Jiajun Liu

Activities

Activities per year 2014 2018 2022 2023 2024 2024

• 14 Presentation at conference/workshop/seminar
• 6 Invited talk
• 5 Publication Peer-review
• 3 Organising an event e.g. a conference, workshop, …
• 3 More
  • 2 Participating in an event e.g. a conference, workshop, …
  • 1 PhD Supervision

Activities per year

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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 2024

  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

• 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

• 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

• 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

• infinite-time Absolute Ruin in Dependent Renewal Risk Model with Constant Force of Interest

  Jiajun Liu (Speaker)

  24 Jun 2015 → 26 Jun 2015

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

• Ruin with Dependent Insurance and Financial Risks From light tails to Heavy tails

  Jiajun Liu (Speaker)

  10 Jul 2014 → 12 Jul 2014

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

• Ruin with Insurance and Financial Risks Following a Special Dependence Structure

  Jiajun Liu (Speaker)

  14 May 2014 → 1 Jun 2014

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

• Ruin with Insurance and Financial Risks Following the Least Risky Dependence Structure

  Jiajun Liu (Speaker)

  21 Mar 2014 → 23 Mar 2014

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