• Huan Gao, Rogemar Mamon and Xiaoming Liu (2017), “Risk measurement of a guaranteed annuity option under a stochastic modelling framework”, Mathematics and Computers in Simulation, 132: 100-119. • Huan Gao, Rogemar Mamon and Xiaoming Liu (2015), Pricing a guaranteed annuity option under correlated and regime-switching risk factors. European Actuarial Journal Volume 5, Issue 2, December 2015: 309--326. • Huan Gao, Rogemar Mamon, Xiaoming Liu and Anton Tenyakov (2015), “A regime-switching framework for the valuation of guaranteed annuity options”, Insurance Mathematical and Economics, Vol. 63, issue C: 108-120. • Xiaoming Liu, Rogemar Mamon and Huan Gao (2014), Pricing a guaranteed annuity option under stochastic mortality and financial risks: A change of probability measure approach. Stochastics. Vol. 86, No. 4, 594–608. • Xiaoming Liu, Rogemar Mamon and Huan Gao (2013), A comonotonicity-based valuation method      for guaranteed annuity options. Journal of Computational and applied Mathematic 250 (2013): 58–69.  • Xiaoming Liu (2013), Annuity uncertainty with stochastic mortality and interest rates. North American Actuarial Journal 17(2), 136–152. • Xiaoming Liu and Sheldon Lin (2012), A subordinated Markov model for stochastic mortality.   European Actuarial Journal 2(1), 105-127. • Xiaoming Liu, Jisoo Jang and Sun Mee Kim (2011). An application of comonotonicity theory in a stochastic life annuity framework. Insurance: Mathematics and Economics, 48, 271-279. • Xiaoming Liu and John Braun (2010), Investigating Mortality Uncertainty Using the block bootstrap, Journal of Probability and Statistics, Volume 2010, 15 pages. • Sheldon Lin and Xiaoming Liu (2007). Markov Aging Process and Phase-type Law of Mortality. North American Actuarial Journal, 11, 92-109. • Xiaoming Liu and Hao Yu (2011), Assessing and extending the Lee-Carter model for long-term mortality prediction, 59 pages. SOA Living to 100 Symposium, Jan 5-7, 2011. 

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Dept. of Statistical & Actuarial Sciences The University of Western Ontario 1151 Richmond Street, London Ontario, Canada N6A 5B7

Phone: 519-661-2111 ext 88233 Fax: 519-661-3813 Office: Western Science Centre 215 E-mail: xliu AT stats DOT uwo DOT ca

Associate Professor