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  • 8 Castle Peak Road, Tuen Mun

    Hong Kong

  • 29 Scopus Citations
  • 3 Scopus h-Index
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Personal profile

Chinese Name



Prof. Tao Sun is an Assistant Professor in the Department of Finance and Insurance at Lingnan University. He received his Ph.D. degree in Risk Management and Insurance from Temple University. His current research interests include systemic risk and financial stability, insurance economics, risk modeling, mortality/longevity risk management, and corporate risk management. Dr. Sun has publications in top tier journals in risk management, insurance and actuarial science, including the Journal of Risk and Insurance, and Insurance: Mathematics and Economics. He serves as referee for the Journal of Risk and Insurance, Insurance: Mathematics and Economics, Risk Management and Insurance Review, the North American Actuarial Journal, and the Journal of Insurance Issues.

Research interests

Systemic Risk and Financial Stability, Insurance Economics, Risk Modeling, Mortality/ Longevity Risk Management, Corporate Risk Management

Fingerprint Dive into the research topics where Tao SUN is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Copula Mathematics
Mortality Mathematics
Systemic risk Business & Economics
Insurer Business & Economics
Model Mathematics
Longevity risk Business & Economics
Modeling Business & Economics
Risk management Business & Economics

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Projects 2019 2020

Systemic Risk of Banking and Insurance around the World

SUN, T. & WEISS, M. A.

LU Research Committee


Project: Grant Research

Research Output 2013 2019

  • 29 Scopus Citations
  • 3 Scopus h-Index
  • 5 Journal Article (refereed)
Tail risk
Systemic risk
Contagion effect
1 Scopus Citations

The Reinsurance Network Among U.S. Property-Casualty Insurers: Microstructure, Insolvency Risk, and Contagion

CHEN, H., CUMMINS, J. D., SUN, T. & WEISS, M. A., 4 Nov 2018, In : Journal of Risk and Insurance. p. 1-32 32 p.

Research output: Journal PublicationsJournal Article (refereed)

Insolvency risk
4 Citations (Scopus)

Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure

CHEN, H., MACMINN, R. D. & SUN, T., Apr 2017, In : Journal of Risk and Insurance. 84, S1, p. 393-415 23 p.

Research output: Journal PublicationsJournal Article (refereed)

Dynamic factor
Bond pricing
Expected loss