About the Project
Open until the position is filled
The candidate should have a first class or upper second class honours degree, or a master’s degree (or equivalent qualification), in math or actuarial science, financial math Evidence of good spoken and written English is essential. The candidate should have an IELTS score of 6.5 or above, if the first language is not English. This position is open to all qualified candidates irrespective of nationality.
The student will be awarded a PhD degree from the University of Liverpool (UK) upon successful completion of the program.
This project will investigate the Extreme Cluster Structure (ECS) in the framework of Extreme Value Theory (EVT) to understand the extreme dependence and risk contagion schemes of disastrous events across time and location. Empirical evidence shows the catastrophic risk of contemporaneous clusters across a span of time and various locations (firms, markets, countries). This project studies extreme cluster structure using basic statistical cluster techniques and extreme value theory. The main task is to detect extreme return clusters and its likely risk sources using geographic analysis machine and extreme cluster attribution methods. A largescale of Monte Carlo simulations and case studies will be carried out to display the efficiency of theoretical findings. This project is expected to bring out in-depth theoretical results in ECS, extensional applications for catastrophic risk prevention and intervention as well as the development of catastrophic insurance involved.
For more information about doctoral scholarship and PhD programme at Xi’an Jiaotong-Liverpool University (XJTLU): Please visit
How to Apply:
Interested applicants are advised to email…[email protected] (XJTLU principal supervisor’s email address) the following documents for initial review and assessment (please put the project title in the subject line).
• Two reference letters with company/university letterhead
• Personal statement outlining your interest in the position
• Proof of English language proficiency (an IELTS score of 6.5 or above)
• Verified school transcripts in both Chinese and English (for international students, only the English version is required)
• Verified certificates of education qualifications in both Chinese and English (for international students, only the English version is required)
• PDF copy of Master Degree dissertation (or an equivalent writing sample) and examiners reports available
Informal enquiries may be addressed to Professor/Dr. Chengxiu.Ling ([email protected]), whose personal profile is linked below,
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