Department of Actuarial Studies
Staff Research Interests
| Research Area of Interest |
Staff Member |
|---|---|
|
Actuarial websites |
|
|
Adverse selection |
|
|
Annuities |
|
|
Application of statistics to actuarial work |
|
| Catastrophe insurance modelling |
Jiwook Jang |
| Credibility Theory |
Xian Zhou |
| Financial derivatives pricing |
Jiwook Jang |
|
Financial Mathematics |
|
|
Generalized linear modeling |
|
| Measuring credit/longevity/operational risk |
Jiwook Jang |
|
Mortality and morbidity of insured live |
|
|
Mortality forecasting |
|
|
Properties of graduation methods |
|
|
Return to work modeling |
|
|
Risk classification |
|
|
Runoff Triangle forecasting |
|
|
Solvency regulation for financial institution |
|
|
State space modeling |
|
|
Stochastic interest rate models |
|
| Stochastic Scheduling |
Xian Zhou |
|
Surrender value |
|
| Survival Analysis |
Xian Zhou |
|
Term Insurance |