Chenxiu Ling, PhD in Actuarial Science in 2014 from University of Lausanne, Switzerland, an associate professor in Academy of Pharmacy since 2021.07 at Xian' Jiaotong-Liverpool University, winner of international discipline leader awarded in 2021-2022 by Dushu Lake, Higher education district, SIP, Suzhou, China. She is elected as "Jiangsu Province Young and middle-aged academic leaders" during 2022.07-2025.06. She has been working as the Programme Director of BSc Actuarial Science during 2019.09-2021.06 at XJTLU. Her principal research interests are extreme value analysis with applications in natural disaster risks, biostatistics, public health, quantitative risk management and extremes of Gaussian random fields. She represents Council member in Society of the Applied Statistics in Jiangsu Province during 2022--2025.
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. 12.2021-12.2024, Principal Investigator, Extreme Risk of Public Health due to Contagious Diseases and Extreme Weather Events, Post-graduate Research Scholarship (PGRS) in XJTLU (2112022)
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.
