LabCompass

Jianxi Su

Economics, Econometrics and Finance · Purdue University West Lafayette

OpenAlex ORCID
Established · publishing since 1966
Financial Risk and Volatility ModelingProbability and Risk ModelsRisk and Portfolio OptimizationInsurance, Mortality, Demography, Risk ManagementStatistical Distribution Estimation and Applications

Publications

62

Citations

761

Est. group size

—

Recurring co-author estimate

Active years

61

Publishing since 1966

Research summary
AI-generated

Jianxi Su works on quantitative risk management and actuarial science, focusing on how to measure and estimate financial and insurance risks such as Value-at-Risk and tail-based risk measures. His work also touches on mortality and health insurance modeling, mortgage default risk under natural hazards (like wildfires), and statistical methods for truncated probability distributions. This research combines mathematical statistics with applications to insurance and financial risk management.

Tail risk and Value-at-Risk estimationActuarial and insurance risk modelingStatistical distribution theory (truncated multivariate normal)Mortality, health insurance, and annuity modelingNatural hazard and mortgage default risk

Publication output has grown from around 2-5 papers per year in the late 2010s to a higher and somewhat variable rate of 4-8 papers per year in recent years (2023-2026), suggesting a generally increasing or steady pace of activity.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 5.4/year recently
2017: 3 publications172018: 2 publications182019: 3 publications192020: 5 publications202021: 7 publications212022: 5 publications222023: 4 publications232024: 4 publications242025: 8 publications8252026: 6 publications26
Recent publications
Publishes in
  • SSRN Electronic Journal×12
  • arXiv (Cornell University)×11
  • Insurance Mathematics and Economics×9
  • North American Actuarial Journal×4
  • Journal of Risk & Insurance×2
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By research-topic overlap
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  • Joshua C. C. Chan

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  • Junyi Guo

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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 20, 2026.

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