精算学本属于数学或统计大类下的一个细分专业, 随着专业的发展, 研究方向也进一步细化。目前包含寿险精算, 风险管理和养老保障这3个子专业。
1980年于厦门大学数学系本科毕业 ，1990年在加拿大University of Alberta获得博士学位。 致力于精算科学，数理金融学和应用概率学的研究。1998和2004年两次获得北美精算年度最佳论文奖。是北美精算学等三个精算学杂志和一个管理科学杂志的副主编，北美精算协会成员资格审核专家
"This course aims to provide you with a comprehensive training in actuarial science. The lectures cover particularly concepts in life insurance aspect. The lectures include the fundamental techniques about life insurance rate making, expense estimation, reserves, etc.. The lectures will also discuss about the life table and different survival models.
In completing this course, you are expected to know how to use life table and mathematical models to design life insurance products, including expense estimation, rate making and reserve calculation. Multimedia resources will also be used in the class to enhance the learning experience. "
Risk management researches how to deal with the uncertainty of the future. This course first teaches the risk principle, indicating the nature of the risk, the cost of risk and risk management procedures and objectives, and then analyzes property damage risk, legal liability risk, human capital risk and financial risk of the enterprises. On this basis, we study decision-making models commonly used, especially discuss insurance and hedging in detail. Then we will analyze other factors that affect the enterprise risk management. Finally, we explain some of the practical application of risk management.
Through this course, students will have a systematic understanding of the theory of risk and risk management, understand the entry point of a comprehensive risk management measures and the selection principle, have a certain ability to solve practical problems.
Mainly about: modern financial theory and the basic financial tools, financial analysis of stochastic basis, financial derivative securities pricing model, including Black Scholes model and other models, the principle of risk neutral pricing, financial market risk analysis and risk hedging strategies, sensitivity measurement, term structure and interest rate derivative securities, financial derivative securities pricing numerical method and computer simulation method.
The course teaches student using the SAS system with an easy starting attitude, it includes SAS programming, data management, reporting and graphics, basic statistical analysis techniques. The course will also introduce R, another statistical software. R is especially suitable for programming statistical algorithms, and it is one of the most prefered developement and computing tools used by statisticians.
This is an introductory course for undergraduate students of math/stat major. The topics covered by this course include random walk, Markov chains, Poisson process, jump process and Brownian motion. We emphasis the intuitions behind these random models. Students taking this course are required to have a good training in probability as well as calculus and linear algebra.
Mathematical analysis is one of the most important courses for the students who wish to study the mathematics and related subjects. The course mainly includes the theory of Riemann integrals and the theory of series. The course is a basis for Mathematical analysis and for many courses such as differential equations; differential geometry, functions of one complex variable; real analysis, probability; basic physics, etc. The course provides the training for the mathematical thinking and skills.
This is an introductory course in financial econometric. We will discuss the basic analytic tools and their applications. The course focuses mainly on the linear model specification, Ordinary Least Square regression method, and limits of classical OLS method.
Principles of economics is the basic course for economics major, and also introduces basic economics for other majors.The course is composed of two parts: Microeconomics and Macroeconomics. We offer basic knowledge of economics in this course, and also enhance students understanding of everyday economy affairs. Most importantly, the course pay special attention to the intuitions of economics through class as well as exercises. We believe economics is not just an brunch of math or others, it has its own perspectives. training intuitions will do help students understan unique perspectives of economics.
Basic probability， Statistical inference，Estimation ，Testing ，Regression
The content of the course consists of polynomials, linear spaces and linear transformations. This course will train the students with mathematical thinkings and the preliminary ability for solving practical problems.