Publications & Research activities
Publications & Research activities
Carole Bernard, Jinghui Chen, and Steven Vanduffel (2025). "Modeling coskewness with zero correlation and correlation with zero coskewness." Accepted in the Journal of Risk. (arXiv)
Carole Bernard, Jinghui Chen, Ludger Ruschendorf, and Steven Vanduffel (2025). "Improved block rearrangement algorithm." Published in Annals of Operations Research. (SSRN)
Carole Bernard, Jinghui Chen, Ludger Ruschendorf, and Steven Vanduffel (2023). "Coskewness under dependence uncertainty." Published in Statistics and Probability Letters. (SSRN) (arxiv)
Jinghui Chen, Stephano Ricci, Judeto Shanthirajah, and Edward Furman (2025). "Mean-tail Gini framework for optimal portfolio selection." Under review. (SSRN)
Carole Bernard, Jinghui Chen, and Steven Vanduffel (2025). "Higher moments under dependence uncertainty with applications in insurance." Under review. (arXiv)
Hassan Abdelrahman, Andrei Badescu, Jinghui Chen, Edward Furman, and X. Sheldon Lin (2025). “Cyber risk frequency, severity and insurance modeling.”
Jinghui Chen, Jan Dhaene, and Rodrigue Kazzi (2025). “Model uncertainty in decentralized risk sharing.”
Christopher Blier-Wong, Jinghui Chen, and Xin Liu (2025). “Deep learning for risk bounds of the capital asset allocation rules.”
Christopher Blier-Wong, and Jinghui Chen (2025). “Sharp bounds for the mixed moments in multivariate analysis.”
Jinghui Chen, and Peng Liu (2024). "Order statistics under dependence uncertainty."
Referee for Insurance: Mathematics and Economics, and Risks.
60th Actuarial Research Conference, Toronto (Canada). July 2025
Young Talents in Actuarial Science and Quantitative Finance Conference, Waterloo (Canada). April 2025
New Frontiers of Systemic Risk | RISC Forum 2024, Toronto (Canada). November 2024
8th Eastern Mathematical Finance Conference, Toronto (Canada). September 2024
8th Workshop on Recent Developments in Dependence Modeling with Applications in Finance, Insurance and Pensions, Agistri (Greece). September 2023
4th Financial Economics Meeting (FEM-2023), Paris (France). June 2023
7th Workshop on Recent Developments in Dependence Modeling with Applications in Finance, Insurance and Pensions, Agistri (Greece). September 2022
25th International Congress on Insurance: Mathematics and Economics, Online. July 2022
12th China International Conference on Insurance and Risk Management, Changsha (China). July 2022
11th Conference in Actuarial Science & Finance, Samos (Greece). May 2022
24th International Congress on Insurance: Mathematics and Economics, Online. July 2021
RISC Junior Scholar Colloquium (Canada), invited by RISC. March 2024
Grenoble Ecole de Management (France), invited by Carole Bernard. 2021, 2023
University of Essex (UK), invited by Peng Liu. December 2023
Risk and Uncertainty in Economics, Insurance and Finance, Bielefeld (Germany). July 2023
courses: Mean Field Games with applications in Macroeconomics,
Sharing and Managing Risk through Insurance: Markets and Models,
Knightian Uncertainty and Statistics.
Interuniversity Mathematics Summer School, Perugia (Italy). July-August 2022
courses: Mathematical Statistics and Numerical Analysis