I joined the UNSW Business School under the Strategic Hires and Retention Pathways (SHARP) scheme in July 2017.
After earning my PhD in statistics from the University of Science and Technology of China in 2001, I have worked at different places around the world including the University of Hong Kong (2001), the University of Amsterdam (2002-2004), the Concordia University (2004-2005), and the University of Iowa (2006-2019). At the University of Iowa, I was promoted to Full Professor in 2012 and was conferred an Endowed Chair in 2014 in honour of my scholarly work and professional contributions.
My expertise centers on extreme value theory for insurance, finance, and quantitative risk management. Recently, I have been working on various topics from the interdisciplinary field of insurance, finance, probability, and operations research. These topics include: (1) modeling, measuring, and managing catastrophe risks, (2) systemic risk and financial networks, (3) pricing in incomplete markets, and (4) portfolio theory under model uncertainty. His research has been constantly supported by external grants.
Currently, I am an Editor of the journal Insurance: Mathematics and Economics, and an Associate Editor of several journals including TEST, Applied Stochastic Models in Business and Industry, Statistics & Probability Letters, and Science China Mathematics. I am an Elected Member of the International Statistical Institute.