Department of Financial and Actuarial Mathematics

Activities

Activities per year 1997 2023 2024 2025

• 77 Master Dissertation Supervision
• 71 Presentation at conference/workshop/seminar
• 50 Invited talk
• 42 Organising an event e.g. a conference, workshop, …
• 198 More
  • 37 Participating in an event e.g. a conference, workshop, …
  • 31 Publication Peer-review
  • 27 Completed SURF Project
  • 24 PhD Supervision
  • 22 Editorial work
  • 17 Membership of committee
  • 17 Other
  • 9 Keynote Speech
  • 3 External examiner for PhD thesis
  • 3 Honorary Position
  • 2 Membership of council
  • 2 Further study／education
  • 2 Research visit
  • 1 other membership
  • 1 Apointed Visiting Scholar

Activities per year

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• The Analysis and Forecast of Chinese Market Efficiency

  Zhehao Zhang (Supervisor)

  1 Jun 2021 → 31 Aug 2021

  Activity: Supervision › Completed SURF Project

• DIVERSITY IN MATHEMATICS LEARNINGS:In Aspects of Learning Styles and Empirical Experiences

  Long Bai (Supervisor)

  Jun 2021 → Aug 2021

  Activity: Supervision › Completed SURF Project

• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes.

  Ran Xu (Speaker)

  15 May 2021

  Activity: Talk or presentation › Invited talk

• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes.

  Ran Xu (Speaker)

  21 Apr 2021

  Activity: Talk or presentation › Invited talk

• Open Access Journal Research Centre, Co-organized by SciDataS (Publisher)

  David Liu (Editor)

  2021

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Supervision of a master student leading to graduation

  David Liu (Supervisor)

  2021

  Activity: Supervision › Master Dissertation Supervision

• Supervision of PhD

  David Liu (Co-supervisor)

  2021

  Activity: Supervision › PhD Supervision

• Quality Technology and Quantitative Management (Journal)

  Xiaojun Zhu (Reviewer)

  2021 → …

  Activity: Peer-review and editorial work of publications › Editorial work

• Department of Financial and Actuarial Mathematics (Organisational unit)

  David Liu (Member)

  2021

  Activity: Membership › Membership of committee

• IEEE Transactions on Neural Networks and Learning Systems (Journal)

  David Liu (Reviewer)

  2021

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• IPAP - PhD student

  David Liu (External PhD examiner)

  2021

  Activity: Supervision › External examiner for PhD thesis

• Text Encoding and Decoding from Global Perspectives

  Lu Zong (Supervisor)

  31 Dec 2022

  Activity: Supervision › PhD Supervision

• Pricing fair premium for the loss from MBS in a CDO under a reduced form framework with regime switching

  Long Bai (Organiser)

  21 Dec 2022

  Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …

• mathematical and computational applications (Journal)

  Ran Xu (Reviewer)

  21 Dec 2022 → 15 Jun 2023

  Activity: Peer-review and editorial work of publications › Editorial work

• Xiamen University

  Ran Xu (Visiting researcher)

  19 Dec 2022 → 8 Jan 2023

  Activity: Research visit

• Fractional process in insurance and finance

  Zhehao Zhang (Supervisor)

  1 Dec 2022

  Activity: Supervision › PhD Supervision

• Systemic risk in the presence of Extreme risks

  Jiajun Liu (Speaker)

  Dec 2022

  Activity: Talk or presentation › Invited talk

• Probability in the Engineering and Informational Sciences (Journal)

  Ran Xu (Reviewer)

  21 Nov 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Option Pricing under Markov Regime Switching Economy- a Practical Study

  David Liu (Speaker)

  12 Nov 2022

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• 2022 International Conference on Derivatives and Capital Markets

  David Liu (Chair)

  Nov 2022

  Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …

• JRI with applications in Finance

  Cihangir Kan (Speaker)

  1 Oct 2022

  Activity: Talk or presentation › Invited talk

• Stochastic Models (Journal)

  Long Bai (Reviewer)

  28 Sept 2022 → 11 Nov 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Optimal singular dividend control with capital injection and affine penalty payment at ruin

  Ran Xu (Speaker)

  22 Sept 2022

  Activity: Talk or presentation › Invited talk

• Communications in Statistics: Simulation and Computation (Journal)

  Long Bai (Reviewer)

  12 Sept 2022 → 11 Dec 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Systemic Risk under Extremes

  Jiajun Liu (Speaker)

  Sept 2022

  Activity: Talk or presentation › Invited talk

• MDPI (Basel, Switzerland) (Publisher)

  David Liu (Editor)

  Sept 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Optimal singular dividend control with capital injection and affine penalty payment at ruin

  Ran Xu (Speaker)

  26 Aug 2022

  Activity: Talk or presentation › Invited talk

• Systemic Risk under in the presence of Extreme Risks

  Jiajun Liu (Speaker)

  19 Aug 2022 → 21 Aug 2022

  Activity: Talk or presentation › Invited talk

• Crisis Transmission and Early Warning in Chinese Financial Markets

  Lu Zong (Supervisor)

  31 Jul 2022

  Activity: Supervision › PhD Supervision

• The 25th International Congress on Insurance: Mathematics and Economics

  Long Bai (Participant)

  12 Jul 2022 → 15 Jul 2022

  Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …

• An asymptotic study of systemic expected shortfall and marginal expected shortfall

  Jiajun Liu (Speaker)

  12 Jul 2022 → 15 Jul 2022

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• Thoughts on U.S. Treasury Bonds Investment during the Post Pandemic

  Zhehao Zhang (Supervisor)

  1 Jul 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• Non-Parametric Inference Based on Reliability Life-Test of Non-Identical Coherent Systems, with Application to Warranty Time Estimation

  Xiaojun Zhu (Speaker)

  1 Jul 2022 → 4 Jul 2022

  Activity: Talk or presentation › Presentation at conference/workshop/seminar

• Journal of Industrial and Management Optimization (Journal)

  Ran Xu (Reviewer)

  17 Jun 2022

  Activity: Peer-review and editorial work of publications › Publication Peer-review

• Analysis of the impact of COVID-19 on economic development in Hubei Province

  Long Bai (Supervisor)

  13 Jun 2022 → 26 Aug 2022

  Activity: Supervision › Completed SURF Project

• Master Dissertation (Yu Xiao/1715692)

  Yi Hong (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• An investment strategy based on the extreme return behavior

  Zhehao Zhang (Supervisor), Xiaojun Zhu (Co-supervisor) & Zhiying Huang (Co-supervisor)

  1 Jun 2022 → 31 Aug 2022

  Activity: Supervision › Completed SURF Project

• The Impact of COVID-19 on the Financial Markets: A Case Study of Chinese Gold Market

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• Analysis of the Influence of COVID-19 on the Closing Prices of Four Chinese Industry Indices

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• Analysis of the Influence of COVID-19 on the Closing Prices of Four Chinese Industry Indices

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• The Impact of COVID-19 on International Financial Markets

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• Suzhou Industrial Development Situation and Suggestions under COVID-19—An Empirical Study from Local Listed Companies Perspective

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• Master Dissertation(Zehui Liu/1611409)

  Yi Hong (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• Suzhou Industrial Development Situation and Suggestions under COVID-19—An Empirical Study from Local Listed Companies Perspective

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• The Impact of COVID-19 on the Financial Markets: A Case Study of Chinese Gold Market

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• THE IMPACT OF COVID-19 ON STOCK RETURN RATE IN CHINA AND THE UNITED STATES

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• The Impact of Investor Sentiment on the Stock Market Average Variance of FTSE 100 Index during the Pandemic

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• Thoughts on U.S. Treasury Bonds Investment during the Post Pandemic

  Xiaojun Zhu (Supervisor)

  1 Jun 2022 → 31 Dec 2022

  Activity: Supervision › Master Dissertation Supervision

• THE IMPACT OF COVID-19 ON STOCK RETURN RATE IN CHINA AND THE UNITED STATES

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision

• The Impact of Investor Sentiment on the Stock Market Average Variance of FTSE 100 Index during the Pandemic

  Zhehao Zhang (Supervisor)

  1 Jun 2022 → 31 Mar 2023

  Activity: Supervision › Master Dissertation Supervision