Department of Financial and Actuarial Mathematics

Activities

Activities per year 1997 2023 2024 2024

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

Activities per year

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• Stochastic Non-Local Transport-Type Equations in Sobolev Space: Well-Posedness, Global Existence, Blow-Up and Stability

  Yingting Miao (Speaker)

  9 Nov 2024 → 10 Nov 2024

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

• Characterizing High-risk Population with Metabolic Syndrome based on Extreme Logistic Regression

  Long Bai (Speaker)

  20 Sept 2024 → 22 Sept 2024

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

• An asymptotic study on the extended tail Gini-type measure of risk variability

  Jiajun Liu (Speaker)

  14 Aug 2024 → 16 Aug 2024

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

• Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection

  Yuhao Li (Speaker)

  29 Jun 2024

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

• Optimal ratcheting of dividend with capital injection

  Ran Xu (Speaker)

  27 Jun 2024

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

• Application of Levy Processes in Insurance with Omega Killing

  Xin Xu (Speaker)

  10 May 2024

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

• Government Bond Yields in China: Dynamic Term Structure and Economic Scenario Generation

  Yi Hong (Speaker)

  9 May 2024 → 10 May 2024

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

• Equity Linked Insurance Products: Valuation and Hedging

  Hailiang Yang (Speaker)

  23 Jan 2024 → 24 Jan 2024

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

• 2024 Radar Workshop

  Dehui Yang (Invited speaker)

  13 Jan 2024

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

• A brief introduction to the directed polymer model

  Ran Wei (Speaker)

  10 Jan 2024 → 14 Jan 2024

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

• Static and Dynamic Incentives in Individual Outpatient Claims: Identification and Quantification

  Yuhao Li (Speaker)

  19 Dec 2023

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

• The critical disordered pinning measure

  Ran Wei (Speaker)

  9 Dec 2023

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

• Approximations of Multivariate Kolmogorov-Smirnov Test Statistics

  Long Bai (Speaker)

  27 Nov 2023

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

• LSTM-based Coherent Mortality Forecasting for Less Developed Countries

  Ran Xu (Speaker)

  17 Nov 2023 → 20 Nov 2023

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

• Consistent Test for Conditional Moment Restriction Models in Reproducing Kernel Hilbert Spaces

  Yuhao Li (Speaker)

  11 Nov 2023 → 12 Nov 2023

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

• Relative asset valuation: A global perspective

  Yi Hong (Speaker)

  20 Oct 2023 → 22 Oct 2023

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

• Suzhou Area Youth Mathematicians 4th Annual Workshop: Data and Finance

  Arodh Lal Karn (Speaker)

  20 Oct 2023 → 22 Oct 2023

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

• Relative Asset Valuation: A Global Perspective

  Yi Hong (Speaker)

  20 Oct 2023 → 22 Oct 2023

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

• Diffusions Derived from Branching Diagram

  Youzhou Zhou (Speaker)

  23 Sept 2023 → 27 Sept 2023

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

• Transition Density of an infinite-dimensional diffusion with the Jack parameter

  Youzhou Zhou (Speaker)

  20 Aug 2023 → 24 Aug 2023

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

• EXTREMES OF CHI-SQUARE PROCESSES AND APPLICATIONS

  Long Bai (Speaker)

  7 Aug 2023

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

• Transition density of an infinite-dimensional diffusion with the Jack Parameter

  Youzhou Zhou (Speaker)

  21 Jul 2023 → 24 Jul 2023

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

• The 12th ICSA International Conference

  Xiaojun Zhu (Speaker)

  7 Jul 2023 → 9 Jul 2023

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

• A quantitative analysis of InsurTech-powered industry development in China

  Stephen Gong (Speaker) & Zhehao Zhang (Speaker)

  4 Jul 2023

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

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

  Ran Xu (Speaker)

  3 Jul 2023 → 8 Jul 2023

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

• Risk Capital Allocations based on the Higher Moment risk measure in the presence of Extreme Risks

  Jiajun Liu (Speaker)

  3 Jul 2023 → 8 Jul 2023

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

• Discrete time approach on linear consecutive-k-out-of-n system

  Cihangir Kan (Speaker)

  1 Jul 2023

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

• A Model of Public Offering: Lockup, Market Liquidity, and Managerial Compensation

  Ning Zhang (Speaker)

  21 Jun 2023

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

• Discuss on “Anomalies as New Hedge Fund Factors: A Machine Learning Approach”

  Ran Xu (Speaker)

  11 Jun 2023

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

• Reliability evaluation of discrete time consecutive-k systems

  Cihangir Kan (Speaker)

  1 Jun 2023

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

• High Frequency Volatility of Oil Futures in China: Components, Modeling and Prediction

  Yi Hong (Speaker)

  15 Apr 2023 → 16 Apr 2023

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

• Optimal ratcheting dividend with capital injection

  Ran Xu (Speaker)

  9 Apr 2023

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

• Option pricing using deep convolutional neural networks enhanced by technical indicators.

  David Liu (Speaker)

  2023

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

• 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

• 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

• 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

• Transition Density of an infinite-dimensional diffusion with the Jack Parameter

  Youzhou Zhou (Speaker)

  Jun 2022

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

• Correcting estimation bias in regime switching dynamic term structure models

  Liu Liu (Speaker)

  13 May 2022

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

• Optimal dividend strategy under Parisian ruin with affine penalty

  Ran Xu (Speaker)

  12 Dec 2021

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

• Extremes of Gaussian Random Fields

  Long Bai (Speaker)

  11 Jul 2021

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

• Asymptotic expansions and precise deviations in the Kingman coalescent

  Youzhou Zhou (Speaker)

  9 Jul 2021 → 13 Jul 2021

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

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

  Ran Xu (Speaker)

  5 Jul 2021 → 9 Jul 2021

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

• Extremes for a general contagion risk measure

  Jiajun Liu (Speaker)

  5 Jul 2021 → 9 Jul 2021

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

• Financial Risk Contagion under Extreme Risks

  Jiajun Liu (Speaker)

  10 Jul 2019 → 12 Jul 2019

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

• Run Shock Models with a change point in shock size distribution

  Cihangir Kan (Speaker)

  24 Jun 2019

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

• Asymptotics for Systemic Risk with Dependent Heavy-tailed losses

  Jiajun Liu (Speaker)

  15 Jul 2018 → 18 Jul 2018

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

• Asymptotics for Systemic Risk with Dependent Heavy-tailed losses

  Jiajun Liu (Speaker)

  1 Jun 2018 → 4 Jun 2018

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

• Ruin with Dependent Insurance and Financial Risks in a Discrete-time Risk Model with investment

  Jiajun Liu (Speaker)

  26 Jul 2017 → 30 Jul 2017

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

• Precise Estimates for the ruin probability with Dependent Insurance and Financial risks

  Jiajun Liu (Speaker)

  3 Jul 2017 → 7 Jul 2017

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

• Ruin with Dependent Insurance and Financial Risks in a Discrete-time annuity-immediate Risk Model

  Jiajun Liu (Speaker)

  16 May 2016 → 22 May 2016

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