Jiandong Ren

Office: WSC 219
Phone: 519-661-2111 x88209
Email: jren6@uwo.ca

Ph.D. Temple University, 2003


Research Areas

  • Insurance
  • Actuarial Science
  • Risk management

Graduate Students Supervision

  • Ang Li
  • Pouya Faroughi


  • Jiandong Ren (2021)  Discussion on “Size-Biased Risk Measures of Compound Sums" by Michel Denuit, North American Actuarial Journal
  • Jiandong Ren (2021) Tail moments of compound distributions, Accepted by North American Actuarial Journal.
  • Jiang, Wenjun, Hong Hanping, Jiandong Ren. (2021). Pareto-optimal reinsurance policies with maximal synergy. Insurance: Mathematics and Economics. 96: 185-198.
  • Katsuichiro Goda, Khristopher Wilhelm, Jiandong Ren. (2020). Relationships Between Earthquake Insurance Take-up Rates and Seismic Risk Indicators for Canadian Households. International Journal of Disaster Risk Reduction, Vol 50.
  • Boquan Cheng, Bruce Jones, Xiaoming Liu and Jiandong Ren. (2020). The Mathematical Mechanism of Biological Aging. North American Actuarial Journal.
  • Wenjun Jiang *, Marcos Escobar-Anel, and Jiandong Ren. (2020). Optimal insurance contracts under distortion risk measures with ambiguity aversion. ASTIN Bulletin. 50(2): 619-646.
  • John Sang Jin Kang*, Serge B. Provost, Jiandong Ren. (2019). Moment-Based Density Approximation Techniques as Applied to Heavy-tailed Distributions. International Journal of Statistics and Probability. 8(3)
  • Jiang W*, Hong H., Ren J. (2019). Estimation of model parameters of dependent processes constructed using Levy Copula. Communications in Statistics - Simulation and Computation. In Press.
  • Jiang Wenjun*, Ren J, Yang C, Hong H. (2019). On optimal reinsurance treaties in cooperate game under heterogeneous beliefs. Insurance: Mathematics and Economics. 85: 173-184.
  • J. Ren and R. Zitikis (2018). CMPH: a multivariate phase-type aggregate loss distribution, Dependence Modelling 5(1)
  • Jiang, Wenjun*, Hong Hanping, Jiandong Ren. (2018) On Pareto-optimal reinsurance with constraits under distortion risk measures. European Actuarial Journal
  • Jiang, Wenjun*, Ren, Jiandong, Zitikis, Ricardas. (2017). Optimal Reinsurance Policies under the VaR Risk Measure When both the Cedent and the Reinsurer Are Taking into Account. Risks. 5(1)
  • Ren, J. (2016). Analysis of Insurance Claim Settlement Process with Markovian Arrival Processes. Risks, 4 .
  • Ren, J. (2015). Analysis of bivariate excess losses. Variance, .
  • Ren, J. and He, Q. (2015). Parameter Estimation of Discrete Multivariate Phase-Type Distributions . Methodology and Computing in Applied Probability, .
  • Ren, J. (2015). On the Use of Long-Term Risk Measures as an Approach to Communicating Risks. Asia-Pacific Journal of Risk and Insurance , 10 45-55.
  • Jin, T.*, Provost, S. and Ren, J. (2014). Moment-based density approximations for aggregate losses. Scandinavian Actuarial Journal, .
  • He, Q. and Ren, J. (2014). Analysis of a Multivariate Claim Process. Methodology and Computing in Applied Probability, .
  • Li, S. and Ren, J. (2013). The maximum severity of ruin in a perturbed risk process. Statistics and Probability Letters, 89 993-998.
  • Jin, T.* and Ren, J. (2013). Recursions and fast Fourier transforms for a new bivariate aggregate claims model. Scandinavian Actuarial Journal, 1-24.
  • Ren, J. (2013). A Risk Model Based on Markov Chains with Marked Transitions. Stochastic Models, 29 259-272.
  • Ren, J. (2012). A multivariate aggregate loss model. Insurance: Mathematics and Economics , 51 .
  • Ren, J. (2011). Value at Risk and ruin probability. The Journal of Risk, 14 53-62.
  • Goda, K. and Ren, J. (2010). Assessment of Seismic Loss Dependence Using Copula. Risk Analysis, 30 1076-1091.
  • Nilsson, F. and Ren, J. (2010). An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes. Stochastic Models, 26 487-504.
  • Jin, T.* and Ren, J. (2010). Recursions and Fast Fourier Transforms for Certain Bivariate Compound Distributions. The Journal of Operational Risk, 5 19-33.
  • Yu, K.*, Stanford, D. and Ren, J. (2010). The Moments of the Time of Ruin in Markovian Risk Models.. North American Actuarial Journal , 14 464–471.
  • Ren, J. (2010). Recursive formulas for compound phase distributions–univariate and bivariate cases. Astin Bulletin, 40 615-629.
  • Ren, J. (2009). A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model. Statistics and Probability Letters, 324-330.
  • Ren, J., Breuer, L., Stanford, D. and Yu, K.* (2009). Perturbed risk processes analyzed as fluid flows. Stochastic Models, 25 522-544.
  • Ren, J. (2008). On the Laplace transform of the aggregate discounted claims with Markovian arrivals. North American Actuarial Journal , 12(2) 198-207.
  • Ren, J. (2008). Author’s Reply to Discussions, April 2008 ”The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,”. North American Actuarial Journal , .
  • Ren, J. (2007). The joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model. North American Actuarial Journal , 11(3) 128-136.
  • Ren, J. (2007). On the surplus prior to ruin in the perturbed classical risk process. Journal of Risk Finance , 8(2) 186-195.
  • Ren, J. (2005). Diffusion models of insurer net worth: Can one dimension suffice?. Journal of Risk Finance , 6(2) .
  • Ren, J. (2005). The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process. Insurance: Mathematics and Economics , 37 505-521.