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Personal profile

Research Interests

Dr Jia Shao is a Lecturer in Statistics and part of the Centre for Financial and Corporate Integrity (CFCI) at Coventry University, UK. She received a PhD (2015) in Quantitative Finance from Department of Mathematical Sciences at the University of Liverpool, UK. She was a quant strategist in a hedge fund in London (2015-2016) and currently is the organization committee member for Royal Statistical Society (RSS) West Midlands Local Group, UK, service on editorial and advisory board in Journal of Academic Writing, reviewer of leading journals and assessor for universities and industry. She is the co-author of five international standing publications in journals and conference proceedings. Her principal research interests are catastrophe risk bonds, extreme value theory, semi-Markov chain, uncertainty theory and Monte-Carlo simulations. Her research outputs are concentrated on three distinct themes, namely, i) pricing and modelling financial products, especially catastrophic related; ii) Chinese pension system; and iii) shark report and tourism information in Australia. 

Education/Academic qualification

Financial Mathematics, Doctorate, University of Liverpool

Fingerprint Dive into the research topics where Jia Shao is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Accidents Engineering & Materials Science
Disasters Engineering & Materials Science
Costs Engineering & Materials Science
Nuclear power plants Engineering & Materials Science
Catastrophe risk Business & Economics
Tsunamis Engineering & Materials Science
Hurricanes Engineering & Materials Science
Insurance Engineering & Materials Science

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2015 2019

  • 11 Citations
  • 2 h-Index
  • 5 Article
  • 1 Conference proceeding
  • 1 Poster

News media portrayal of attributed stakeholder attitudes to shark management in Australia

Hardiman, N., Burgin, S. & Shao, J., 24 Sep 2019, In : Human Dimensions of Wildlife. (In-press), p. (In-press)

Research output: Contribution to journalArticle

shark
stakeholder
economics
water
public
56 Downloads (Pure)

Nuclear Catastrophe Risk Bonds in a Markov Dependent Environment

Shao, J., Pantelous, A., Ayyub, B., Chan, S. & Nadarajah, S., 19 Jul 2017, In : ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering. 3, 4

Research output: Contribution to journalArticle

Open Access
File
Catastrophe risk
Liability
Pricing
Government
Severity
1 Citation (Scopus)
41 Downloads (Pure)

Pricing and Simulating Catastrophe Risk Bonds in a Markov-dependent Environment

Shao, J., Papaioannou, A. & Pantelous, A., 15 Sep 2017, In : Applied Mathematics and Computation. 309, p. 68-84 17 p.

Research output: Contribution to journalArticle

Open Access
File
Catastrophe
Pricing
Dependent
Costs
Applied mathematics

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

Ayyub, B., Pantelous, A. & Shao, J., 1 Mar 2016, Economics of Community Disaster Resilience Workshop Proceedings: NIST Special Publication 1600. p. 101 – 113 12 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding

Activities 2015 2018

  • 6 Participation in conference
  • 1 Membership of committee

Royal Statistical Society West Midlands Local Group (External organisation)

Jia Shao (Member)
2018 → …

Activity: MembershipMembership of committee

4th Symposium on Quantitative Finance and Risk Analysis (QFRA 2018)

Jia Shao (Organising Committee)
2018

Activity: Participating in or organising an eventParticipation in conference

3rd Symposium on Quantitative Finance and Risk Analysis

Jia Shao (Speaker)
2017

Activity: Participating in or organising an eventParticipation in conference

2nd Symposium on Quantitative Finance and Risk Analysis

Jia Shao (Organising Committee)
2016

Activity: Participating in or organising an eventParticipation in conference

1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015)

Jia Shao (Organising Committee)
2015

Activity: Participating in or organising an eventParticipation in conference