학력
Ph. D. in applied Mathematics, 2007, The University of Iowa, Iowa City, IA, U.S.A.
M.S. in Statistics(actuarial science), 2003, The University of Iowa, Iowa City, IA, U.S.A.
M.S. in Mathematics, 2003, The University of Iowa, Iowa City, IA, U.S.A.
M.S. in Mathematics, 1999, Pusan National University, Pusan, Korea
B.S. in Mathematics, 1997, Pusan National University, Pusan, Korea
경력
Spring 2019 ~ Fall 2019, Visiting professor, University of Iowa
March 2016 ~ , Associate professor of actuarial science, Hanyang University
March 2013 ~ February 2016, Assistant professor of actuarial science, Hanyang University
Fall 2009 ~ Spring 2013, Assistant professor of applied Mathematics, Kettering University
Fall 2007 ~ Spring 2009, Post-Doc Fellow, University of Connecticut
Fall 2000 ~ Spring 2007, Teaching Assistant, University of Iowa
연구관심분야
보험수리학, 금융공학,
주요논문
A Bivariate Extension of Three-parameter Generalized Crack Distribution for Loss Severity Modelling, Journal of the Korean Statistical Society, On press
Outside Barrier Lookback Options with Floating Strike, Journal of the Korean Statistical Society, On press
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, 2021, Vol 32, No 3, 35-78
Household, Personal, and Financial Determinants of Surrender in Korean Health Insurance, Communications for Statistical Applications and Methods, 2021, Vol. 28, No 5, 447-462
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, 2021, Vol 32, No 3, 3-36
Dynamic Policyholder Behavior for Both Base and Additional Premium Payment, The Journal of Risk management, 2021, Vol 32, No 2, 1-34
A Study on Premium Rate Differentiation of Health Insurance by Simplified Partial Disclosure of Claim History, Journal of Insurance and Finance, 2021, Vol 32, No 2, 43-75
Volatility clustering in data breach counts, Communications for Statistical Applications and Methods, 2020, Vol. 27, No 4, 487-500
A case study for intercontinental comparison of herd behavior in global stock markets, Communications for Statistical Applications and Methods, 2018, Vol. 25, No 2, 185-197
Extreme value theory in mixture distributions and a statistical method to control the possible bias, Journal of the Korean Statistical Society, 2016, Vol. 45, No 4, 581-594
Age-Period Analysis on Road Fatality Rates of Korea, Journal of the Korean Data Analysis Society, 2016, Vol. 18, No 5, 2611-2606
Modeling and forecasting of cancer incident rates of Korea, Journal of the Korean Data Analysis Society, 2014, Vol. 16, No 6, 3107-3120
Statistical Estimation of Extreme Values in the Mixture Distributions, The Journal of Risk Management, 2014, Vol. 25, No 3, 31-56
Analysis of Insurance Claims Payment via Generalized Linear Models-Focused on the Accident Data of Cancer Occurrence, Journal of the Korean Data Analysis Society, 2014, Vol. 16, No 6, 3093-3106
A Method of Hedging Mortality Rate Risks in Endowment Product Development, Journal of Insurance and Finance, 2014, Vol. 25, No 2, 73-109
A Study on the Health Annuity, The Journal of Actuarial Science, 2012, Vol. 4, No 2, 95-114
Securitization of Longevity Risks Using Percentile Tranche Methods, The Journal of Risk and Insurance, 2011, Vol. 78, No. 4, 885-905
Option Pricing on Multiple Assets, Acta Applicandae Mathematicae, 2006, Vol. 94, No 2, 137-162
주요저서
계리모형론, 박영사
학회활동
한국계리학회 학회장(2019.1 ~)
한국리스크관리학회 이사(2021.1 ~)
기타
Associate of Society of Actuaries(ASA), (2015.9.1.~)