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统计学院专家报告:香港大学杨海亮教授报告
发布日期:2019-05-10 浏览次数:

报告人:杨海亮  香港大学统计与精算学系教授

报告地点:统计学院211教室


报告(一)

报告题目:A Dynamic Point of View to Risk Management

报告摘要:In this talk, I shall review the development of risk management of insurance industry. In the later 20th century, insurance industry was investing in equity market, in particular, equity-linked insurance products became popular. This changed the insurance industry. I shall present some idea on how to value and manage the risk of the equity-linked products.

报告时间:5月24日下午4:00-5:00


报告(二)

报告题目:A Dynamic Point of View to Actuarial Science.

报告摘要:The fast developments of computer science, artificial intelligence (AI), and big data analytics, are changing our society and life in almost all aspects. There is emerging research on what is the impact of dada science on the insurance industry, how can we use the high tech and data science improve risk management by reducing losses, claim reserve estimation, policy design and increasing prot. I shall illustrate the applications of AI to actuarial science using an optimal reinsurance and dividend payment example.

报告时间:5月24日下午5:00-6:00

主办单位:统计学院

报告人简介:杨海亮教授,现任香港大学统计与精算学系教授,从事保险精算、风险管理和数理金融方面的教学与研究。现为英国精算师协会名誉会员、瑞士精算师协会通信会员、国际知名学者、担任多个重要国际期刊的编辑。多次应邀在国际学术大会上作大会报告,由World Scientific出版社出版2部学术专著,在保险精算、数理金融等领域发表了高水平学术论文200多篇。

担任的期刊编辑部分如下(EDITORSHIPS):

Editor of Insurance: Mathematics and Economics, 2018 - .
Series Editor of the Springer Actuarial series, published by Springer, 2017 - now.
Editor of book series: “Advances in Statistics, Probability and Actuarial Science”,
 published by World Scientific, 2010-now.
Associate editor of Insurance: Mathematics and Economics, 2003 - 2017.
Associate editor of North American Actuarial Journal, 2013 - now.
Associate editor of Stochastics: An International Journal of Probability and      Stochastic Processes, 2008-now.
Associate editor of Journal of Industrial and Management Optimization (JIMO),
2012 - now.
Associate editor of Acta Mathematicae Applicatae Sinica , 2007 - 2018.
Editorial board member of Statistical Theory and Related Fields, 2016 - now.
Editorial board member of Chinese Journal of Probability and Statistics, 2010-now

担任的其他社会兼职部分如下(COMMITTEE MEMBER):

Member of the Board of the Faculty of Business and Economics, Oct,2014 - Jun,
2019.
Member of the SOA’s Advisory Panel, 2013 - now.
Member of Steering Committee of Hong Kong Consortium of Quantitative Finance.
Co-opted member of Faculty Human Resource Committee (2009)
Corresponding member of the MFE exam committee of SoA (2008 - 2010)
Department representative in the Faculty Higher Science Degrees Committee, (2007-now).
Member of Department Management Committee (2007-now).
Duties for actuarial science programme syllabus (2007-now).
Member of Departmental Research Committee (2002-now).
Member of PG Working Group for Curriculum Sub-Committee (2003-now).
Co-opted member of UG Working Group for Curriculum Sub-Committee (2003-
now).
Duties for Mainland China Affairs (Probability and Actuarial Science) (2002-now)
Member of DRPC (department research postgraduate students committee) (2003-
now).
Panel of Oral Examination Chairpersons (2004 - now)



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