After earning his PhD in statistics from the University of Science and Technology of China in 2001, he has worked at different places around the world including the University of Hong Kong (2001), the University of Amsterdam (2002-2004), Concordia University (2004-2005), and the University of Iowa (2006-2019). At the University of Iowa, he was promoted to Full Professor in 2012 and conferred an Endowed Chair in 2014. He joined UNSW Business School under the SHARP (Strategic Hires and Retention Pathways) scheme in July 2017.

His expertise centres on extreme value theory for insurance, finance, and risk management. Recently, he has been working on various topics from the interdisciplinary field of insurance, finance, applied probability, and operations research. These topics include:

•  Modeling, measuring, and managing catastrophe risks

• Systemic risk and financial networks

• Quantitative risk analysis under uncertainty

• Pricing in incomplete markets

• Climate change and insurance

His research is consistently supported by external grants.

Currently, he serves as an Editor of the journal Insurance: Mathematics and Economics, and an Associate Editor of several other journals. He is an Elected Member of the International Statistical Institute.