or  Google Search
Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)
People

Associate Professor

Dr. Jiandong Ren
Office WSC 219
Phone519-661-2111 ext 88209
Emailjren6@uwo.ca
Website http://www.stats.uwo.ca/faculty/ren/default.htm

Ph.D. Temple University, 2003
Publications
  • Ren, J. (2016). Analysis of Insurance Claim Settlement Process with Markovian Arrival Processes. Risks, 4 .
  • Ren, J. (2015). Analysis of bivariate excess losses. Variance, .
  • Ren, J. and He, Q. (2015). Parameter Estimation of Discrete Multivariate Phase-Type Distributions . Methodology and Computing in Applied Probability, .
  • Ren, J. (2015). On the Use of Long-Term Risk Measures as an Approach to Communicating Risks. Asia-Pacific Journal of Risk and Insurance , 10 45-55.
  • Jin, T.*, Provost, S. and Ren, J. (2014). Moment-based density approximations for aggregate losses. Scandinavian Actuarial Journal, .
  • He, Q. and Ren, J. (2014). Analysis of a Multivariate Claim Process. Methodology and Computing in Applied Probability, .
  • Li, S. and Ren, J. (2013). The maximum severity of ruin in a perturbed risk process. Statistics and Probability Letters, 89 993-998.
  • Jin, T.* and Ren, J. (2013). Recursions and fast Fourier transforms for a new bivariate aggregate claims model. Scandinavian Actuarial Journal, 1-24.
  • Ren, J. (2013). A Risk Model Based on Markov Chains with Marked Transitions. Stochastic Models, 29 259-272.
  • Ren, J. (2012). A multivariate aggregate loss model. Insurance: Mathematics and Economics , 51 .
  • Ren, J. (2011). Value at Risk and ruin probability. The Journal of Risk, 14 53-62.
  • Goda, K. and Ren, J. (2010). Assessment of Seismic Loss Dependence Using Copula. Risk Analysis, 30 1076-1091.
  • Nilsson, F. and Ren, J. (2010). An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes. Stochastic Models, 26 487-504.
  • Jin, T.* and Ren, J. (2010). Recursions and Fast Fourier Transforms for Certain Bivariate Compound Distributions. The Journal of Operational Risk, 5 19-33.
  • Yu, K.*, Stanford, D. and Ren, J. (2010). The Moments of the Time of Ruin in Markovian Risk Models.. North American Actuarial Journal , 14 464–471.
  • Ren, J. (2010). Recursive formulas for compound phase distributions–univariate and bivariate cases. Astin Bulletin, 40 615-629.
  • Ren, J. (2009). A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model. Statistics and Probability Letters, 324-330.
  • Ren, J., Breuer, L., Stanford, D. and Yu, K.* (2009). Perturbed risk processes analyzed as fluid flows. Stochastic Models, 25 522-544.
  • Ren, J. (2008). On the Laplace transform of the aggregate discounted claims with Markovian arrivals. North American Actuarial Journal , 12(2) 198-207.
  • Ren, J. (2008). Author’s Reply to Discussions, April 2008 ”The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,”. North American Actuarial Journal , .
  • Ren, J. (2007). The joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model. North American Actuarial Journal , 11(3) 128-136.
  • Ren, J. (2007). On the surplus prior to ruin in the perturbed classical risk process. Journal of Risk Finance , 8(2) 186-195.
  • Ren, J. (2005). Diffusion models of insurer net worth: Can one dimension suffice?. Journal of Risk Finance , 6(2) .
  • Ren, J. (2005). The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process. Insurance: Mathematics and Economics , 37 505-521.