Research

Research Interest

  • Optimal insurance/reinsurance design

  • Risk measures

  • Risk sharing

  • Market equilibria

  • Stochastic comparison

  • Statistics

Conference and Seminar Presentations

Invited seminars

  • 2018.03 LRisk, KU Leuven, Belgium

  • 2018.02 Department of Risk Management and Insurance, Georgia State University, U.S.

  • 2018.02 Department of Mathematics, Illinois State University, U.S.

  • 2018.01 Department of Statistics and Actuarial Science, University of Waterloo, Canada

  • 2018.01 Department of Statistics, University of Manitoba, Canada

  • 2018.01 Department of Mathematics and Statistics, University of Regina, Canada

  • 2017.12 RiskLab, Department of Mathematics, ETH Zurich, Switzerland

  • 2017.11 Faculty of Economics and Business, University of Amsterdam, Netherlands

  • 2017.05 School of Economics and Statistics, University of Milano-Biccoca, Italy

  • 2016.11 Department of Mathematics, University of Illinois, Urbana-Champaign, U.S.

  • 2016.09 Institute of Statistics and Data Science, Renmin University, China

  • 2016.09 The School of Management, University of Science and Technology of China, China

  • 2015.04 China Institute for Actuarial Science, Central University of Finance and Economics, China

Conferences

  • 2019.10 INFORMS Annual Meeting 2019, Seattle, USA

  • 2019.10 Great Lake Analytics Conference, University of Wisconsin Stevens-Point, USA

  • 2019.07 International Conference of Actuarial Science and Quantitative Finance, Colombia

  • 2017.09 The 7th Financial Engineering and Financial Risk Management Annual Meeting, Changsha, China

  • 2017.07 The 21st International Congress on Insurance: Mathematics & Economics, Vienna, Austria

  • 2016.08 The 14th Annual Conference of China Society for Industrial and Applied Mathematics, Xiangtan University, China

  • 2014.07 The 18th International Congress on Insurance: Mathematics & Economics, Shanghai, China

  • 2014.05 Annual Meeting for the Statistical Society of Canada, University of Toronto, Canada

  • 2012.06 The 16th International Congress on Insurance: Mathematics & Economics, University of Hong Kong, Hong Kong

Co-authors

Carole Bernard Grenoble Ecole de Management, France

Tim Boonen University of Amsterdam, Netherlands

Jun Cai University of Waterloo, Canada

Yichun Chi Central University of Finance and Economics, China

Christiane Lemieux University of Waterloo, Canada

Wing Yan Lee Hang Seng Management College, Hong Kong

Steven Vanduffel Vrije Universiteit Brussel, Belgium

Ruodu Wang University of Waterloo, Canada

S.P. Phillip Yam Chinese University of Hong Kong, Hong Kong