Dr Jia Shao, Assistant Professor.

邮件：j.shao.1@bham.ac.uk

PhD in Mathematics, University of Liverpool, 2015

BSc in Mathematics with Finance, University of Liverpool, 2011

Jia Shao is an Assistant Professor at the School of Mathematics of the University of Birmingham. Her principal research interests are in the intersection of financial and actuarial mathematics: quantitative analysis of Insurance-Linked Securities (ILS), Extreme Value Theory (EVT) and heavy-tailed distributions, with an emphasis on pricing catastrophe risk (CAT) bonds, nuclear power-linked securities and applications.

Article

Chatoro, M, Mitra, S, Pantelous, AA & Shao, J 2023, 'Catastrophe bond pricing in the primary market: the issuer effect and pricing factors', International Review of Financial Analysis, vol. 85, 102431. https://doi.org/10.1016/j.irfa.2022.102431

Hodds, M, Shao, J & Lawson, D 2020, 'Changes in student entry competencies 2001 - 2017', International Journal of Mathematical Education in Science and Technology, pp. 1859-1874. https://doi.org/10.1080/0020739X.2020.1849836, https://doi.org/10.1080/0020739X.2020.1849836

Hardiman, N, Burgin, S & Shao, J 2020, 'How Sharks and Shark–Human Interactions are Reported in Major Australian Newspapers', Sustainability, vol. 12, no. 7, 2683. https://doi.org/10.3390/su12072683

Khzouz, M, Gkanas, E, Shao, J, Sher, F, Beherskyi, D, El-Kharouf, A & Qubeissi, MA 2020, 'Life Cycle Costing Analysis: Tools and Applications for Determining Hydrogen Production Cost for Fuel Cell Vehicle Technology', Energies, vol. 13, no. 15, 3783. https://doi.org/10.3390/en13153783, https://doi.org/10.3390/en13153783, https://doi.org/10.3390/en13153783

Kallinterakis, V, Liu, F, Pantelous, A & Shao, J 2020, 'Pricing inefficiencies and feedback trading: evidence from country ETFs', International Review of Financial Analysis, vol. 70, 101498. https://doi.org/10.1016/j.irfa.2020.101498

Hardiman, N, Burgin, S & Shao, J 2019, 'News media portrayal of attributed stakeholder attitudes to shark management in Australia', Human Dimensions of Wildlife, vol. 24, no. 6, pp. 548-563. https://doi.org/10.1080/10871209.2019.1663455

Shao, J, Pantelous, A, Ayyub, B, Chan, SL & Nadarajah, S 2017, 'Nuclear Catastrophe Risk Bonds in a Markov Dependent Environment', ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, vol. 3, no. 4. https://doi.org/10.1061/AJRUA6.0000923

Shao, J, Papaioannou, A & Pantelous, A 2017, 'Pricing and Simulating Catastrophe Risk Bonds in a Markov-dependent Environment', Applied Mathematics and Computation, vol. 309, pp. 68-84. https://doi.org/10.1016/j.amc.2017.03.041

Ayyub, B, Pantelous, A & Shao, J 2016, 'Towards Resilience to Nuclear Accidents: Financing Nuclear Liabilities via Catastrophe Risk Bonds', ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B: Mechanical Engineering, vol. 2, no. 4, RISK-15-1055. https://doi.org/10.1115/1.4033518

Shao, J, Pantelous, A & Papaioannou, A 2015, 'Catastrophe Risk Bonds with Applications to Earthquakes', European Actuarial Journal, vol. 5, pp. 113–138. https://doi.org/10.1007/s13385-015-0104-9

Conference contribution

Ayyub, B, Pantelous, A & Shao, J 2016, Towards Resilience to Catastrophic Events: Financing Liabilities via Catastrophe Risk Bonds. in Economics of Community Disaster Resilience Workshop Proceedings.

Poster

Khzouz, M, Gkanas, E & Shao, J 2018, 'Life Cycle Costing Analysis for Determining Hydrogen Cost for Mobility Applications'.