교수소개

학력

2005, 연세대학교, 물리학 학사, 금속공학 학사

2011, Stony Brook University, Ph.D. in Physics

경력

2011-2012, Stony Brook University, Postdoctoral Associate

2012-2014, 보험계리법인알엔에이컨설팅, 선임연구원

2014-2019, 한양대학교 조교수

2019-현재, 한양대학교 부교수

연구관심분야

Actuarial models, risk models, stochastic processes, loss reserving, ratemaking, statistical learning

주요논문

“Examining the Relationship Between the Insurance Cancellation Status and Credit Activities of Policyholders Using Korean Financial Bigdata Open System(CreDB)”, The Journal of Risk Management, 34(1), pp. 45-73. (2023)

“Measuring Aggregated Risk of Losses of Non-life Insurance Companies based on the Vine Copula Model”, Journal of Insurance and Finance, 34(1), pp. 31-63. (2023)

“Sustainability of pensions in Asian countries”, Communications for Statistical Applications and Methods, 29(6), pp. 679-694. (2022)

“A Study on the Ratemaking of Multi-peril Insurance via Shared Random Effects”, Journal of Insurance and Finance, 33(3), pp. 41-76. (2022)

“A Study on Policy Ownership and Payment of Private Annuities by the Middle-aged”, Korean Journal of Insurance, 129, pp. 23-50. (2022)

"Household, personal, and financial determinants of surrender in Korean health insurance", Communications for Statistical Applications and Methods, 28(5), pp. 447-462. (2021)

"A Study on Profitability Analysis of Interest-sensitive Whole-life Insurance in Consideration of Stochastic Interest Rates and Stochastic Mortality Rates", The Journal of Risk Management, 32(3), pp. 35-78. (2021)

"Dynamic Policyholder Behavior for Insurance Premium Payment - Focused on Values of Guaranteed Minimum Withdrawal Benefit and Guaranteed Minimum Death Benefit in Variable Universal Whole-life Insurance -", Journal of Insurance and Finance, 32(3), pp. 3-36. (2021) 

"Dynamic Policyholder Behavior for Both Base and Additional Premium Payment - Top-down and Bottom-up Approach -", The Journal of Risk Management, 32(2), pp. 1-34. (2021)

"A Study on Premium Rate Differentiation of Health Insurance by Simplified Partial Disclosure of Claim History", Journal of Insurance and Finance, 32(2), pp. 43-75. (2021) 

"Volatility clustering in data breach counts", Communications for Statistical Applications and Methods, 27(4), pp. 487-500. (2020) 

"Cluster Analysis on Data Breach Reports via Text Mining", Journal of the Korean Data Analysis Society, 21(2), pp. 877-887. (2019)

"An Empirical Study on the Value Relevance of Non-life Insurer’s Management Information", The Journal of Risk Management, 29(3), pp. 107-138. (2018)

"Modeling and Forecasting of Cancer Incidence Rates of Korea", Journal of the Korean Data Analysis Society, 16(6B), pp. 3107-3120. (2014)

"A Study on Profit Analysis of Variable Life Insurance by Nested Stochastic Modeling", Journal of Insurance and Finance, 32(3), pp. 3-36. 25(2), pp. 111-137. (2014)

수상경력 

Benjamin W. Lee Prize, Stony Brook University, 2006.

학회활동

한국리스크관리학회, 한국보험학회, 한국계리학회, 한국자료분석학회 등

기타