Jun Cai
Professor
Department of Statistics and Actuarial Science
University of Waterloo
Canada
Biography
Dr. Jun Cai is a Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Dr. Jun Cai Research interests include actuarial science, applied probability, and mathematical finance, including distribution theory; insurance mathematics; modelling in insurance and finance; reliability; risk management; ruin theory; and stochastic ordering and stochastic dependence with applications in insurance and finance.
Publications
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Cai, J. and Wei, W. (2012) Optimal reinsurance with positively dependent risks. Insurance: Mathematics and Economics 50(1), 57-63.
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Cai, J., Fang, Y., Li, Z. and Willmot, G.E. (2012) Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability. Journal of Risk and Insurance, to appear.
