Cindy Xu

Assistant Professor
Actuarial Science
HLH 423 F
P.O. Box 880490
Lincoln, NE 68588-0490
(402) 472-2634
di.xu@unl.edu
Cindy Xu Photo
Education
Ph.D in Actuarial Science University of Waterloo (2016)
M.S. in Actuarial Science University of Waterloo (2012)
B.S. in Statistics Zhejiang University (2011)

Professional Designation: Fellow of the Society of Actuaries  (FSA) (since June 2017)

Associate of China Association of Actuaries (ACAA) (since 2013)


Appointments
  • Assistant Professor, 2016
Vita
Xu CV
Dr. Di (Cindy) Xu earned her Ph.D. in actuarial science from the University of Waterloo in Ontario, Canada, in 2016. Her research interests include risk theory, queueing theory, distributional analysis of risks, modeling dependency in insurance portfolios, catastrophe risk analysis and pricing.
 
Xu co-authored “On the analysis of time dependent claims in a class of birth process count models” in Insurance: Mathematics and Economics. She is a two-time recipient of the $20,000 James C. Hickman scholarship from the Society of Actuaries. Her dissertation is titled “Analysis of time-dependent aggregate claims and its application in insurance”.
Graduate Courses

Introduction to Credibility, Smoothing of Data, and Simulation (ACTS 810) - Full, partial, Buhlmann, and Buhlmann-Straub credibility models. Introduction to empirical Bayes and statistical distributions used to model loss experience. Application of "polynomial splines" to actuarial data. Simulation of "discrete" and "continuous random" variables in context of actuarial models. Simulation to "p-value" of hypothesis test. "Bootstrap method" of estimating the "mean squared error" of an estimator.

Introduction to Risk Theory (ACTS 873) - Applications of compound distributions in modeling of insurance loss. Continuous-time compound Poisson surplus processes, computation of ruin probabilities, the distributions of the deficit at the time of ruin, and the maximal aggregate loss. The effect of reinsurance on the probability of ruin.

Undergraduate Courses

Introduction to Credibility, Smoothing of Data, and Simulation (ACTS 410) - Full, partial, Buhlmann, and Buhlmann-Straub credibility models. Introduction to empirical Bayes and statistical distributions used to model loss experience. Application of "polynomial splines" to actuarial data. Simulation of "discrete" and "continuous random" variables in context of actuarial models. Simulation to "p-value" of hypothesis test. "Bootstrap method" of estimating the "mean squared error" of an estimator.

Introduction to Risk Theory (ACTS 473) - Applications of compound distributions in modeling of insurance loss. Continuous-time compound Poisson surplus processes, computation of ruin probabilities, the distributions of the deficit at the time of ruin, and the maximal aggregate loss. The effect of reinsurance on the probability of ruin.

Teaching Interests
  •  
  •  
Professional Service
  • Insurance Mathematics and Economics, Reviewer
  • European Actuarial Journal, Reviewer
  • North American Actuarial Journal, Reviewer
  • ASTIN Bulletin, Reviewer
  • The Journal of the International Actuarial Association, Reviewer
  • Loss Data Analytics, Book Chapter, Reviewer
Institutional Service
  • Actuarial Science Undergraduate Student Academic Advisor, 2016-Present
  • Actuarial Science Search Committee, 2016
  • Chinese Student and Scholar Association, Advisor, 2017-2018