About Dr. Niushan Gao
Dr. Niushan Gao is an Associate Professor in the Department of Mathematics at Toronto Metropolitan University. He earned his Ph.D. in Mathematics from the University of Alberta and, prior to joining TMU in 2017, held academic and research positions in both Canada and China.
His research lies at the intersection of mathematics and finance, with a particular focus on risk management in finance and insurance, employing tools from probability theory and functional analysis. Dr. Gao has published in leading journals such as Mathematical Finance, Finance and Stochastics, and Insurance: Mathematics and Economics.
In addition to his research, he is a dedicated educator who teaches a broad range of undergraduate and graduate courses in financial mathematics, analysis, and probability.
Research Interests
Risk Management in Finance and Insurance
| Selected Publications |
| A note on continuity and asymptotic consistency of measures of risk and variability N. Gao, F. Xanthos ASTIN Bulletin 55(1), 168-177, 2025 |
| Automatic Fatou property of law-invariant risk measures S. Chen, N. Gao, D. Leung, L. Li Insurance: Mathematics and Economics 105, 41-53, 2022 |
| Stability properties of Haezendonck-Goovaerts premium principles N. Gao, C. Munari, F. Xanthos Insurance: Mathematics and Economics 94, 94-99, 2020 |
| Surplus-invariant risk measures N. Gao, C. Munari Mathematics of Operations Research 45(4), 1342-1370, 2020 |
| Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces N. Gao, D. Leung, C. Munari, F. Xanthos Finance and Stochastics 22(2), 395-415, 2018 |
| On the C-property and w*-representations of risk measures N. Gao, F. Xanthos Mathematical Finance 28(2), 748-754, 2018 |
| Year | Degree | University |
|---|---|---|
| 2013 | Ph.D | University of Alberta (Mathematics) |
| 2008 | B.Sc | Beijing Normal University (Mathematics) |