I am an Assistant 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:
  1. Extreme value theory in insurance and finance;
  2. Asymptotic analysis of rare events in insurance and finance;
  3. Risk aggregation and risk measures; and
  4. Heavy-tailed distributions in the presence of dependence


  • 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