معرفی
Jun Cai is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, specializing in actuarial science, quantitative risk management, and insurance mathematics. His research develops mathematical frameworks for risk assessment and management in insurance and finance.
Dr. Cai's work focuses on developing risk measures and optimization techniques for reinsurance contracts, capital allocation, and portfolio management. Recent research explores distributionally robust optimization, worst-case risk analysis under uncertainty, and applications of behavioral economics to risk assessment. His work has practical applications in insurance regulation and financial risk management.
His publication record includes foundational contributions to risk measure theory, reinsurance contract design, and multivariate risk assessment. Recent methodological innovations address complex problems in capital allocation and portfolio optimization under uncertainty.
