Xiaoming Liu

Associate Professor
Office: WSC 215
Phone: 519-661-2111 x88233
Email: xliu293@uwo.ca

Ph.D. University of Toronto, 2008
ASA (the Associateship of the Society of Actuaries), 2016 


Research Areas

  • Actuarial Science
  • Stochastic Processes
  • Mathematical Finance

Graduate Students Supervision


  • Gao, H., Mamon, R., Tenyakov, A. and Liu, X. (2015). Mortality modelling with regime-switching for the valuation of a guaranteed annuity option. Insurance: Mathematics and Economics, 63: 108-120.
  • Liu, X., Gao, H. and Mamon, R. (2015). Pricing a guaranteed annuity option under correlated and regime-switching risk factors. European Acturial Journal, 5 (2): 309-326.
  • Liu, X. (2014). A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach. Stochastics, 86 (4): 594-608.
  • Gao, H., Mamon, R. and Liu, X. (2013). A comonotonicity-based valuation method for guaranteed annuity options. Journal of Computational and Applied Mathematics, 250: 58-69.
  • Liu, X. (2013). Annuity Uncertainty with Stochastic Mortality and Interest Rates. North American Actuarial Journal , 17 (2): 136-152.
  • Lin, S. and Liu, X. (2012). A subordinated markov model for stochastic mortality. European Acturial Journal, 2: 105-127.
  • Liu, X., Jang, J. and Kim, S. M. (2011). An application of comonotonicity theory in a stochastic life annuity framework. Insurance: Mathematics and Economics, 48: 271-279.
  • Liu, X. and Yu, H. (2011). Assessing and extending the Lee-Carter model for long-term mortality prediction. S.O.A, .
  • Liu, X. (2010). Risk Test. S.O.A, 30. Reprint.
  • Liu, X. and Braun, W. J. (2010). Investigating mortality uncertainty using the block bootstrap. Journal of Probability and Statistics, 15 pages.
  • Lin, S. and Liu, X. (2007). Markov aging process and phase-type law of mortality. North American Actuarial Journal , 11: 92-109.