Activities per year
Activities
Search results
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Ruin with Dependent Insurance and Financial Risks From light tails to Heavy tails
Jiajun Liu (Speaker)
10 Jul 2014 → 12 Jul 2014Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Insurance and Financial Risks Following a Special Dependence Structure
Jiajun Liu (Speaker)
14 May 2014 → 1 Jun 2014Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Insurance and Financial Risks Following the Least Risky Dependence Structure
Jiajun Liu (Speaker)
21 Mar 2014 → 23 Mar 2014Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Dependent Insurance and Financial Risks in a Discrete-time annuity- immediate Risk Model
Jiajun Liu (Speaker)
Nov 2015Activity: Talk or presentation › Invited talk
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infinite-time Absolute Ruin in Dependent Renewal Risk Model with Constant Force of Interest
Jiajun Liu (Speaker)
24 Jun 2015 → 26 Jun 2015Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Dependent Insurance and Financial Risks in a Discrete-time annuity-immediate Risk Model
Jiajun Liu (Speaker)
16 May 2016 → 22 May 2016Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Ruin with Dependent Insurance and Financial Risks in a Discrete-time Risk Model with investment
Jiajun Liu (Speaker)
26 Jul 2017 → 30 Jul 2017Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Precise Estimates for the ruin probability with Dependent Insurance and Financial risks
Jiajun Liu (Speaker)
3 Jul 2017 → 7 Jul 2017Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Asymptotics for Systemic Risk with Dependent Heavy-tailed losses
Jiajun Liu (Speaker)
15 Jul 2018 → 18 Jul 2018Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Asymptotic analysis of the Systemic Risk in the Presence of Multivariate Regular Variation
Jiajun Liu (Speaker)
7 Jun 2018 → 9 Jun 2018Activity: Talk or presentation › Invited talk
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Asymptotics for Systemic Risk with Dependent Heavy-tailed losses
Jiajun Liu (Speaker)
1 Jun 2018 → 4 Jun 2018Activity: Talk or presentation › Presentation at conference/workshop/seminar
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"Measuring Tail Operational Risk under Extreme Losses" by Dr Yishan Gong
Jiajun Liu (Supervisor)
2018 → 2022Activity: Supervision › PhD Supervision
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Financial Risk Contagion under Extreme Risks
Jiajun Liu (Speaker)
10 Jul 2019 → 12 Jul 2019Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Extremes for a general contagion risk measure
Jiajun Liu (Speaker)
5 Jul 2021 → 9 Jul 2021Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Systemic risk in the presence of Extreme risks
Jiajun Liu (Speaker)
Dec 2022Activity: Talk or presentation › Invited talk
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Systemic Risk under Extremes
Jiajun Liu (Speaker)
Sept 2022Activity: Talk or presentation › Invited talk
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Systemic Risk under in the presence of Extreme Risks
Jiajun Liu (Speaker)
19 Aug 2022 → 21 Aug 2022Activity: Talk or presentation › Invited talk
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An asymptotic study of systemic expected shortfall and marginal expected shortfall
Jiajun Liu (Speaker)
12 Jul 2022 → 15 Jul 2022Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Extremes for a general contagion risk measure
Jiajun Liu (Speaker)
Mar 2022Activity: Talk or presentation › Invited talk
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European Actuarial Journal (Journal)
Jiajun Liu (Reviewer)
1 Nov 2023 → 12 Jul 2024Activity: Peer-review and editorial work of publications › Publication Peer-review
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Insurance: Mathematics and Economics (Journal)
Jiajun Liu (Reviewer)
15 Sept 2023 → 27 Oct 2024Activity: Peer-review and editorial work of publications › Publication Peer-review
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Risk Capital Allocations based on the Higher Moment risk measure in the presence of Extreme Risks
Jiajun Liu (Speaker)
3 Jul 2023 → 8 Jul 2023Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Stochastics: An International Journal Of Probability And Stochastic Processes (Journal)
Jiajun Liu (Reviewer)
3 May 2023 → 3 Aug 2024Activity: Peer-review and editorial work of publications › Publication Peer-review
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An asymptotic study on the extended tail Gini-type measure of risk variability
Jiajun Liu (Speaker)
14 Aug 2024 → 16 Aug 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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The 3rd Conference on Financial Mathematics, Financial Engineering, and Actuarial Science
Jiajun Liu (Participant)
12 Jul 2024 → 15 Jul 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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European Actuarial Journal (Journal)
Jiajun Liu (Reviewer)
12 Jul 2024 → 12 Oct 2024Activity: Peer-review and editorial work of publications › Publication Peer-review
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Journal of Industrial and Management Optimization (Journal)
Jiajun Liu (Reviewer)
18 Jun 2024 → 30 Sept 2024Activity: Peer-review and editorial work of publications › Publication Peer-review
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Risk Sciences Colloquium: The Genesis
Jiajun Liu (Participant)
16 Jun 2024 → 17 Jun 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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International Conference on Insurance and Actuarial Science 2024
Jiajun Liu (Participant)
14 Jun 2024 → 16 Jun 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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XJTLU Actuarial and Quantitative Finance Workshop
Jiajun Liu (Participant)
9 Mar 2024 → 10 Mar 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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XJTLU-UOL-XJTU joint workshop
Jiajun Liu (Participant)
23 Jan 2024 → 24 Jan 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …