Wenjun Jiang

Assistant Professor

Department of Mathematics and Statistics

PhD - Actuarial Science

University of Western Ontario, 2019

MSc - Actuarial Science

Concordia University, 2015

BSc - Applied Math

Tianjin University, 2013

Contact information

Web presence


Research and teaching

Research Supervision

  • Currently accepting graduate students for Ph.D. and Masters program.
  • Currently accepting undergraduate students for research projects. 
  • Currently seeking to hire postdoctoral fellows.

Please contact me by email for more information.


Journal articles - peer reviewed

  • Jiang, Wenjun, Ren, Jiandong, Yang, Chen and Hong, Hanping. "On optimal reinsurance treaties in cooperative game under heterogeneous beliefs". Insurance: Mathematics and Economics 85. (2019): 173-184. Print.
  • Jiang, Wenjun, Hong, Hanping and Ren, Jiandong. "Estimation of model parameters of dependent processes constructed using Lévy Copulas". Communications in Statistics–Simulation and Computation (to appear), Print.
  • Jiang, Wenjun, Hong, Hanping and Ren, Jiandong. "On Pareto-optimal reinsurance with constraints under distortion risk measures". European Actuarial Journal 8. (2018): 215-243. Print.
  • Yang, Chen, Jiang, Wenjun, Wu, Jiang and Liu, Xin. "Clustering of financial instruments using jump tail dependence coefficient". Statistical Methods and Applications 27. (2018): 491-513. Print.
  • Liu, Xin, Wu, Jiang, Yang, Chen and Jiang, Wenjun. "A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection". Risks 6. (2018): 115-130. Print.
  • Jiang, Wenjun, Ren, Jiandong and Ricardas Zitikis. "Optimal reinsurance policies when the interests of both the cedent and the reinsurer are taken into account". Risks 5. (2017): 11-32. Print.


  • Jiang, Wenjun, Hong, Hanping and Ren, Jiandong. "Pareto-optimal reinsurance policies with maximal synergy". submitted, (2019). Print.
  • Jiang, Wenjun, Ren, Jiandong and Marcos Escobar. "Design of optimal insurance contracts under distortion risk measure with ambiguity aversion". Working paper, (2019). Print.
  • Jiang, Wenjun, Ren, Jiandong, Zhou, Wenxing and Hong, Hanping. "System reliability assessment with dependent stochastic degradation processes modeled using Levy copula". Working paper, (2019). Print.
  • Jiang, Wenjun and Ren, Jiandong. "Optimal reinsurance design with risk constraint: a simplified approach". preprint, (2019). Print.
  • Jiang, Wenjun and Ren, Jiandong. "A marginal indemnification function approach to optimal reinsurance problem under Vajda condition". Preprint, (2019). Print.