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Jingyi Cao

Picture of Jingyi Cao
Jingyi Cao
Assistant Professor

Department

Mathematics and Statistics

Contact

Office Location TEL/DB 2031

About

Dr. Cao is an Assistant Professor within the Department of Mathematics and Statistics at York University. After completing her Ph.D. at the University of Waterloo, she worked as a postdoc assistant professor at the University of Michigan prior to joining York University. Her expertise is centered around the research of stochastic optimal control as it pertains to the fields of insurance, finance, and economics. Dr. Cao is also recognized as a Fellow of the Society of Actuaries.

Education

  • B.Sc. (Statistics), Sichuan University
  • M.Math. (Statistics), Shanghai Jiao Tong University
  • Ph.D. (Actuarial Science), University of Waterloo
  • PostDoc (Actuarial Science), University of Michigan

Research

  • Stochastic control in finance and insurance
  • Optimal (re)insurance design
  • Alpha stable Lévy approximation
  • Stackelberg differential game

Research Areas

Actuarial Science
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