Research Interests:
- Risk measures, Risk management;
¡¡
- Stochastic dominance/Stochastic orders;
¡¡
- Extreme value theory, Dependence modelling.
EMPLOYMENT
- 5/2012 - 3/2014, Postdoc, University of Science and
Technology of China.
- 4/2014 - 3/2015, Postdoc, University of Waterloo.
- 4/2014 -- present: Associate Professor, Department of Statistics and
Finance, USTC.
EDUCATION
- Ph.D., Probability and Statistics, University of Science and Technology of China,
2005.
- B.S., Mathematics and Applied Mathematics, Hefei University of Technology,
2000.
EXPERIENCE
- 11/2012--2/2013: Research Associate, University of HongKong,
HongKong.
- 5/2016--5/2016: Visiting Scholar, ETH, Zurich.
|