학력 / Level of Education
2005, 연세대학교, 물리학 학사, 금속공학 학사
2011, Stony Brook University, Ph.D. in Physics
경력 / Career
2011-2012, Stony Brook University, Postdoctoral Associate
2012-2014, 보험계리법인알엔에이컨설팅, 선임연구원
2014-2019, 한양대학교 조교수
2019-현재, 한양대학교 부교수
연구관심분야 / Research Interest
Actuarial models, risk models, stochastic processes, loss reserving, ratemaking, statistical learning
주요논문 / Selected Articles
"Household, personal, and financial determinants of surrender in Korean health insurance", Communications for Statistical Applications and Methods, 28(5), pp. 447-462. (2021)
"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, 32(3), pp. 35-78. (2021)
"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, 32(3), pp. 3-36. (2021)
"Dynamic Policyholder Behavior for Both Base and Additional Premium Payment - Top-down and Bottom-up Approach -", The Journal of Risk Management, 32(2), pp. 1-34. (2021)
"A Study on Premium Rate Differentiation of Health Insurance by Simplified Partial Disclosure of Claim History", Journal of Insurance and Finance, 32(2), pp. 43-75. (2021)
"Volatility clustering in data breach counts", Communications for Statistical Applications and Methods, 27(4), pp. 487-500. (2020)
"Cluster Analysis on Data Breach Reports via Text Mining", Journal of the Korean Data Analysis Society, 21(2), pp. 877-887. (2019)
"An Empirical Study on the Value Relevance of Non-life Insurer’s Management Information", The Journal of Risk Management, 29(3), pp. 107-138. (2018)
"Modeling and Forecasting of Cancer Incidence Rates of Korea", Journal of the Korean Data Analysis Society, 16(6B), pp. 3107-3120. (2014)
"A Study on Profit Analysis of Variable Life Insurance by Nested Stochastic Modeling", Journal of Insurance and Finance, 32(3), pp. 3-36. 25(2), pp. 111-137. (2014)
수상경력 / Awards
Benjamin W. Lee Prize, Stony Brook University, 2006.
학회활동 / Academic activities
한국리스크관리학회, 한국보험학회, 한국계리학회, 한국자료분석학회 등
기타 / Etc
SOA 계리사(ASA), 2014.