Dr Haibo   Liu
Senior Research Associate

Dr Haibo Liu

BSc and MPhil, University of Hong Kong

PhD, University of Iowa

Business School
Risk & Actuarial

Haibo Liu is a Senior Research Associate in the School of Risk and Actuarial Studies. He obtained his BSc degree in 2013 and MPhil degree in 2015, both from the University of Hong Kong, and obtained his PhD degree in 2019 from the University of Iowa. His current research interests include pricing in incomplete markets, insurance-linked securities, and insolvency risk. He is a Fellow of the Society of Actuaries (FSA).

Publications

  • Journal articles | 2021
    Dr Haibo Liu
    Liu H; Tang Q; Yuan Z, 2021, 'Indifference pricing of insurance-linked securities in a multi-period model', European Journal of Operational Research, vol. 289, pp. 793 - 805, http://dx.doi.org/10.1016/j.ejor.2020.07.028
    Journal articles | 2020
    Dr Haibo Liu
    Li X; Liu H; Tang Q; Zhu J, 2020, 'Liquidation risk in insurance under contemporary regulatory frameworks', Insurance: Mathematics and Economics, vol. 93, pp. 36 - 49, http://dx.doi.org/10.1016/j.insmatheco.2020.04.005
    Journal articles | 2018
    Dr Haibo Liu
    Cheung ECK; Liu H; Willmot GE, 2018, 'Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps', Applied Mathematics and Computation, vol. 331, pp. 358 - 377, http://dx.doi.org/10.1016/j.amc.2018.03.037
    Journal articles | 2018
    Dr Haibo Liu
    Woo JK; Liu H, 2018, 'Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model', Methodology and Computing in Applied Probability, vol. 20, pp. 1 - 34, http://dx.doi.org/10.1007/s11009-018-9618-3
    Journal articles | 2016
    Dr Haibo Liu
    Cheung ECK; Liu H, 2016, 'On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy', Annals of Actuarial Science, vol. 10, pp. 236 - 269
    Journal articles | 2015
    Dr Haibo Liu
    Cheung ECK; Liu H; Woo J-K, 2015, 'On the joint analysis of the total discounted payments to policyholders and shareholders: dividend barrier strategy', Risks, vol. 3, pp. 491 - 514, http://dx.doi.org/10.3390/risks3040491

Awards

Grants

Media