Dr Junlei Hu
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Email
j.hu@essex.ac.uk -
Telephone
+44 (0) 1206 876037
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Location
3A.538, Colchester Campus
Profile
Qualifications
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PhD in Actuarial Science Cass Business School, City, University of London, (2018)
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MSc in Actuarial Science Cass Business School, City, University of London, (2013)
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MPhil in Economics University of Oxford, (2012)
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BSc in Economics and Statistics University College London, (2010)
Appointments
University of Essex
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Lecturer in Actuarial Science, Department of Mathematical Sciences, University of Essex (1/10/2018 - present)
Teaching and supervision
Current teaching responsibilities
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Economics for Actuaries (MA127)
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Financial Mathematics (MA226)
Current supervision
Publications
Journal articles (6)
Fadina, T., Hu, J., Liu, P. and Xia, Y., (2024). Optimal reinsurance with multivariate risks and dependence uncertainty. European Journal of Operational Research. 321 (1), 231-242
Asimit, AV., Cheung, KC., Chong, WF. and Hu, J., (2020). Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics. 95, 17-27
Asimit, AV., Hu, J. and Xie, Y., (2019). Optimal robust insurance with a finite uncertainty set. Insurance: Mathematics and Economics. 87, 67-81
Asimit, AV., Gao, T., Hu, J. and Kim, E-S., (2018). Optimal Risk Transfer: A Numerical Optimization Approach. North American Actuarial Journal. 22 (3), 341-364
Asimit, AV., Bignozzi, V., Cheung, KC., Hu, J. and Kim, E-S., (2017). Robust and Pareto optimality of insurance contracts. European Journal of Operational Research. 262 (2), 720-732
Asimit, AV., Chi, Y. and Hu, J., (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics. 65, 227-237
