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
- 1 Active
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Insurance portfolio management using Deep Learning
1/01/24 → 31/12/26
Project: Internal Research Project
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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., 5 May 2024, In: Journal of Applied Probability. 15 p.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., 25 Jul 2024, In: Applied Stochastic Models in Business and Industry. 31 p.Research output: Contribution to journal › Article › peer-review
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IME's Editorial Board
Kaas, R., Laeven, R., Lin, S., Tang, Q., Willmot, G. & Yang, H., 1 Nov 2023, In: Insurance: Mathematics and Economics. 113, 1, p. 198-198 1 p., 10.Research output: Contribution to journal › Editorial
Open Access -
Target benefit versus defined contribution scheme: a multi-period framework
Chen, P., Yao, H., Yang, H. & Zhu, D., 16 Sept 2023, In: ASTIN Bulletin. 53, 3, p. 545-579 35 p., 3.Research output: Contribution to journal › Article › peer-review
Open Access -
Valuation of cliquet-style guarantees with death benefits
Yong, Y. & Yang, H., 15 Jan 2023, In: Journal of Industrial and Management Optimization. 19, 1, p. 359-375 17 p., 17.Research output: Contribution to journal › Article › peer-review
Activities
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Insurance Fraud Detection with Unsupervised Deep Learning
Hailiang Yang (Speaker)
23 Aug 2024 → 25 Aug 2024Activity: Talk or presentation › Invited talk
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27th International Congress on Insurance: Mathematics and Economics
Hailiang Yang (Member of programme committee)
9 Jul 2024 → 11 Jul 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Insurance fraud detection using deep learning
Hailiang Yang (Speaker)
5 Jul 2024 → 6 Jul 2024Activity: Talk or presentation › Keynote Speech
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Risk Sciences: From an Actuary's Point of View
Hailiang Yang (Speaker)
17 Jun 2024Activity: Talk or presentation › Keynote Speech
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International Conference on Insurance and Actuarial Science
Hailiang Yang (Chair)
14 Jun 2024 → 16 Jun 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …