I am an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. My research interests lie in the areas of quantitative risk management and actuarial science. I have been working on the topics:
- Extreme value theory in insurance and finance;
- Asymptotic analysis of rare events in insurance and finance;
- Risk aggregation and risk measures; and
- Heavy-tailed distributions in the presence of dependence
Education
- PhD, Applied Mathematical and Computational Sciences, University of Iowa, 2008–2013. Supervisor: Professor Qihe Tang
- MS, Mathematics, University of Iowa, 2008–2010
- BS, Computational Mathematics, Xi’an Jiaotong University, 2004–2008
- BS (minor), International Economics and Trade, Xi’an Jiaotong University, 2004–2008
