Conferences and Talks

• The 47th Actuarial Research Conference, University of Manitoba, Winnipeg, Canada, August 1-4, 2012.

• Internatonal Conference on Quantitative Finance and Risk Management, Jilin University, Changchun, China, July 2-4, 2012. "Finite-time Survival Probability and Credit Default Swaps Pricing under Geometric Lévy Markets".

• The 16th International Congress on Insurance: Mathematics and Economics, The University of Hong Kong, Hong Kong, June 28-30, 2012. "Finite-time Survival Probability and Credit Default Swaps Pricing under Geometric Lévy Markets".

• Invited talk, School of Mathematics and Statistics, Wuhan University, Wuhan, China, December 20, 2011. "Finite-time Survival Probability and Credit Default Swaps Pricing under Geometric Lévy Markets".

• The 46th Actuarial Research Conference, University of Connecticut, Storrs, US, August 11-13, 2011.

• International Conference on Applied Statistics and Financial Mathematics, The Hong Kong Polytechnic University, Hong Kong, December 16-18, 2010. "The Finite-time and Infinite-time Ruin Probabilities of a Bivariate Lévy-driven Risk Process with Heavy Tails". [slides]

• The 14th International Congress on Insurance: Mathematics and Economics, University of Toronto, Canada, June 17-19, 2010. "The Finite-time and Infinite-time Ruin Probabilities of a Bivariate Lévy-driven Risk Process with Heavy Tails".

• The 3rd International Gerber-Shiu Workshop, University of Waterloo, Canada, June 14-16, 2010. "On the Impact of Periodic Tax Payments on Asymptotic Ruin Probabilities of the Lévy Insurance Model".

• Invited talk, School of Mathematics and Statistics, Wuhan University, Wuhan, China, December 18, 2009. "On Paulsen's Conjecture". [slides]

• The 3rd Annual Graduate Student Conference in Probability, The University of North Carolina-Chapel Hill, US, May 1-3, 2009. "Asymptotic Tail Probability of the Maximum Exceedance over a Renewal Threshold and Its Application in Insurance Mathematics". [slides]

• Colloquium at Department of Statistics and Actuarial Science, The University of Iowa, Iowa City, US, February 26, 2009. "On the Impact of Periodic Tax Payments on Asymptotic Ruin Probabilities of the Lévy Insurance Model". [slides]

• Invited talk, Warren Centre for Actuarial Studies and Research, Asper School of Business, University of Manitoba, Winnipeg, Canada, January 15, 2009. "Asymptotic Ruin Probabilities of Lévy Insurance Model under Periodic Taxation".

• The 12th International Congress on Insurance: Mathematics and Economics, Dalian, China, July 16-18, 2008. "A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails". [slides]

• The 42nd Actuarial Research Conference, Robert Morris University, Pittsburgh, US, August 9-11, 2007. "Subexponential Tail of Discounted Aggragate Claims".

• The 1st Graduate Student Conference in Probability, University of Wisconsin-Madison, US, April 14-15, 2007. "Heavy-tail Behavior of Discounted Aggragate Claims".