B.S. in Mathematics The Chinese University of Hong Kong

M.S. in Actuarial Science The University of Melbourne

Ph.D. in Actuarial Science The University of Melbourne

Prof. Liu was born in Sichuan Province, China. He finished his high school in Sichuan and was awarded a full scholarship in 2011 to study Mathematics at The Chinese University of Hong Kong, where he earned a Bachelor’s degree with honors. In 2016, based on outstanding academic performance, Prof. Liu received the International Graduate Merit Scholarship to pursue a Master’s degree in Actuarial Science at the University of Melbourne. He successfully obtained the degree and was named to the Dean’s Honors List. He also passed all the examinations of the Foundation Program of the Institute of Actuaries of Australia. In 2018, Prof. Liu was awarded the Australian Government Research Training Program (RTP) Scholarship to continue his studies at the University of Melbourne, pursuing a Ph.D. in Actuarial Science under the supervision of Prof. Shuanming Li and Prof. Zhuo Jin. His research focused on the application of stochastic optimal control in actuarial modeling and pricing.

To date, the applicant has published seven papers in internationally renowned journals such as the European Journal of Operational Research, Insurance: Mathematics and Economics, and Finance Research Letters. He has delivered presentations and reports at multiple international academic conferences in the field of actuarial science and has actively engaged in academic exchanges and collaborations with renowned scholars. Prof. Liu has achieved systematic research results in the fields of stochastic optimal control and actuarial modeling and pricing, demonstrating strong academic influence and international academic exchange capabilities. In terms of academic research, his exceptional scientific research abilities have led to a series of high-level research achievements, earning high recognition from peers both domestically and internationally. His research contributions have not only advanced the discipline but have also generated broad impact within the international academic community.

Stochastic Optimal Control

Stochastic Analysis

Financial Mathematics

Point Processes

Actuarial Science

Machine Learning

MATH 2526 Applied Statistics

Liu, G., Feng, Y., Jang, J., & Li, S. (2025). Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principle-agent framework. To be appear in International Review of Financial Analysis.

Liu, G., & Jiwook, J. (2025). Optimal asset allocation and reinsurance policy under a general dynamic contagion process. To be appear in Scandinavian Actuarial Journal.

Liu, G., Jin, Z., & Li, S. (2024). Optimal dividend policy with self-exciting claims in the Gamma-Omega model. Finance Research Letter, 106162.

Liu, G., Jin. Z., Li, S., & Zhang, J. (2022). Stochastic asset allocation and reinsurance game under contagious claims. Finance Research Letter, 49, 103123.

Liu, G., Jin, Z., & Li, S. (2021). Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. Insurance: Mathematics and Economics,101(B), 508-524.

Liu, G., Jin, Z., & Li, S. (2021). Household lifetime strategies under a self-contagious market. European Journal of Operational Research, 288(3), 935-952.

Jin, Z., Liu, G., & Yang, H. (2020). Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. European Journal of Operational Research, 280(3), 1130-1143.