Research Interests & Activities
Research Interests and Activities
Research Interests
Matrix Analytic Methods in risk theory: discrete phase-type distributions
Discrete-time Risk Models: recursive calculations, ruin-related quantities
Correlated Risk Models: NCD system, multivariate risk models
Spectrally negative Levy processes in ruin theory
Actuarial statistics: insurance claim count modelling, Insurance Technology, Climate risk
Research Activities
"Multivariate Poisson model adjusting for unidirectional covariate misclassification" (2023). The 26th International Congress on Insurance: Mathematics and Economics, July 5-7, Edinburgh, UK.
"A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance" (2022). Department of Mathematics, Shenzhen University, 2 Dec, online.
"A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance" (2022). Inaugural CUFE-MQ Online Workshop 2022, 11 Nov, online.
“Multivariate zero-modified hurdle models in insurance” (2022). Institute & Faculty of Actuaries (IFoA, UK) Knowledge Sharing Session, 28 Jan, online.
“Multivariate zero-modified hurdle models in insurance” (2021). Department of Finance, CUHK, 11 Oct, online.
“On the Type I multivariate zero-truncated hurdle model with applications in health insurance” (2019), The 23rd International Congress on Insurance: Mathematics and Economics, July 10-12, Germany.
"On joint occupation times of spectrally negative Levy processes with a general tax structure” (2017). DSA Seminars, 8 Nov, Department of Actuarial Science, University of Lausanne, Lausanne, Switzerland.
“On aggregate claims model with dependence” (2017). Invited seminar, 23 Oct, School of Mathematical Sciences, Nankai University, Tianjin, China.
“On aggregate claims model with dependence” (2017). Invited seminar, 15 Sep, College of Mathematics and Statistics, Shenzhen University, Shenzhen, China.
“On aggregate claims model with dependence” (2017). Invited seminar, 13 Sep, School of Mathematical Sciences, University of Electronical Science and Technology of China, Chengdu, China.
“On the occupation times in a delayed Sparre Andersen risk model with exponential claims” (2016). Invited seminar, 20 Dec, School of Statistics, Faculty of Economics and Management, East China Normal University, Shanghai, China.
"On a discrete-time risk model with claim correlated premiums" (2014). International workshop on Risk Analysis, Ruin and Extremes 2014, School of Mathematical Sciences, Nankai University, Tianjin, China.
"On a discrete-time risk model with claim correlated premiums" (2013). Invited seminar, 8 Nov, Department of Applied Finance & Actuarial Studies, Macquarie University, Australia.
"On a discrete-time two level NCD risk model" (2013). Invited seminar, 16 May, Department of Financial Mathematics, School of Mathematical Sciences, Peking University, China.
"On a discrete-time two level NCD risk model" (2013). Invited seminar, 15 May, Department of Finance, School of Economics and Management, Tsinghua University, China.
"Equilibrium distributions of discrete phase type" (2013). Invited speaker, The 2013 International Conference on Actuarial Risk and Related Topics, 15-17 March, Nankai University, China.
“Equilibrium distributions of discrete phase type” (2012). The 4th International Gerber-Shiu Workshop, 4-5 July, Melbourne.
“Matrix-form Recursions for a family of compound distributions” (2010). School of Mathematical Sciences, 9 June, Nankai University, Tianjin, China.
“Matrix-form Recursive Evaluation of the Aggregate Claims Distribution Revisited” (2010). The 14th International Congress on Insurance: Mathematics and Economics, June 17-19, Canada.
“Matrix-form Recursions for a family of compound distributions” (2009). Australasian Actuarial Education and Research Symposium 2009, Dec 14-15, UNSW, Australia.
“Some discussions on discrete phase-type claims” (2008). Invited talk, Department of Econometrics and Business Statistics, Oct 17, Monash University.
“On a discrete-time Sparre Andersen model with Phase-type claims” (2008). The 12th International Congress on Insurance: Mathematics and Economics, July 16-18, China.
“On the discounted penalty function in a discrete time renewal risk model with general interclaim times” (2007). Invited talk, The Department of Statistics and Applied Probability, NUS, Dec 13, Singapore.
“On the discounted penalty function in a discrete time renewal risk model with general interclaim times” (2007). The 11th International Congress on Insurance: Mathematics and Economics, July 10-12, Greece.
“On the discounted penalty function in a discrete time renewal risk model with general interclaim times” (2007). Invited Speaker, International Workshop on Insurance Risk Theory and Related Topics, April 16-18, China.
“On a discrete-time risk model with delayed claims and a constant dividend barrier” (2006). The 10th International Congress on Insurance: Mathematics and Economics, July 18-20, Belgium.
“On Risk Models with Interactive Correlation” (2003). The University of Hong Kong PhD Seminar.
“Recursive Calculation of Finite-time Survival Probabilities in Discrete-time Risk Models” (2003). Invited talk, School of Math and Statistics, University of South Australia.
“On the Interaction Risk Model with Delayed Claims” (2002). International Conference on Applied Statistics, Actuarial Science and Financial Mathematics (ICAAF2002).