Projects per year
Personal profile
Personal profile
Hailiang Yang, ASA and HonFIA, received his PhD degree from the University of Alberta and his Master degree in actuarial science from the University of Waterloo. He is currently a professor in the Department of Financial and Actuarial Mathematics at Xian Jiaotong-Liverpool University (XJTLU). Before joining XJTLU, he worked at the University of Hong Kong for 27 years. His research focuses on actuarial science and mathematical finance. He has worked with many leading figures in the field. He has supervised more than 20 PhD students, and his graduate students are, in many cases, now well-known researchers in their own right. Furthermore, he is an editor of Insurance; Mathematics and Economics and an associate editor of six other journals. In addition, he is an Associate of the Society of Actuaries, and he was elected as an Honorary Fellow of the Institute and Faculty of Actuaries and a Corresponding Member of the Swiss Association of Actuaries in 2014. He is an elected member of the International Statistical Institute (ISI). He received an Outstanding Research Award from the University of Hong Kong in 2013–2014.
Experience
Professor, Department of Statistics and Actuarial Science The University of Hong Kong, November 2006 to June 2023
Professor, Department of Financial and Actuarial Mathematics Xi’an Jiaotong-Liverpool University, July 2023 to present
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
M.Math. Actuarial Science University of Waterloo, 1995
Ph.D. Statistics and Applied Probability, University of Alberta, 1993
Person Types
- Staff
Fingerprint
Collaborations and top research areas from the last five years
Projects
- 2 Active
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Some research problems in actuarial science using deep learning
Yang, H., Bai, L., Zhang, Z., Jin, Z. & Li, S.
1/01/25 → 31/12/28
Project: Governmental Research Project
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Insurance portfolio management using Deep Learning
1/01/24 → 31/12/26
Project: Internal Research Project
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A Generalized Contagion Credit Risk Model with Application in Pricing CDS Index Tranche
Qian, J., Wang, G. & Yang, H., 22 Feb 2025, (Submitted) In: Journal of Computational and Applied Mathematics. 35 p.Research output: Contribution to journal › Article › peer-review
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Net Reserve Calculation for Whole Life Insurance under Mean-reverting Stochastic Interest Rate Models
Lyu, H. & Yang, H., 6 Jan 2025, (Accepted/In press) In: Asia-Pacific Journal of Risk and Insurance. 24 p.Research output: Contribution to journal › Article › peer-review
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Textual Analysis of Insurance Claims with Large Language Models
Li, D., Jin, Z., Qian, L. & Yang, H., 5 Mar 2025, (Accepted/In press) In: Journal of Risk and Insurance. 31 p.Research output: Contribution to journal › Article › peer-review
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Super-replication of life-contingent options under the Black–Scholes framework
Ng, Z-A., Koh, Y-B., Loo, T-H. & Yang, H., 1 Dec 2024, In: Journal of Applied Probability. 61, 4, p. 1263–1277 10.Research output: Contribution to journal › Article › peer-review
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SVM-Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance
Han, X., Wei, B., Yang, H. & Zhao, Q., 16 Oct 2024, In: Applied Stochastic Models in Business and Industry. 40, 5, p. 1402-1432 11.Research output: Contribution to journal › Article › peer-review
Activities
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The 28th International Congress on Insurance: Mathematics and Economics (Event)
Hailiang Yang (Chair)
1 Jul 2025 → 4 Jul 2025Activity: Membership › Membership of committee
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Super-hedging of GMDBs
Hailiang Yang (Speaker)
17 Jan 2025Activity: Talk or presentation › Invited talk
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Xin Zhong, Ph.D. student
Hailiang Yang (Supervisor)
1 Jan 2025 → 30 Dec 2028Activity: Supervision › PhD Supervision
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Shize Na, Ph.D. student
Hailiang Yang (Supervisor)
1 Jan 2025 → 30 Dec 2028Activity: Supervision › PhD Supervision
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Hedging and Valuation of Guaranteed Minimum Death Benefits
Hailiang Yang (Speaker)
4 Dec 2024 → 5 Dec 2024Activity: Talk or presentation › Invited talk