Chengxiu Ling

Profile

Chenxiu Ling, PhD in Actuarial Science in 2014 from University of Lausanne, Switzerland, an associate professor in Academy of Pharmacy, Xian' Jiaotong-Liverpool University from 2021.07-. She has been working as the Programme Director of BSc Actuarial Science during 2019.09-2021.06. Her principal research interests are extreme value analysis with applications in catastrophic risks, epidemiology, quantitative analysis of super-spreaders due to COVID-19 pandemic, statistical analysis of biology computing and so on.
  • Qualifications

    • BSc, Southwest University, China, 2002
    • MSc., Southwest University, China, 2005
    • PhD, University of Lausanne, Switzerland, 2014
  • Experience

    • Associate Professor, Southwest University, China, 2016-2018
    • Associate Professor, Xi'an Jiaotong-Liverpool University, 2019
  • Research interests

    • Extreme cluster structure
    • Extreme analysis of random processes
    • Multivariate risk measures and its asymptotic analysis
    • Extreme value theory and its applications in risk management
  • Articles

    • Liu, C., Ling, C.* (2019a) A location-invariant non-positive moment-type estimator of the extreme value index. Communications in Statistics - Theory and Methods. 48(5): 1166-1176.
    • Ling, C. (2019c). Extremes of stationary random fi elds on a lattice. Extremes, 22(3): 391{411.
    • Ling, C. (2019b). Asymptotics of multivariate conditional risk measures for Gaussian risks. Insurance: Mathematics and Economics, 86: 205-215.
    • Ling, C.*, Zhang, H. (2020). On generalized Berman constants. Methodology and Computing in Applied Probability. 22(3): 1125-1143.
    • Albin, J.M.P., Hashorva, E., Ji, L., Ling, C.* (2016) Extremes and limit theorems for difference of chi-type processes. ESAIM: Probability and Statistics. 20: 349–366.
    • Ling, C.*, Peng, Z. (2016) Tail asymptotics of generalized deflated risks with insurance applications. Insurance: Mathematics and Economics. 71: 220–231.
    • Ling, C.*, Peng, Z. (2016) Extremes of order statistics of self-similar processes. Science Sinica Mathematics. 46(8): 1139–1148.
    • Debicki, K., Hashorva, E., Ji, L., Ling, C.* (2017) Comparison inequalities for order statistics of Gaussian arrays. Latin American Journal of Probability and Mathematical Statistics. 14 1–25.
    • Ling, C., Peng, Z., Tan, Z.* (2018) Extremes on different grids and continuous time of stationary processes. Journal of Mathematical Analysis and Applications. 461(1): 150-168.
    • Liu, C., Ling, C.* (2018) A location-invariant non-positive moment-type estimator of the extreme value index. Communications in Statistics - Theory and Methods (in press).
    • Gong, C., Ling, C.* (2018) Robust estimations for the tail index of Weibull-type distributions. Risks, 6:119.
  • Conference presentations

    • May 9, 2019. Invited talk on 2nd Seminar on Actuarial Science and Statistics by Dep. of Mathematical Sciences at XJTLU and Dep. of Statistics at Soochow University
    • May 18-19, 2019. Contributed talk " Asymptotics of Multivariate Conditional risk measures of Gaussian Risks in First International Conference on Extreme Value Analysis held by East Normal University, Shanghai, China
    • July 1-5, 2019. Contributed talk \Asymptotics of Multivariate Conditional risk measures of Gaussian Risks" in 11th international conference on Extreme Value Analysis, Zagreb, Croatia
    • October 28-November 1, 2019. Invited talk on Extremes workshop at Fudan University, China
    • December 12-14, 2019. Contributed talk in 14th International Conference on Computational and Financial Econometrics (CFEconomics2020) & 13th Computational and Methodological Statistics (CMStatistics2020) at Kings College London, UK
    • Contributed talk ”Tail asymptotics of generalized deflated risks with insurance applications?” The 3th International Workshop on Statistical Modelling of Heavy-Tail Phenomena with Applica-tions, Zhejiang Gongshang University, Hangzhou, China, June 2016
    • Contributed talk ”Asymptotics of multivariate conditional risk measures of Gaussian risks” The International Workshop on Risks in Insurance and Finance, Northwest Normal University, Lanzhou, China, June 2018
    • Contributed talk ”How sensitive are tail-related risk measures in a contamination neighbourhood” The 4th International Workshop on Statistical Modelling of Heavy-Tail Phenomena with Applica-tions, Xi’an jiaotong-Liverpool University, Suzhou, China, June 2018
    • Invited talk ”How sensitive are tail-related risk measures in a contamination neighbourhood?” International Symposium on Financial Engineering and Risk Management, Fudan University, Shang-hai, China, June 2018
  • Grants

    • Ling C. 09.2016-12.2018, Principal Investigator, Extremal Analysis of Extremal Modelling, Postdoctoral Science Foundation of China (2016M602624)
    • Ling, C. 09.2020 - 09.2023, Principal Investigator, Extreme Cluster Analysis with Applications in Climate Changes and Risk Management, Research Development Fund (RDF) in XJTLU (19-02-07)
    • Ling, C. 09.2020 -09.2023, Principal Investigator, Extreme Cluster Analysis with Applications in Climate Changes and Risk Management, Post-graduate Research Scholarship (PGRS) in XJTLU (1912017)
    • Ling, C. 2017-2019, Principal Investigator, Quantitative analysis of extremal risk aggregations models”, National Natural Science Foundation of China, No. 11604375, RMB 180, 000
  • Professional service activities

    • Programme Director of BSc Actuarial Science during 2019.09-2021.06.
  • Teaching activities

    • APH402 Probability, MSc Applied Statistics (Biostatistics)
    • MTH303 Linear Statistical Models, Actuarial Science and Financial Mathematics
    • MTH120 Theory of Interest, Actuarial Science
  • 电话

    +86 (0512)81889023
  • 电子邮件

    Chengxiu.Ling@xjtlu.edu.cn
  • 地址

    MB346, Department of Mathematics Sciences
    Suzhou Dushu Lake Science and Education Innovation District
    Suzhou Industrial Park
    Suzhou
    P.R.China
    215123