Dr. Jiajun Liu is an Associate Professor in Actuarial Science at the Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University.Dr Liu’s research focuses on the Interplay of insurance and financial risks, extreme dependence, and Heavy-tailed distributions in insurance, finance, and risk management. His research has appeared in journals such as ASTIN Bulletin, Insurance: Mathematics and Economics, North American Actuarial Journal, European Actuarial Journal, Stochastic Models, and Journal of Industrial and Management Optimization.Prior to joining XJTLU, Dr. Liu earned his Ph.D. in Mathematical Science (subtrack: Actuarial Science and Statistics) from The University of Liverpool, and B.Sc from The University of Liverpool.

Quantitative risk management.

Copula and tail dependence.

Extreme value theory for insurance and finance.

Asymptotic analysis of rare events in insurance and finance.

Dependent risks and extremes in insurance and finance.

Heavy-tailed distributions in insurance, finance, and risk management.

2023 to Present, Associate Professor in Actuarial Science, Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University, China.

2016 to 2023, Assistant Professor in Actuarial Science, Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University, China.

MTH 301 Final Year Project

MTH 313 Loss Distribution

MTH 223 Mathematical Risk Theory

MTH 120 Theory of Interest

2023, XJTLU Research Enhancement Fund, REF-22-02-003, Project title: Interplay of Heavy-tailedness and Tail dependence in extreme systemic risks: from static to dynamic evaluation. Total Amount: 50,000, PI.

2022, National Natural Science Foundation of China (NFSC), 12201507, Project Title: Systemic risk Under Catastrophe Risk: An asymptotic approach Total Amount: 300,000, PI.

2022, National Natural Science Foundation of China (NFSC), 72171055, Project Title: Theory of A Two-Step Extreme Quantile Regression Model with Applications in Insurance Rate Making Total Amount: 490,000 ,CI (with PI Prof. Yanxi Hou at Fudan University).

2021, Natural Science Foundation of Jiangsu Higher Education Institutions, No. 21KJB1100, Project Title: Measuring Tail Operational Risk under Extreme Value Theory. Total Amount: 30,000, PI.

2021, XJTLU Postgraduate Research Scholarship (PGRS), PGRS2012012,Project Title: Measuring Tail Operational Risk under Extreme Value Theory. PI.

2020, XJTLU Postgraduate Research Scholarship (PGRS), PGRS1912008, Project Title: Systemic risk under Extremes. PI.

2017, XJTLU Research Development Fund (RDF) Postgraduate Research Scholarship (PGRS), RDF-17-01-21, Project Title: A Multifaceted Study of Quantitative Risk Management: Interplay of Dependent Insurance and Financial Risks. Total Amount: 92,058 RMB. PI.

2017, SEID Key Educator.

2013-2015, Hong Kong Graduate Association Awards.

2017, Jiangsu High-level Innovative and Entrepreneurship Talent Introduction (Chuang-Shuang) Plan.