Jun Cai | Statistics and Actuarial Science

Professor

Department of Statistics and Actuarial Science
University of Waterloo
Waterloo, Ontario
CANADA N2L 3G1

(519) 888-4567, ext. 36990
FAX: (519) 746-1875

Email: Jun Cai
Office: M3 4012
Personal Webpage: http://www.stats.uwaterloo.ca/~jcai/

Research and Scholarly Activity

Professor Cai's research interests are in the fields of actuarial science, applied probability, and mathematical finance, including distribution theory; insurance mathematics; modelling in insurance and finance; reliability; risk management; ruin theory; and stochastic ordering and stochastic dependence with applications in insurance and finance.

Recently, Professor Cai has been working on the interface between insurance risk and finance risk. He has also carried out risk analysis in economic and financial environments, and studied the influence of dependent risks on risk management.

Recent Publications Referred Papers:

Cai, J., Fang, Y., Li, Z. and Willmot, G.E. (2012) Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability. Journal of Risk and Insurance, to appear.
Cai, J. and Wei, W. (2012) Optimal reinsurance with positively dependent risks. Insurance: Mathematics and Economics 50(1), 57-63.
Cai, J. and Wei, W. (2012) On the invariant properties of notions of positive dependence and copulas under increasing transformations. Insurance: Mathematics and Economics 50(1), 43-49.
Cai, J., Feng, R.H. and Willmot, G.E. (2009) On the total discounted operating costs up to default and its applications. Advances in Applied Probability 4(2), 495-522. (more)

Biography

Before joining the University of Waterloo in 2002, Professor Cai worked at the University of Melbourne as a senior lecturer; the University of Alberta as a visiting scholar; and Yangzhou University in China as an associate professor and lecturer.

Currently, Professor Cai is an Associate Editor of Acta Mathematicae Applicatae Sinica and is serving on the editorial boards for the International Journal of Statistics and Systems and the International Journal of Pure and Applied Mathematical Sciences.