1985－1988：湘潭大學(xué)數(shù)學(xué)系，碩士；1988－1992：河北師范大學(xué)數(shù)學(xué)系任教；1992－1995：南開大學(xué)數(shù)學(xué)系，博士；1995－：南開大學(xué)數(shù)學(xué)學(xué)院任教。

研究隨機(jī)過程，隨機(jī)過程在金融保險(xiǎn)中的應(yīng)用；風(fēng)險(xiǎn)理論，應(yīng)用概率 金融保險(xiǎn)中的隨機(jī)優(yōu)化。

04年獲吳大任-熊知行數(shù)學(xué)教學(xué)獎(jiǎng)，03年獲南開大學(xué)“敬業(yè)”獎(jiǎng)。

中國數(shù)學(xué)、物理與高新技術(shù)學(xué)會常務(wù)理事及金融量化分析與計(jì)算委員會主任;中國概率統(tǒng)計(jì)學(xué)會精算專業(yè)委員會副主任;Interdisciplinary Sciences 編委;應(yīng)用概率統(tǒng)計(jì)編委

L. H. Bai, J. Y. Guo. Optimal proportional reinsurance and investment and no-shorting constraint. Insurance Mathematics & Economics. 42 (3):968-975 JUN 2008

M. Zhou, J. Y. Guo. Classical risk model with threshold dividend strategy. Acta Mathematica Scientia. 28(2):355-362 APR 2008

Z. B. Liang, J. Y. Guo. Upper bound for ruin probabilities under optimal in proportional reinsurance. Applied Stochastic Models in Business and Industry. 24(2):109-128 MAR-APR 2008

X. Zhang, M. Zhou, J. Y. Guo. Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Applied Stochastic Models in Business and Industry. 23 (1):63-71 JAN-FEB 2007

Liang ZB ,Guo JY .Optimal proportional reinsurance and ruin probability. Stochastic Models 23 (2): 333 - 350 2007

Y. T. Xiao, J. Y. Guo. The compound binomial risk model with time-correlated claimsInsurance: Mathematics and Economics. 41 (1):124-133 JUL 2007

K. C. Yuen, J. Y. Guo. Some Results on the Compound Markov Binomial Model. Scandinavian Actuarial Journal. 2006, no.3, 129-140

J. Y. Guo, K. C. Yuen, M. Zhou. Ruin Probabilities in Cox Risk Models With Two Dependent Classes of Business. Acta Mathematica Sinica, English Series.23 (7):1281-1288 JUL 2007

H. Y. Zhang, M. Zhou, J. Y. Guo. The Gerber-Shiu Discounted Penalty Function for Classical Risk Model With a Two-step Premium Rate. Statistics and Probability Letters. 76(2006),1211-1218

K. C. Yuen, J. Y. Guo. On the First Time of Ruin in the Bivariate Compound Poisson Model.Insurance: Mathematics and Economics. 38(2006),298-308