PhD in statistics, 2001, from the University of Science and Technology of China
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 conferred an Endowed Chair in 2014.
My research areas range over actuarial studies, applied probability, and operations research, with expertise centering on extreme value theory for insurance, finance, and risk management. I have published over 100 papers resulting in an H index of 41. 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. I have been Principal Investigator/Lead Chief Investigator of various major external grants including 1 from ARC of Australia, 1 from NSF of US, 5 from the Society of Actuaries, and 1 from NSERC of Canada.
Currently, I am an Editor of the journal Insurance: Mathematics and Economics, and an Associate Editor of several journals including Applied Stochastic Models in Business and Industry, Statistics & Probability Letters, and Science China Mathematics. I am an Elected Member of the International Statistical Institute.
09/2018: Elected Member of the International Statistical Institute (ISI)
07/2014: F. Wendell Miller Endowed Chair, University of Iowa
2014--2015: Career Development Award, University of Iowa