Jingyi Cao
Assistant Professor
Department
Mathematics and Statistics
Contact
Office Location TEL/DB 2031About
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