Hong Li

Find Related People by Keyword
Accepting graduate students fall 2022: Yes
Accepting graduate students fall 2023: Yes
My research is largely inspired by the practical needs in the insurance industry. The majority of my research has focused on developing and applying cutting-edge statistics and machine learning algorithms, as well as economic theories on pivotal actuarial problems, including the measurement, pricing, and management of longevity risk, health risk, automobile risk, climate risk, and agriculture risk. I have published over 15 papers on top-tier insurance, actuarial science, and demography journals. I received the 2018 Bob Alting von Geusau Prize for the best paper published in ASTIN Bulletin with a Financial Risk or Enterprise Risk Management focus. Finally, I am a fellow of the Society of Actuaries and an associate fellow of the Canadian Institute of Actuaries.
Guide for potential graduate students:
What qualities are you looking for in a graduate student?
The ones with a solid quantitative background.
How would you describe your mentoring style?
I will work closely with you on the topics that you are interested in.
Education:
- PhD. Econometrics and Operations Research, Tilburg University, 2015
- Master of Economics, Tilburg University, 2012
- Bachelor of Arts, Finance, Xiamen University, 2010
Other Qualifications:
- Fellow of the Society of Actuaries, 2019
- Associate Fellow of the Canadian Institute of Actuaries, 2018
- Data Analytics
- Insurance Economics
- Actuarial Science
- Demography
- Asset Pricing
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
- FIN*4200 Risk Management in Finance and Insurance
- ECON*2770 Introductory Mathematical Economics
Active Fundings:
1. On a Composite Spatial-Temporal Analysis of Insurance Losses due to Natural Catastrophes Project. The Canadian Institute of Actuaries, 2021 - 2022 (18,700 CAD). (with Jianxi Su)
2. Interpretable Random Forests for Risk-informed Modeling in Healthcare Management. Society of Actuaries, 2021 Individual Grant (13,000 USD). (with Qifan Song and Jianxi Su)
3. Spatial-Temporal Modeling of Wildfire Losses with Applications in Insurance-Linked Securities Pricing. Casualty Actuarial Society, 2021 (18,000 USD). (with Jianxi Su)
4. Stochastic Mortality Modeling and Longevity Risk Management in Multiple-population Context. Nserc Discovery Grants --- Individual, 2020 - 2025 (127,500 CAD).
5. Transformation Forests for Auto Insurance Risk Modeling. The Canadian Institute of Actuaries, 2020 - 2021 (16,500 CAD). (with Yang Lu)
The 2018 Bob Alting von Geusau Prize for the best paper published in ASTIN Bulletin with a Financial Risk or Enterprise Risk Management focus.