Education

- Aug 2012 – Dec 2016: Australian National University, Statistics, Ph.D. in Philosophy  

- Feb 2010 – Dec 2011: Australian National University, Statistics, M.Phil.  

- Sep 2005 – Jul 2009: Tongji University, Civil Engineering, B.E.  

Work Experience

- Aug 2020 – Present: Renmin University of China, School of Statistics, Associate Professor  

- Aug 2018 – Aug 2020: Renmin University of China, School of Statistics, Lecturer  

Research Interests

Life and Non-life Actuarial Science, Applied Statistics 

Honors and Awards

1. Third Batch of National First-Class Undergraduate Courses: "Financial Mathematics"  

2. 2019 Renmin University of China Outstanding Scientific Research Achievement Award (Monograph)  

3. 2018 "Insurance Research" Outstanding Paper Award, Second Recipient  

4. Ian Castles Prize for Master of Applied Statistics, 2011  

Funding

1. *Nonparametric Methods for Three Types of Latent Variable Regression Models in Insurance Pricing: Based on Ensemble Tree Models*, National Natural Science Foundation of China (NSFC), Principal Investigator  

2. *Individual Claims Reserving Models in Non-life Insurance Based on Machine Learning Algorithms*, NSFC, Principal Investigator  

3. *Analytics of Telematics Car Driving Data*, Society of Actuaries (SOA) Research Project, Principal Investigator  

4. *Research on Automobile Insurance Rate Factors Based on Telematics Big Data*, Renmin University of China Scientific Research Fund Project, Principal Investigator  

5. *Statistical Modeling for Catastrophe Bond Pricing and Risk Management*, National Social Science Fund Key Project, Participant  

6. *Risk Management and Actuarial Models in the Digital Era*, MOE (Ministry of Education) Key Research Base for Humanities and Social Sciences Major Project, Participant  

7. *Actuarial Statistical Models for Catastrophe Insurance and Their Applications*, National Social Science Fund Major Project, Participant  

8. *Big Data-Based Actuarial Statistical Models and Risk Management Issues*, MOE Key Research Base for Humanities and Social Sciences Major Project, Participant  

Teaching Reform Projects

1. *Higher Algebra Teaching Reform in the Digital Era: From Theory to Application*, Renmin University of China Undergraduate Education and Teaching Reform Research Project, Principal Investigator  

Publications

1. Hou, Y., Li, J., Gao, G.* (2025). Insurance loss modeling with gradient tree-boosted mixture models. *Insurance: Mathematics and Economics, 121*, 45-62.  

2. Cheng, R.*, Shi, J., Loh, J. M., Gao, G. (2025). Neural networks for simultaneous modeling of multi-population mortality with coherent forecasts. *Scandinavian Actuarial Journal*.  

3. Chang, L., Gao, G., Shi, Y.* (2024). A semi-parametric claims reserving model with monotone splines. *Annals of Operations Research*.  

4. Chang, L., Gao, G.*, Shi, Y. (2024). Claims reserving with a robust generalized additive model. *North American Actuarial Journal, 28*, 840-860.  

5. Gao, G. (2024). Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm. *Insurance: Mathematics and Economics, 114*, 29-42.  

6. Gao, G., Li, J.* (2023). Dependence modeling of frequency-severity of insurance claims using waiting time. *Insurance: Mathematics and Economics, 109*, 29-51.  

7. Gao, G., Shi, Y.* (2023). Robustness and spurious long memory: Evidence from the generalized autoregressive score models. *Annals of Operations Research*.  

8. Meng, S., Wang, H., Shi, Y., Gao, G.* (2022). Improving automobile insurance claims frequency prediction with telematics car driving data. *ASTIN Bulletin, 52*, 363-391.  

9. Gao, G., Meng, S., Wüthrich, M. V.* (2022). What can we learn from telematics car driving data: A survey. *Insurance: Mathematics and Economics, 104*, 185-199.  

10. Gao, G., Wang, H., Wüthrich, M. V.* (2022). Boosting Poisson regression models with telematics car driving data. *Machine Learning, 111*, 243-272.  

11. Gao, G., Meng, S.*, Shi, Y. (2021). Dispersion modelling of outstanding claims with double Poisson regression models. *Insurance: Mathematics and Economics, 101*, 572-586.  

12. Gao, G., Shi, Y.* (2021). Age-coherent extensions of the Lee-Carter model. *Scandinavian Actuarial Journal, 2021*, 998-1016.  

13. Gao, G., Ho, K.-Y., Shi, Y.* (2020). Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices. *Pacific-Basin Finance Journal, 61*.  

14. Gao, G.*, Wüthrich, M. V., Yang, H. (2019). Evaluation of driving risk at different speeds. *Insurance: Mathematics and Economics, 88*, 108-119.  

15. Gao, G., Wüthrich, M. V.* (2019). Convolutional neural network classification of telematics car driving data. *Risks, 7*, Article 6.  

16. Gao, G., Meng, S.*, Shi, Y. (2019). Stochastic payments per claim incurred. *North American Actuarial Journal, 23*, 11-26.  

17. Gao, G.*, Meng, S., Wüthrich, M. V. (2019). Claims frequency modeling using telematics car driving data. *Scandinavian Actuarial Journal, 2019*, 143-162.  

18. Gao, G., Wüthrich, M. V.* (2018). Feature extraction from telematics car driving heatmaps. *European Actuarial Journal, 8*, 383-406.  

19. Meng, S., Gao, G.* (2018). Compound Poisson claims reserving models: Extensions and inference. *ASTIN Bulletin, 48*(3), 1137-1156.  

20. Gao, G.*, Meng, S. (2018). Stochastic claims reserving via a Bayesian spline model with random loss ratio effects. *ASTIN Bulletin, 48*(1), 55-88.  

21. Gao, G.*; Meng, S. (2018). Research on auto insurance rate factors based on telematics big data. *Insurance Studies, 357*(1), 90-100. (In Chinese)  

22. Meng, S.*; Li, T.; Gao, G. (2017). Prediction of auto insurance claim probability and cumulative loss based on machine learning algorithms. *Insurance Studies, 354*(10), 42-53. (In Chinese)  

Books and Textbooks

1. Gao, G. *Bayesian Claims Reserving Methods in Non-life Insurance with Stan: An Introduction*. Springer-Verlag, DOI: 10.1007/978-981-13-3609-6, 2018.  

2. Gao, G. (Ed.). *Linear Algebra: From Theory to Application*. China Machine Press, 2024. (In Chinese)  

3. Meng, S., Liu, L., Xiao, Z., Gao, G. (Eds.). *Non-life Actuarial Science (4th Edition)*. Renmin University of China Press, 2019. (In Chinese)  

Teaching

- **Undergraduate Courses:** Higher Algebra, Financial Mathematics, Non-life Actuarial Science  

- **Graduate Courses:** Modern Actuarial Statistical Models