郭军义，南开大学数学科学学院教授，博士生导师，现主要从事随机过程及其在金融保险中的应用领域的研究。早期研究领域主要为多指标马氏过程以及测度值马氏过程。合作出版“现代保险风险理论”等专著2部，发表论文90余篇。主持国家自科基金以及中俄交流项目、天元基金等多项，参与欧盟FP7玛丽•居里项目、973项目和自科重点项目等。获中国数学力学物理学高新技术交叉研究学会焦善庆MMPH研究奖，天津市第八届教学成果奖，天津市以及南开大学优博指导教师等。曾任中国数学会副理事长，天津数学会理事长，中国概率统计学会副理事长等。现为中国交叉科学学会副理事长，中国概率统计学会常务理事，Insurance:Mathematics and Economics期刊编委等。

随机过程，随机过程在金融保险中的应用；风险理论，应用概率 金融保险中的随机优化

中国数学、物理与高新技术学会常务理事及金融量化分析与计算委员会主任;中国概率统计学会精算专业委员会副主任;Interdisciplinary Sciences 编委;应用概率统计编委

Central limit theorem with rate of convergence under sublinear expectations Qianqian Zhou , Alexander Sakhanenko , Junyi Guo Stochastic Processes and their Applications Volume 172, June 2024, 104353 https://doi.org/10.1016/j.spa.2024.104353 Junyi Guo, Xiaoqing Liang, Mingju Zhang. Minimizing an insurer's probability of ruin with branching businesses. Mathematical Control and Related Fields. doi: 10.3934/mcrf.2024014 Zhang, Xiaoyi, Yanan Li, and Junyi Guo. 2024. "The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme" Risks 12, no. 3: 49. https://doi.org/10.3390/risks12030049 Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference Bohan Li,Junyi Guo &Linlin Tian Pages 1296-1310 | Received 05 Aug 2022, Accepted 07 Apr 2023, Published online: 03 May 2023 https://doi.org/10.1080/00207179.2023.2204384 Tian, Y., Sun, Z. & Guo, J. Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process. Methodol Comput Appl Probab 24, 1169–1191 (2022). https://doi.org/10.1007/s11009-021-09902-5 Feng, R., Figueroa-López, J.E., Guo, J. et al. Editorial for special issue on advances in Actuarial Science and quantitative finance. Methodol Comput Appl Probab 24, 475–479 (2022). https://doi.org/10.1007/s11009-022-09962-1 Tian, Y., Sun, Z. & Guo, J. Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process. Methodol Comput Appl Probab 24, 1169–1191 (2022). https://doi.org/10.1007/s11009-021-09902-5 Li, B., Guo, J. Optimal Investment and Reinsurance Under the Gamma Process. Methodol Comput Appl Probab 23, 893–923 (2021). https://doi.org/10.1007/s11009-020-09795-w Tian, L., Bai, L. & Guo, J. Optimal Singular Dividend Problem Under the Sparre Andersen Model. J Optim Theory Appl 184, 603–626 (2020). Y. Tian, J. Guo, Z. Sun. Optimal mean-variance reinsurance in a financial market with stochastic rate of return, Journal of Industrial and Management Optimization, 2020, In press.https://doi.org/10.1007/s10957-019-01600-0 Lundberg-type inequalities for non-homogeneous risk models Qianqian Zhou,Alexander Sakhanenko &Junyi Guo Pages 661-680 | Received 11 Dec 2019, Accepted 09 Oct 2020, Published online: 30 Oct 2020 https://doi.org/10.1080/15326349.2020.1835490 Sun, Z., Guo, J. Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility. Math Meth Oper Res 88, 59–79 (2018). https://doi.org/10.1007/s00186-017-0628-7