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