About me

Jia Shao's profile picture

I am a lecturer in Statistics working in SIGMA maths support centre at Coventry University.

Research Interests

  • Financial Mathematics
  • Pricing Insurance-Linked securities 
  • Catastrophe risk bonds
  • Extreme value theory 
  • Nuclear power risks
  • Resilience

Teaching

  • Providing 1-2-1 appointment and drop-ins for Statistics advise, 2016 - Present.
  • Teaching 329MSE - Financial Mathematics (UG); A339MS - Data Analysis Using SPSS (UG); Numerical Reasoning Workshop (UG); and Statistics Workshops for Postgraduate Research Students and Staff (PG).
  • Supervising final year projects with title ‘Binomial Tree Methods and Options Pricing’, 2016 - 2017; ‘The Laplace Transform in Option Pricing’, 2017-2018.
  • Supervised a master project with title ‘Pricing nuclear catastrophe bonds’, 2015.
  • Teaching assistant, 2011 - 2015.

IT Skills

  • Advanced in statistical programmes: Python, R, Matlab, Minitab, STATA, SPSS.

  • Professional in Latex, Microsoft Office.

Languages

  • English
  • Japanese
  • Mandarin 

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Education history

2011 - 2015

Thesis: Modelling Catastrophe Risk Bonds

2007 - 2011

2007 - 2008 in Xi'an Jiaotong Liverpool University in Suzhou China.

Journal RSS

Nuclear Catastrophe Risk Bonds in a Markov Dependent Environment

Posted on 27 June 2017, 10:54
Last updated Monday, 09 April 2018, 9:12

ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, 3(4), pages 1-12. With Papaioannou, A., and Pantelous, A.

Pricing and Simulating CAT Bonds in a Markov-Dependent Environment

Posted on 10 October 2016, 17:15
Last updated Tuesday, 27 June 2017, 10:52

Applied Mathematics & Computation, (2017), Volume 309, pages 68-84. with Papaioannou, A. and Pantelous, A.

Towards Resilience to Catastrophic Events: Financing Liabilities via Catastrophe Risk Bonds

Posted on 10 October 2016, 17:13

Economics of Community Disaster Resilience (NIST-ASCE) Workshop: Background Information and Technical Papers, pages 94 – 105, 2015. With Ayyub, B. M. and Pantelous, A.

Catastrophe Risk Bonds with Applications to Earthquakes

Posted on 10 October 2016, 17:11
Last updated Monday, 10 October 2016, 17:35

European Actuarial Journal, 5(1), pages 113 – 138, 2015. With Pantelous, A., and Papaioannou, A. 

5 entries

Employment history

Lecturer in Statistics at Coventry University

2016 - Present

Quant Strategist at Baryon Investment Ltd, London, UK

2015 - 2016

2013 - 2015

School of Physical Sciences

Esteem Indicators

  • Committee member for Royal Statistical Society (RSS) West Midlands Local Group, UK, 2018 – to date.
  • Editorial board for Journal of Academic Writing, 2018 – to date.
  • Fellow of Higher Education Academy (HEA), 2017 – to date.
  • Peer Refereeing for Insurance: Mathematics and Economics; ASTIN Bulletin - The Journal of the International Actuarial Association; Physica A: Statistical Mechanics and its Applications; and ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, etc.

Organization Committee of International Conferences

  • 07 – 08/06/2018  4th Symposium on Quantitative Finance and Risk Analysis (QFRA 2018), Mykonos Island, Greece.
  • 15 – 16/06/2017  3rd Symposium on Quantitative Finance and Risk Analysis (QFRA 2017), Corfu, Greece.
  • 09 – 10/06/2016  2nd Symposium on Quantitative Finance and Risk Analysis (QFRA 2016), Rhodes, Greece.
  • 24 – 26/06/2015 19th International Congress in the Insurance: Mathematics and Economics, Liverpool, UK.
  • 11 – 12/06/2015  1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015), Santorini, Greece.
  • 11 – 16/01/2015  2nd Perspectives on Actuarial Risks in Talks of Young researchers (PARTY 2015), Liverpool, UK. 

Conferences (Invited speaker)

  • 24 – 26/06/2015 19th International Congress in the Insurance: Mathematics and Economics, Liverpool, UK.
  • 11 – 12/06/2015  1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015), Santorini, Greece.
  • 11 – 16/01/2015  2nd Perspectives on Actuarial Risks in Talks of Young researchers (PARTY 2015), Liverpool, UK.
  • 10 – 12/07/2014  18th International Congress in the Insurance: Mathematics and Economics, Shanghai, China.
  • 18 – 19/07/2013  Actuarial Teachers’ & Researchers’ Conference, Keel, UK.
  • 27/01 – 1/02/2013   1st Perspectives on Actuarial Risks in Talks of Young Researchers (PARTY 2013), Ascona, Switzerland.
Updated on 09 April 2018, 9:18; 2650 page visits from 8 September 2016 to 15 September 2024