Dr Lanpeng Ji

Profile

I have been a Lecturer in Actuarial/Financial Maths at the University of Leeds since Jan 2018. I completed my Ph.D. studies in Actuarial Science at University of Lausanne (UNIL) under the supervision of Prof Enkelejd Hashorva; I was awarded "Prix de la Fondation Nicolas et Helene Porphyrogenis 2014" for my Ph.D. thesis in Dec 2014. After my Ph.D. I worked as Junior Lecturer and Senior SNF researcher at UNIL between Feb 2014 and April 2016. From May 2016 to Dec 2017, I worked as a postdoc in Machine Learning for HEIG-VD, University of Applied Science of Western Switzerland, under the supervision of Prof Stephan Robert.

I am an Editorial Board Member of the Journal Risks.

Responsibilities

• School International Lead

Research interests

My research has focused on the study of ruin probabilities and related quantities of various insurance risk models. The class of models that I have explored is highly diverse, including renewal models with two classes of claims and taxes, compound Poisson models with dependence, perturbed heavy-tailed models, gamma-reflected models, (time-changed) Gaussian models and multidimensional Gaussian models. My research is related to studies of renewal processes, Levy processes, Extreme Value Analysis (EVA), Gaussian processes and related fields, and copulus. These studies have important applications in insurance, queueing and statistics. Recently, I have become interested in machine learning techniques (such as Bayesian tree based mothods) for applications in insurance and climate modelling.

Research Group in Probability, Stochastic Modelling and Financial Mathematics

I orgnised a Workshop on Stochastic Models in Risk Analysis and Queuing in Leeds on the 22 Feb 2019.

I have been co-orgnising the FAMiLLY Workshop (Financial and Actuarial Mathematics in Leeds, Liverpool and York) since 2020.

Qualifications

• PhD, Actuarial Science, University of Lausanne
• MSc, Probability Theory, Nankai University
• BSc, Information and Computing Science, Hebei Agriculture University

Professional memberships

• Fellow of The Higher Education Academy

Student education

In academic year 2017-2018, 2018-2019, 2019-2020 I am module leader for Models in Actuarial Science.

In academic year 2019-2020 I am module leader for Actuarial Maths 2.

In academic year 2020-2021 I am module leader for Actuarial Maths 2 and Genearlized Linear Models.

From academic year 2021-2022 I am module leader for Actuarial Maths 2.

Research groups and institutes

• Statistics
• Probability and Financial Mathematics

Current postgraduate researchers

• Baitshephi Mashabe
• Yaojun Zhang

Projects

<li><a href="//phd.leeds.ac.uk/project/1400-bayesian-tree-based-models-and-applications-">Bayesian tree based models and applications </a></li>