19.X. Yu, J. Yin and S. Khoo, Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems, Automatica, 107, 183-189, 2019.

20.Y. Jia, L. Zhang, K. Liu, R. Chen, C. Zhang, J. Yin, W. Shen and J. He, Effects of the perspiration on the photofading of reactive dyes, Textile Research Journal, 89(5), 688-697, 2019.

21.陈惠达，尹居良：马氏转移高敏感跳扩散CKLS模型的解及金融应用，《系统工程理论与实践》，38(9)，2212-2229，2018.

22.王明辉，尹居良：纵向数据下部分线性模型的估计与性质，《数理统计与管理》，850-863，2018.

23.L. Zhang, Y. Jia, H, He, J. Yin, R. Chen, C. Zhang, W. Shen, X. Wang, Multiple Factor Analysis on Preparation of Cellulose Nanofiber by Ball Milling from Softwood Pulp, BioResources, 13(2), 2397-2410, 2018.

24.J. Yin, S. Khoo and Z. Man, Finite-time Stability Theorems of Homogeneous Stochastic Systems, Systems & Control Letters, 100, 6-13，2017.

25.J. Yin, D. Ding, Z. Liu and S. Khoo, Some Properties of Finite-time Stable Stochastic Nonlinear Systems, Applied Mathematics and Computation, 259(4), 686-696, 2015. 

26.J. Yin, Asymptotic stability in probability and stabilization for a class of discrete-time stochastic systems, Int. J. Robust. Nonlinear Control, 25, 2803-2815, 2015.

27.邹力,尹居良: Euler-Maruyama Numerical Solutions of Highly Sensitive Mean-Reverting Stochastic Differential Equations with Markovian Switching and Applications in Finance,《中山大学学报（自然科学版）》, 54(3), 60-67, 2015.

28.J. Yin and S. Khoo, Continuous Finite-time State Feedback Stabilizers for Some Nonlinear Stochastic Systems, Int. J. Robust. Nonlinear Control, 25，1581-1600, 2014.

29.J. Yin, W. Wang, Z. Man and S. Khoo, Modeling and Analysis of Gear Tooth Crack Growth under Variable-amplitude Loading, Mechanical Systems and Signal Processing, 40(1), 105-113, 2013.

30.J. Yin, W. Wang, Z. Man and S. Khoo, Statistical Modeling of Gear Vibration Signals and Its Application to Detecting and Diagnosing Gear Faults, Information Sciences, 259, 295-303, 2013.

31.S. Khoo, J. Yin, Z. Man and X. Yu, Finite-time stabilization of stochastic nonlinear systems in strict-feedback form, Automatica, 49, 1403-1410, 2013.

32.Z. Man, W. Wang, S. Khoo and J. Yin, Optimal sinusoidal modeling of gear mesh vibration signals for gear diagnosis and prognosis, Mechanical Systems and Signal Processing, 33, 256-274, 2012.

33.J. Yin, Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty，Bulletin des Sciences Mathématiques, 136(6), 709-729, 2012.

34.J. Yin, S. Khoo, Z. Man and X. Yu, Finite-time stability and instability of stochastic nonlinear systems, Automatica, 47, 2671-2677, 2011.

35.J. Yin, Forward-backward SDEs with a random terminal time and applications to pricing special European-type options for a large investor, Bulletin des Sciences Mathématiques, 135, 883-895, 2011.

36.J. Yin and S. Khoo, Comments on “Finite-time stability theorem of stochastic nonlinear systems”, Automatica, 46, 2105-2108, 2011.

37.J. Yin, Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Ito diffusion type, Bulletin des Sciences Mathématiques, 134(8), 799-815, 2010.

38.J. Yin, X. Mao and F. Wu, Generalized stochastic delay Lotka-Voterra systems, Stochastic Models, 25(3), 436-454, 2009.

39.F. Wu, X. Mao and J. Yin, Uncertainty and economic growth in a stochastic R&D model, Economic Modelling, 25, 1306-1317, 2008.

40.J. Yin, On solutions of a class of infinite horizon FBSDEs, Statistics Probability Letters, 78(15), 2412-2419, 2008

41.J. Yin and X. Mao, The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications, Journal of Mathematical Analysis and Applications, 346(2), 345-358, 2008.

42.J. Yin and R. Situ, On solutions and comparison theorems of infinite horizon forward-backward stochastic differential equations with Poisson jumps, Acta Scientiarum Naturalium Universitatis Sunyatseni, 47(1), 5-8,12, 2008.

43.J. Yin and Y. Wang, Hilbert Space-Valued Forward-Backward Stochastic Differential Equations with Poisson Jumps and Applications, Journal of Mathematical Analysis and Applications, 328(1), 438-451, 2007.

44.尹居良，跳跃—扩散型金融市场中股票期权的定价,《统计与决策》，6, 14-15, 2005.

45.尹居良，非寿险公司实际偿付能力的计算与比较，《统计与决策》，10，177-178, 2005.

46.尹居良,司徒荣, Existence of solutions for forward-backward stochastic differential equations with jumps and non-Lipschitzian coefficients，《数学研究与评论》，24(4), 577-588, 2004.

47.J. Yin and R. Situ, On solutions of forward-backward stochastic differential equations with Poisson jumps, Stochastic Analysis and Applications, 21(6), 1419-1448, 2003.

48.尹居良，广义保险模型的破产概率问题研究，《应用数学》，16(1), 98-102, 2003.

49.尹居良，周玉丽，汪荣明，Another approach to stochastic Thiele’s differential equation in life insurance and applications,《应用概率统计》,17(1), 19-26, 2001.

50.尹居良，周玉丽，随机赔偿、随机折现下的保险概率模型及若干结果，《应用概率统计》，14(4), 419-426, 1998.