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)
Other academic
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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)
Publications
Journal articles (5)
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
