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Dr. Niushan Gao
Research Interests
Risk Management in Finance and Insurance
| Selected Publications |
| A note on continuity and asymptotic consistency of measures of risk and variability N. Gao, F. Xanthos ASTIN Bulletin, to appear |
| Automatic Fatou property of law-invariant risk measures S. Chen, N. Gao, D. Leung, L. Li Insurance: Mathematics and Economics 105, 41-53, 2022 |
| Stability properties of Haezendonck-Goovaerts premium principles N. Gao, C. Munari, F. Xanthos Insurance: Mathematics and Economics 94, 94-99, 2020 |
| Surplus-invariant risk measures N. Gao, C. Munari Mathematics of Operations Research 45(4), 1342-1370, 2020 |
| Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces N. Gao, D. Leung, C. Munari, F. Xanthos Finance and Stochastics 22(2), 395-415, 2018 |
| On the C-property and w*-representations of risk measures N. Gao, F. Xanthos Mathematical Finance 28(2), 748-754, 2018 |
| Year | Degree | University |
|---|---|---|
| 2013 | Ph.D | University of Alberta (Mathematics) |
| 2008 | B.Sc | Beijing Normal University (Mathematics) |
