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欧博Li, Johnny(李兆恆) – CUHK Business School

时间:2024-09-25 17:34来源: 作者:admin 点击: 10 次
Actuarial Mathematics Quantitative Risk Management Derivative Securities Research Interests Longevity Risk Securitization Stochastic Mortality Modelin

Actuarial Mathematics
Quantitative Risk Management
Derivative Securities

Research Interests

Longevity Risk Securitization
Stochastic Mortality Modeling
Financial Risk Management
Law and Actuarial Science
Reverse Mortgages

“Maintaining Financial Stability in an Era of Changing Climate and Demographics”, Centers of Actuarial Excellence (CAE) Research Grant awarded by the Society of Actuaries, HK$2,316,600, 2018-2021 (Principal Investigator)

“Temporal and Spatial Correlations in Mortality Dynamics: Applications to Mortality/Longevity Risk Management”, Discovery Grant (Individual) awarded by the National Sciences and Engineering Research Council of Canada, HK$899,000, 2021-2026 (Principal Investigator)

“The Impact of Climate Change on the Insurance Industry: A Global Perspective”, Centers of Actuarial Excellence (CAE) Research Grant awarded by the Society of Actuaries, HK$1,544,400, 2020-2022 (Co-Investigator)

“Biosecurity Risk Insurance – Stage 1”, research grant awarded by the Department of Agriculture and Water Resources, Commonwealth Government of Australia, HK$453,600, 2018-2019 (Co-Investigator)

“Long Horizon and Longevity Risks in Insurance”, research grant awarded by the Global Risk Institute in Financial Services, HK$4,928,550, 2013-2015 (Co-Investigator)

“Integrated Risk Management in a Changing World with Applications to Insurance Enterprises”, Centers of Actuarial Excellence (CAE) Research Grant awarded by the Society of Actuaries, HK$3,861,000, 2013-2017 (Co-Investigator)

Redington Prize, Society of Actuaries, 2019

SCOR Actuarial Award in Asia, SCOR Group, 2014

Annual Prize for the Best Paper Published in the North American Actuarial Journal, Society of Actuaries, 2011

Harold D. Skipper Award, Asia-Pacific Risk and Insurance Association, 2011

Edward A. Lew Award, Society of Actuaries, 2006

Best Paper Award, Actuarial Society of Hong Kong, 2006

Editor, Annals of Actuarial Science, 2021-present

Co-Editor, North American Actuarial Journal, 2012-present

Topic Editor, Risks, 2020-present

Associate Director, Actuarial Research Centre of the Institute and Faculty of Actuaries, 2018-2020

Board of Directors Member, Asia-Pacific Risk and Insurance Association, 2011-2015

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