Download Xuan Leng Curriculum Vitae

Xuan Leng
Curriculum Vitae
Affiliation:
Postdoctoral researcher, Erasmus School of Economics, Erasmus University
Rotterdam, from 2016-08 to now, Supervisor: Dr. Chen Zhou
Address:
P.O. Box 1738, 3000DR Rotterdam, The Netherlands
Room H11-12
Email: [email protected]
Phone: +31-64-4965563
I received my Ph.D. degree in Statistics in June 2016 from the Department of
Statistics and Finance at the University of Science and Technology of China,
Supervisor: Prof. Dr. Taizhong Hu
From 2014 to 2016 as a joint Ph.D. candidate sponsored by Chinese Government, I
visited the Department of Risk Management and Insurance at Georgia State
University in U.S., Supervisors: Prof. Dr. Liang Peng
Research Interests:
Extreme value statistics, Unit root test, Stochastic comparison
Publications
1. Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for
forecasting mortality. Insurance: Mathematics and Economics, 70, 58-65.
2. Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate
normal distribution. Probability in the Engineering and Informational Sciences,
30, 141–152.
3. Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum.
Statistics and Probability Letters, 92, 158-167.
4. Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of
dependent random variables. Statistics and Its Interface, 7, 331-338.
5. Pan, X., Leng, X. and Hu, T. (2013). The sencond-order version of Karamata's
theorem with applications. Statistics and Probability Letters, 83, 1397-1403.
Working papers
1. Leng, X., Peng, L., Wang, X. and Zhou, C. (2017). Endpoint estimation for
observations with normal measurement errors. submitted.
2. Leng, X. and Peng, L. (2016). Testing for a unit root in Lee-Carter mortality
model. submitted.
3. Huang, H., Leng, X., Liu, X. and Peng, L. (2016). Unit root test and weighted
least squares estimator for an AR process with possible GARCH errors.
submitted.
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