Research Interests: My research interests lie in the area of Actuarial Science, Mathematical Finance, and Stochastic Processes. I focus on mortality risk modeling and its related problems, such as pricing and risk management of insurance policies with the consideration of different risk factors. My current research is mainly carried out through the following on-going research projects: • Phase-type Models of Mortality and Aging Process: • Stochastic Mortality Modelling and Forecasting • Evaluation of Insurance Policies under Mortality Risk and financial Risk My Publications: • Huan Gao, Rogemar Mamon and Xiaoming Liu (2017), “Risk measurement of a guaranteed annuity option under a stochastic modelling framework”, Mathematics and Computers in Simulation, 132: 100-119. • Huan Gao, Rogemar Mamon and Xiaoming Liu (2015), Pricing a guaranteed annuity option under correlated and regime-switching risk factors. European Actuarial Journal Volume 5, Issue 2, December 2015: 309--326. • Huan Gao, Rogemar Mamon, Xiaoming Liu and Anton Tenyakov (2015), “A regime-switching framework for the valuation of guaranteed annuity options”, Insurance Mathematical and Economics, Vol. 63, issue C: 108-120 • Xiaoming Liu, Rogemar Mamon and Huan Gao (2014), Pricing a guaranteed annuity option under stochastic mortality and financial risks: A change of probability measure approach. Stochastics. Vol. 86, No. 4, 594–608. • Xiaoming Liu, Rogemar Mamon and Huan Gao (2013), A comonotonicity-based valuation method      for guaranteed annuity options. Journal of Computational and applied Mathematic 250 (2013): 58–69. • Xiaoming Liu (2013), Annuity uncertainty with stochastic mortality and interest rates. North American Actuarial Journal 17(2), 136–152.

© Copyright Xiaoming Liu; designed by WenStudio. This page is last modified on Jan. 1, 2017.

Dept. of Statistical & Actuarial Sciences The University of Western Ontario 1151 Richmond Street, London Ontario, Canada N6A 5B7

Phone: 519-661-2111 ext 88233 Fax: 519-661-3813 Office: Western Science Centre 215 E-mail: xliu AT stats DOT uwo DOT ca

Associate Professor

Conferences I attended • The Third Living to 100 Symposium, Society of Actuaries, Orlando, U.S. Jan. 5, 2011 • 16th International Congress on Insurance: Mathematics and Economics, Hong Kong, China, 2012 • 8th International Longevity Risk and Capital Markets Solutions Conference, Sept. 7-8, 2012, Waterloo