Senren is a final year PhD candidate in actuarial science at Cass Business School. He has a Bachelor of Commerce (Honours) and a Master of Commerce (Actuarial Science) in the University of Melbourne. His research interest is on boundary-crossing probabilities for stochastic processes and their applications in insurance and finance. These probabilities are not easy to solve, but have numerous applications in option pricing, operations research, statistics, insurance and many other contexts. The aim of his research is to develop methods or algorithms that are both theoretically justified and computationally efficient in calculating the boundary-crossing probabilities.
- Master of Commerce (Actuarial Science), The University of Melbourne/Melbourne Business School, Australia, Feb – Dec 2014
- Bachelor of Commerce (Honours), The University of Melbourne, Australia, Feb 2010 – Dec 2013
- Lead Tutor, City, University of London, Sep 2015 – present
- Research Assistant, The University of Melbourne, Jul – Dec 2014
Chinese (Cantonese) (can read, write, speak, understand spoken and peer review), Chinese (Mandarin) (can read, write, speak, understand spoken and peer review) and English (can read, write, speak, understand spoken and peer review).
Journal articles (4)
- Dimitrova, D.S., Ignatov, Z.G., Kaishev, V.K. and Tan, S. (2020). On double-boundary non-crossing probability for a class of compound processes with applications. European Journal of Operational Research, 282(2), pp. 602–613. doi:10.1016/j.ejor.2019.09.058.
- Dimitrova, D.S., Kaishev, V.K. and Tan, S. (2020). Computing the kolmogorov-smirnov distribution when the underlying cdf is purely discrete, mixed, or continuous. Journal of Statistical Software, 95, pp. 1–42. doi:10.18637/jss.v095.i10.
- Tan, S., Jin, Z. and Yin, G. (2018). Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump–diffusion model. Nonlinear Analysis: Hybrid Systems, 27, pp. 141–156. doi:10.1016/j.nahs.2017.08.007.
- Tan, S., Jin, Z. and Wu, F. (2015). Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks. Economic Modelling, 49, pp. 331–343. doi:10.1016/j.econmod.2015.05.009.