Shu Li

Assistant Professor
Associate of the Society of Actuaries (ASA)
Office: WSC 229
Phone: 519 661-2111 x85419
Email: shu.li@uwo.ca


 

 Research Areas

  • Risk Theory
  • Ruin Theory
  • Stochastic Modeling in Actuarial Science
  • Risk Management

Graduate Students Supervision

PhD

  • Duo Xu (2020 – present)
  • Pouya Faroughi (2019 – present, co-supervised with Dr. Jiandong Ren)

MSc

  • Yunfei Du (2019 – 2020)
  • Duo Xu (2019 – 2020)
  • Filip Dikic (2018 – 2020, Thesis option)

Publications

  1. Li, S., Zhou, X. (2021). The Parisian and ultimate drawdowns of Levy insurance models. Submitted.

  2. Wang, Z., Landriault, D., Li, S. (2021). An insurance risk process with a generalized income process: a solvency analysis. Under revision.

  3. Gweon, H., Li, S. (2020). Batch mode active learning for valuing large variable annuity portfolios. Under revision.

  4. Gwoen, H., Li, S., Mamon, R. (2020). An effective bias-corrected bagging method for valuing large variable annuity portfolios. ASTIN Bulletin 50(3), 853--871.

  5. Avram, F., Li, B., Li, S. (2020). General drawdown of general tax model in a time-homogeneous Markov framework. Under Revision. Available on arXiv: https://arxiv.org/abs/1810.02079.

  6. Czarna, I., Kaszubowski, A., Li, S., Palmowski, Z. (2020). Fluctuation identities for omega-killed Markov additive processes and dividend problem. Advances in Applied Probability, 52(2), 404--432.

  7. Landriault, D., Li, B., Li, S. (2018). Expected Utility of the Drawdown-Based Regime-Switching Risk Model with State-Dependent Termination.  Insurance: Mathematics and Economics 79, 137--147.

  8. Landriault, D., Li, B., Li, S. (2017). Drawdown Risk Analysis for the Renewal Insurance Risk Process. Scandinavian Actuarial Journal 3, 267-- 285.

  9. Li, S., Landriault, D., Lemieux, C. (2015). A Risk Model with Varying Premiums: Its Risk Management Implications. Insurance: Mathematics and Economics 60, 38--46.

  10. Landriault, D., Li, B., Li, S. (2015). Analysis of a Drawdown-Based Regime-Switching Levy Insurance Model. Insurance: Mathematics and Economics 60, 98--107.