CURRICULUM VITAE
OFFICE ADDRESS:
Warren Centre for Actuarial Studies and Research,
Asper School of Business, University of Manitoba, Room 640, Drake Centre, 181 Freedman Crescent, Winnipeg, MB
R3T 5V4, Canada
Phone: (204)
474-6412
Fax: (204)
474-7545
E-mail: Jeffrey.Pai@UManitoba.CA
Education:
1990-1994: Ph.D.
in Statistics, University of Connecticut, CT, USA, Dissertation Title: ¡§Bayesian Inference of ARIMA Processes by Sampling Based
Methods¡¨
1988-1990: Master
in Actuarial Science, University of Connecticut, CT, USA
1984-1986: Military
Service, Taiwan, Republic of China
1980-1984 Bachelor
of Commerce, Feng Chia University, Taichung, Taiwan, ROC
Personal:
Citizenship: Canadian
Birthday: August
1, 1960
Birth Place: New
Taipei City, Taiwan, Republic of China
Marital Status: Married
with one son
PROFESSION RECOGNITIONS:
2013 ISI
Elected Member: International Statistical
Institute
2011 ACIA: Associate, Canadian Institute of Actuaries, Canada
2005 P.Stat.: Professional Statistician, Statistical Society of
Canada, Canada
1990 ASA: Associate, Society of Actuaries
PROFESSIONAL POSITIONS:
2008-Present Full
Professor, Warren Centre for Actuarial
Studies and Research, Asper School of Business, University of Manitoba, Canada
2003-Present L.A.H. Warren Professor, Warren Centre for Actuarial Studies and Research, Asper
School of Business, University of Manitoba, Canada
2012-Present Adjunct
Professor, Department of Statistics, Faculty of Science, University of Manitoba, Canada
2016 Jan-Mar Visiting
Professor, Department of Statistics and Probability, University of California,
Santa Barbara, USA
2015, 2016 Visiting
Professor, Department of Risk Management and Insurance, National Chengchi
University, Taiwan, ROC
2009-2015 Director, Warren Centre for Actuarial Studies and Research, Asper School of Business, University of Manitoba, Canada
2003-2013 Consultant,
Sales & Marketing, IC Group Inc., USA
2008-2010 Adjunct
Professor, Department of Statistics and Actuarial Science, Feng Chia
University, Taiwan, ROC
2000-2004 Instructor,
New England Actuarial Seminars, USA
2001-2007 Consultant,
DFA Capital Management Inc., White Plains, USA
2000 Summer Actuarial
Consultant, Group Financial
Management, the Great-West Life Assurance Company, Canada
2000-2001 Visiting
Professor, Joint Doctoral Program in Business
Administration in South East Asia, Bangkok Ph.D. Centre, Thailand
1999 Jan-Jul Visiting
Professor, Department of Finance, National
Taiwan University, ROC
1996-2007 Assistant Professor & Associate
Professor, Warren Centre for Actuarial
Studies and Research, Asper School of Business, University of Manitoba, Canada,
Granted tenure on July 1, 2000
1994-1996 Assistant Professor, Institute of Statistics and Econometrics, University of
Basel, Switzerland, Research on "Bayesian Sampling Environment &
Language" supported by the Swiss National Fund
1991-1994 Research Assistant, Department of Statistics, University of Connecticut, USA,
Research on "Modeling Time Series in Bayesian Framework Using Re-sampling
Methods" supported by U.S. Army
1992 Summer Visiting Researcher, Department of Mathematical Sciences, IBM T.J. Watson
Research Center, Yorktown Heights, USA
1990-1992 Teaching Assistant, Department of Statistics, University of Connecticut, USA
1988-1991 Lecturer, Department of Mathematics, University of Connecticut, USA
Research grants and awards:
2016 CAS
Best
Paper Award, ¡§Insurance Premium Calculation Using
Credibility Analysis: An Example from Livestock Mortality Insurance¡¨. The
Prize is awarded by the Casualty Actuarial Society (CAS) for the best paper of
interest to casualty actuaries published by the American Risk and Insurance
Association
(ARIA).
2016 Mar-Aug Ministry of Science and Technology Grants, Taiwan, ROC
2015 Feb-Jul Ministry of Science and Technology Grants, Taiwan, ROC
2011-2012 Tri-Council
Application Development Award, Asper School of Business, University of
Manitoba, Canada
2011 Outstanding Paper Award, Literati Network Awards for
Excellence, Emerald Journal Publishing Group, ¡§Factors Affecting
Crop Insurance Purchases in China: The Inner Mongolia Region¡¨
2010 SSHRC
Bridge Funding, University of Manitoba, Canada
2009-2010 ¡§Research on Livestock Disease Insurance and
Implications for modeling¡¨, Agriculture and Agri Food Canada
(co-investigator), Canada
2008-2009 Tri-Council
Application Development Award, Asper School of Business, University of
Manitoba, Canada
2008-2010 ¡§Effects of Obesity on Mortality and
Morbidity¡¨ (joint), Society of Actuaries, USA
2007-2009 ¡§Analysis
of Mutual Reinsurance Pooling for Crop Insurance in Canada¡¨, Advancing Canadian Agriculture and Agri-Food (ACAAF) Grant
(co- investigator), Manitoba Rural Adaptation Council Inc., Canada
2007-2010 ¡§Application
of crop insurance to alleviate poverty and promote sustainable agricultural
production in China¡¨, Development Partnerships in Higher Education Grant (joint), Department of International Development, UK
2007-2009 ¡§A Study of Canada-China Food Trade: Behind
the Borders Barriers¡¨, Asia Pacific Foundation of Canada (Associated
Research), Canada
2005-2006 Natural
Sciences and Engineering Research Council Grants, Canada
2004 Featured
as a ¡§PopularProfs¡¨ in the 2004
MACLEAN¡¦s Guide to Canadian Universities
2002 Students¡¦
Teacher
Recognition Awards, University Teaching
Services, University of Manitoba, Canada
2001-2005 Natural
Sciences and Engineering Research Council Grants, Canada
1997-2001 Natural
Sciences and Engineering Research Council Grants, Canada
1998-1999 Society of Actuaries Research
Grant (joint), USA
1999 National
Science Research Council Grant, Taiwan, ROC
1997-2003 Faculty
Research Grants, University of Manitoba, Canada
1996-1997 Faculty
of Management Research Grants, University of Manitoba, Canada
1996-1999 Faculty
of Management Travel Grants, University of Manitoba, Canada
1996 University
Research Grant Program Award, University of Manitoba, Canada
1994-1996 Swiss
National Fund Research Grants, Switzerland
1993 Graduate
School Travel Grants, University of Connecticut, USA
1991-1993 Graduate
School Summer Research Supports, University of Connecticut, USA
1992 Member
of the Honor Society of Phi Kappa Phi, USA
1991 Gottfried
E. Noether Award for excellent performance in mathematical statistics, University
of Connecticut, USA
1991 Graduate
School Fellowship, University of Connecticut, USA
1989 Member
of Pi Mu Epsilon National Honorary Mathematics Society, USA
1981 Chairperson
of the Students Association of the Department of Statistics, Feng Chia
University
Research Publications:
¡P
Pai, J., Ravishanker, N., 2017, Stochastic Models for
Pricing Weather Derivatives Using Constant Risk Premium, Journal of the Iranian
Statistical Society, forthcoming.
¡P
Porth, L., Milton, B., Pai, J., 2016, Reducing Risk through
Pooling and Selective Reinsurance Using Simulated Annealing: An Example from
Crop Insurance, The Geneva Risk and Insurance Review, 41(2), 163-191 (doi:10.1057/s10713-016-0013-0).
¡P
Zhou, R., Li, J., Pai,
J., 2016, Hedging Crop Yield with Exchange-Traded Weather Derivative, Agricultural Financial Review, 76(1),
172-186 (DOI http://dx.doi.org/10.1108/AFR-11-2015-0045).
¡P
Pai, J., Ravishanker,
N., 2015, Fast Approximate Likelihood Evaluation for Stable VARFIMA Processes, Statistics and Probability Letters, 103,
160-168 (doi:10.1016/j.spl.2015.04.001).
¡P
Lin, J., Boyd, M., Pai,
J., Porth, L., Zhang, Q., Wang, K., 2015, Factors Affecting Farmers¡¦
Willingness to Purchase Weather Index Insurance in the Hainan Province of
China. Agricultural
Financial Review, 75(1), 103-113 (doi:10.1108/AFR-02-2015-0007).
¡P
Pai, J., Boyd, M.,
Porth, L., 2015, Insurance Premium Calculation Using Credibility Analysis: An
Example from Livestock Mortality Insurance. Journal
of Risk and Insurance, 82(2),
341-357 (DOI: 10.1111/jori.12024).
¡P
Porth, L., Pai, J., Boyd, M., 2015, A Portfolio
Optimization Approach Using Combinatorics with Generic Algorithm for Developing
a Reinsurance Model. Journal of Risk and Insurance, 82(3), 687-713 (doi: 10.1111/jori.12037).
¡P
Pai, J., Zheng, S.X.,
2014, Misleading Results in Regression Tests about Signaling and the Valuation
of IPO. Quality Technology and
Quantitative Management, 11(2), 223-228.
¡P
Boyd, M., Pai, J., Porth, L., 2013, Livestock
Mortality Insurance: Development and Challengers. Agricultural Financial Review, 73(2), 233-244.
¡P
Boyd, M., Porth, L.,
Pai, J., 2012, Crop Insurance in Canada: Background and Operation. The Report of China¡¦s Agricultural Insurance
Development, 283-292.
¡P
Boyd, M., Pai, J.,
Zhang, Q., Wang, K., 2011, Factors Affecting Crop Insurance Purchases in China:
The Inner Mongolia Region, China
Agricultural Economic Review, 3(4), 441-450 (Outstanding Paper Award for 2011 in
China Agricultural Economic Review, presented by the Literati Network Awards
for Excellence, Emerald Journal Publishing Group).
¡P
Pai,
J., Ravishanker, N., Silva, J., 2011, Application of Stochastic Modelling for
Pricing Weather Derivatives, ITM n-Ach,
Vol. 5, No. 1, 1-12.
¡P
Li, M., Boyd, M., Pai,
J., 2011, Factors Affecting Consumer Perceptions of Brand Name food in Japan:
An Ordered Probit Analysis. The Business
Review Cambridge, Vol. 18 (1).
¡P
Boyd, M., Pai, J.,
Zhang, Q., Wang, K., 2011, Crop Insurance Principles and Implications for
China. Journal of Human and Ecological
Risk Assessment, 554-565.
¡P
Behan, D., Cox, S.,
Lin, Y., Pai, J. Pedersen, H., Yi, M., 2011, Obesity and its Relation to Mortality and Morbidity Costs. Society
of Actuaries.
¡P
Pai, J., Ravishanker,
N., 2010, Fast Bayesian Estimation for VARFIMA Processes with Stable Errors. Journal of Statistical Theory and Practice,
Vol. 4, No. 4, 663-677.
¡P
Pai, J., Boyd, M., 2010, A Decision framework for
Optimal Crop Reinsurance Selection, China
Agricultural Economic Review, 2(2), 148-166.
¡P
Pai, J., 2010, Discussion on ¡§Predicting
Losses of Residential Structures in the State of Florida by the Public
Hurricane Loss Evaluation Models¡¨ by S. Hamid, B. M. G. Kibria, S. Gulati, M.
Powell, B. Annane, S. Cocke, J.-P. Pinelli, and S.-C. Chen, Statistical Methodology, 7, 587-591.
¡P
Pai, J., Ravishanker,
N., 2009, A Multivariate Preconditioned Conjugate Gradient Approach for Maximum
Likelihood Estimation in Vector Long Memory Processes. Statistics and Probability Letters, 79(9), 1282-1289.
¡P
Pai, J., Ravishanker,
N., 2009, Maximum Likelihood Estimation in Vector Long Memory Processes via EM
Algorithm. Computational Statistics and Data Analysis, 53 (12), 4133-4142.
¡P
Boyd, M., Pai, J., 2009, A Study of Livestock Disease
Insurance and Implications for Modeling, Agriculture and Agrifood Canada
(AAFC).
¡P
Porth, L., Pai, J., Boyd, M., 2009, Analysis of Mutual Reinsurance Pooling for Crop Insurance in Canada, MRAC.
¡P
Boyd,
M., Pai, J., Zhang, Q., Wang, K., 2009, Concepts of Crop Insurance and
Implications for Improving Crop Insurance in China, in : (Eds). Chonggu Huang
and J.B. Weiner. Advances In Intelligent
System Research: New Perspectives on Risk Analysis and Crisis Response,
Atlantis Press, 269-277.
¡P
Wang, X., Pai, J.,
Shand, K., 2007, A Semi-Markov
Model of Disease in Insured Dogs. Applied Stochastic Models in Business and Industry,
23 (5), 429-437.
¡P
Boyd, M., Pai, J., Yi, X.,
Tuo, G., Zhang, Q., 2007, A Study of Crop
Insurance in Canada (in Chinese ¥[®³¤j农业«O险ªº经历©M经验). China Rural
Economy, 2, 74-78.
¡P
Pai, J., Wang, X., and
Shand, K., 2006, Compound Poisson Model with Covariates: A Case Study on Pet
Insurance. North American Actuarial
Journal, 10 (4), 219-234.
¡P
Boyd, M., Pai, J.,
2006, The Role of Crop Insurance for Agricultural and Rural Stabilization:
Experience from Canada, Proceeding for International Conference on Challenges
Facing Chinese Agriculture and the West Development Strategy.
¡P
Pai, J., Wang, X.,
Shand, K., 2005, A Preliminary Analysis of Pet Insurance Data. Actuarial Research Clearing House,
Society of Actuaries, Schaumburg.
¡P
Polasek, W., Pai, J.,
2004, CPO Plots for ARMA Model Selection. Central
European Journal of Operations Research, 12, 211-219.
¡P
Cheng, Y., Pai, J.,
2003, The nth Stop-Loss Transform Order of Ruin Probability. Insurance: Mathematics & Economics,
32, 51-60.
¡P
Pai, J., Sun, G., 2001,
Risk Premiums and Their Applications.
Actuarial Research Clearinghouse,
Society of Actuaries, Schaumburg.
¡P
Pai, J., 2001,
Discussion of the paper "Multivariate Analysis of Pension Plan Mortality
Data" by Vinsonhaler, C., Ravishanker, N., Vadiveloo, J., and Rasoannaivo,
G., North American
Actuarial Journal, Volume 45 No.
2, 126-138.
¡P
Cheng, Y., Pai, J.,
1999, The Maintenance Properties of nth
Stop-Loss Order. Joint day Proceedings Volume of the XXXth International ASTIN
Colloquium/9th International AFIR Colloquium, 95-118, Tokyo, Japan.
¡P
Pai, J., and Pedersen,
H., 1999, Threshold Models of
the Term Structure of Interest Rate. Joint day Proceedings Volume of the
XXXth International ASTIN Colloquium/9th International AFIR Colloquium,
387-400, Tokyo, Japan
¡P
Pai, J., Ravishanker,
N., 1998, Bayesian Analysis Autoregressive Fractionally Integrated Moving
Average Processes. Journal of Time Series
Analysis, 19, 99-112.
¡P
Pai, J., Polasek, W., Kozumi, H., 1998, Irregularly Spaced AR (ISAR)
Models, In C. Hayashi, K. Yajima,
H. H. Bock, N. Ohsumi, Y. Tanaka, & Y. Baba (Eds.), Data Science,
Classification, and Related Methods (255¡V260). Tokyo: Springer-Verlag.
¡P
Pai, J., Polasek, W.,
Ren, L., 1998, Autoregressive Models and Moving Average Models with Hyperbolic
Innovation, WWZ-Discussion Papers, Wirtschaftswissenschaftliches Zentrum der
Universitaet Basel, Switzerland.
¡P
Pai, J., 1997, Bayesian
Analysis of Compound Loss Distributions. Journal
of Econometrics, 79, 129-146.
¡P
Pai, J., 1997, A
One-step Optimization Procedure for ARFIMA Processes. In R. Klar & O. Opitz
(Eds), Data Analysis and Knowledge
Organization (171-177), Berlin: Springer-Verlag.
¡P
Kuo, L., Lee, J.,
Cheng, P., Pai, J., 1997, Bayes Inference of Technological Substitution Data
with Data Based Transformation. Journal
of forecasting, 16, 65-82.
¡P
Pai, J., 1997,
Generating Random variates with a Given Force of Mortality and Finding a
Suitable Force of Mortality by Theoretical Quantile - Quantile plots. Actuarial Research Clearing House, 1,
293-312, Society of Actuaries, Schaumburg.
¡P
Jin, S., Pai, J.,
Kozumi, H., Polasek, W., 1996, Bayesian
Sampling Environment and Language, U. of Basel, Switzerland.
¡P
Pai, J., Ravishanker,
N., 1996, The Exact Likelihood Function for an ARFIMA Model in Closed Forms. In
H. H. Bock and W. Polasek (Eds), Data Analysis and Information Systems
(323-331), Heidelberg: Springer-Verlag.
¡P
Pai, J., Ravishanker,
N., 1998, Bayesian Modeling of ARFIMA Processes by Markov Chain Monte Carlo
Methods, Journal of Forecasting,
15(2), 63-82
¡P
Wu, L., Pai, J.,
Hosking, J., 1996, An Algorithm for Estimating Parameters of State-Space
Models, Statistics and Probability
Letters, 28, 99-106
¡P
Marriot, J,
Ravishanker, N., Gelfand, A., Pai, J., 1996, Bayesian Analysis for ARMA
Processes: Complete Sampling Based Inference Under Exact Likelihoods. In D.
Berry, K. Chaloner, & J. Geweke (Eds), Bayesian
Statistics and Econometrics: Essays in honor of Arnold Zellner (241-254).
New York: John Wiley
¡P
Pai, J., 1995,
Discussion of the paper "Simulating Random Variates from Makeham's
Distribution and from Others with Exact or Nearly Log-Concave Densities"
by D Scollnik, Transactions of the
Society of Actuaries, XLVII, 444-447.
¡P
Pai, J., Polasek, W.,
1995, Irregularly Spaced AR and ARCH (ISAR-ARCH) Models, Proceedings of First
International Conference on High Frequency Data in Finance, V1, Ib, Zurich.
¡P
Pai, J., Ravishanker,
N., Gelfand, A., 1994, Bayesian Analysis of Concurrent Time Series with Application
to Regional IBM Revenue Data, Journal of
Forecasting, 13, 463-479.
¡P
Pai, J., Ravishanker,
N., 1994, Bayesian Analysis of Fractional Differenced ARIMA Processes Using
Gibbs Sampling, Proceedings of the Section on Bayesian Statistical Science,
69-74, American Statistical Association.
Teaching experience:
2006-Present University of Manitoba, Canada
ACT 2120 ¡§Interest Theory¡¨
ACT 3130 ¡§Actuarial Models I¡¨
ACT 3230 ¡§Actuarial Models II¡¨
ACT 3530 ¡§Actuarial Models IV¡¨
ACT 4140 ¡§Actuarial Modeling I¡¨
ACT 4240 ¡§Actuarial Modeling II¡¨
ACT 4340 ¡§Actuarial Modeling III¡¨
IDM 4050 ¡§Readings in Management ¡V Time Series & Regression
Analysis for Management¡¨
PHDM 7120: ¡§Management Research Project I¡¨ (PhD)
PHDM 7130: ¡§Management Research Project II¡¨ (PhD)
2016 ¡§PSTAT 171: Mathematics of Fixed Income
Markets¡¨ at University of California, Santa Barbara, USA
2015-2016 ¡§Actuarial Practices I¡¨ and ¡§Actuarial
Practices II¡¨ at National Chengchi
University, Taiwan, ROC
2010-2011 ¡§Actuarial Statistical Models¡¨ at Feng Chia
University, Taichung, ROC
1996-2006 University of Manitoba, Canada
10.221 ¡§Introduction to Risk Management¡¨
10.313 ¡§Actuarial Models
I¡¨
10.323 ¡§Actuarial Models
II¡¨
10.333 ¡§Actuarial Models III¡¨
10.400 ¡§Term Structure of Interest¡¨
10.447 ¡§Mathematical
Risk Theory¡¨
10.448(1) ¡§Survival Models
and Their Estimations¡¨
10.448(2) ¡§Credibility
theory and Loss Distributions¡¨
10.705 ¡§Readings in Quantitative Methods¡¨ (Master)
10.754 ¡§Stochastic
Simulations and Their Applications in Actuarial Science¡¨ (Master)
10.756 ¡§Mathematical
Risk Theory¡¨ (Master)
27.706 ¡§Readings in
Business Administration¡¨ (Master)
98.407 ¡§Management
Research I¡¨
2006 ¡§Loss Models and Credibility Theory¡¨ at Sun Yat-sen University, Guangzhou, China
2006 ¡§Estimation of Interest Rate Model¡¨ at Fudan
University, Shanghai, China (Shanghai - Hong Kong Insurance Forum)
2004 ¡§Interest Rate Modeling¡¨ at University
of Iowa, Iowa City, USA (Society of Actuaries Professional Development credits)
2000-2004 SOA/CAS Joint Exam 4
Seminars at New England Actuarial Seminars, USA
2003-2004 ¡§Quantitative Methods 1¡¨, Certified
General Accountants (CGA) of Manitoba, Canada
2000-2001 ¡§Research in Finance¡¨, Joint Doctoral
Program in Business Administration in South East Asia, Thailand
1999 ¡§Stochastic Term Structure Models¡¨
seminar at Peking
University, China
1999 ¡§Stochastic Term Structure Models¡¨
seminar at Nankai
University, China
1998 ¡§Stochastic Simulations and Their Applications in Actuarial
Science¡¨ seminar at People's University of China,
China
1994-1996 ¡§Statistics Methods¡¨ and ¡§Bayesian
Inference¡¨ at University of Basel, Switzerland
1988-1992 University of Connecticut, USA
STAT110V ¡§Elementary concepts of
Statistics¡¨
MATH284Q ¡§Probability
and Statistics problems¡¨
MATH105Q ¡§Mathematics for Business and
Economics¡¨
MATH106Q ¡§Calculus
for Business and Economics¡¨
CONFERENCES AND INVITED
TALKS:
¡P
Pricing Temperature Derivatives and Hedging Crop Yield,
February, 2016, University of California, Santa Barbara, USA
¡P
Hedging Crop Yield with Exchange-Traded Weather
Derivatives, December, 2015, National Chengchi
University, Taiwan
¡P Computing
Premium for Livestock Insurance, June, 2015, International Agricultural Risk,
Finance, and Insurance Conference, Washington DC, USA.
¡P Risk Management and Weather Derivatives, April, 2015, National Chengchi
University, Taiwan
¡P Risk Management and Insurance, December, 2014, Ningbo University, China
¡P Weather Risk Management, December, 2013, Ming Chuan University, Taiwan
¡P An Application to Actuarial Pricing of Weather Derivatives,
November, 2012, Taiwan Risk and Insurance Association Annual meeting, Taiwan
¡P Valuation of Weather Derivatives, November, 2012,
Department of Finance, National Central University, Taiwan
¡P The 47th Actuarial Research Conference, Organization
Committee Chair, Canada
¡P An Optimization Model: Pooling & Reinsurance for an
Insurance Portfolio, May, 2012, National Chengchi University, Taiwan
¡P
Role of
Risk and Insurance in Chinese Agriculture, Session organizer and Chair, June,
2010, Chinese Economists Society annual conference, Xiamen, China
¡P
Perceptions of Crop
Insurance: A survey of Western Canadian Crop Producers, June, 2010,
International Conference on Agricultural Risk and Food Security, Beijing, China
¡P
Crop Risk Evaluation
and Remaking, Chair, June, 2010, International Conference on Agricultural Risk
and Food Security, Beijing, China
¡P
Decisions Regarding
Crop Reinsurance Fund Allocation, June, 2009, Chinese Academy of Agricultural Sciences, China
¡P
Risk and
Insurance, Session organizer and Chair, June, 2009, Chinese Economists Society
annual conference, Nanning, China
¡P
Selection
of Crop Reinsurance Funds, June, 2009, Chinese Economists Society annual
conference, Nanning, China
¡P Analysis of Loss Coverage Ratios with Applications in Crop
Insurance, December, 2008, Feng
Chia University, Taiwan
¡P Optimization Crop Reinsurance Allocation; for Certain Loss
Distributions, December, 2008 Feng Chia University, Taiwan
¡P Bayesian Analysis of Compound Loss Distributions: An
Application in Reinsurance Treaties, December, 2008 Feng Chia University, Taiwan
¡P
Compound Poisson Model
with Covariates: An Empirical Study on Pet Insurance, December, 2008, Feng Chia University, Taiwan
¡P
Crop Insurance Premium
& Government Subsidies, July, 2008, DelPHE ACIC Workshop, Huhhot, China
¡P
Crop Reinsurance in USA
and Canada, April, 2008, Chinese Academy of Agricultural Sciences, China
¡P
Temperature Derivatives
Using Forecasts of Vector ARFIMA Processes, December, 2007, Simon Fraser
University, Canada
¡P
Crop Insurance and
Reinsurance, February,
2007, Chinese Academy of Agricultural Sciences, China
¡P
Interest Rate Modeling
in Finance and Insurance, November 2006, University of Hong Kong, China
¡P
Interest Rate and Bond
Markets, June, 2006, Ningbo University, Ningbo, China
¡P
Do You Really Want to
be an Actuary? 2006, Sun Yat-sen University, Guangzhou, China
¡P
Premium Calculation and
Reinsurance, May, 2006, Agricultural Research Conference, Haikou City, China
¡P
An Empirical Study on
Yield Curve, October, 2004, Renmin University, China
¡P
An Empirical Study on
Pet Insurance, August, 2004, The Thirty-Ninth Actuarial Research Conference,
Iowa City, USA
¡P
Exact Maximum
Likelihood Estimation for VARFIMA Processes via the EM Algorithm. April, 2004,
the Fifth Biennial International Conference on Statistics, Probability and
Related Areas, Athens, Georgia, USA
¡P
Stop-Loss Premiums and
Ruin Probability. February, 2001, University of Connecticut, Storrs, CT, USA
¡P
A
Parametric Study on the Healthcare Pooling Charges. August, 2000, the Great-West Life
Assurance Company, Winnipeg, Canada
¡P
Threshold Models of the Term Structure of Interest Rate. August, 1999,
the 9th International AFIR Colloquium, Tokyo, Japan
¡P
The Maintenance
Properties of nth Stop-loss Order.
August, 1999, the 30th International ASTIN Colloquium, Tokyo, Japan
¡P
Chair the working
session of ¡§Risk Management¡¨.
August, 1999, the 9th International AFIR Colloquium, Tokyo,
Japan
¡P
Stop-Loss Transforms
and Ruin Probability. May, 1999,
Peking University, China
¡P
Constructing Term
Structure Models with a Regime Switching Component. July, 1998, Second International
Congress on "Insurance: Mathematics & Economics", Lausanne,
Switzerland
¡P
Markov Switching Model
and the BASEL Package. July, 1988,
University of Basel, Basel, Switzerland
¡P
Markov Chain Monte
Carlo Methods and Their Applications in Actuarial Science. June, 1998, People's University of
China, Beijing, China
¡P
The Bayesian Approach
to Regime Switching Models of the Short Interest Rate: Theory, Calibration, and
Implementation. May, 1998, National
Taiwan University, Taiwan
¡P
Generating Random
Variates with a Given Force of Mortality and Finding a Suitable Force of
Mortality by Theoretical Quantile - Quantile plots. August, 1996, The
Thirty-First Actuarial Research Conference, Muncie, Indiana, USA
¡P
Bayesian Analysis of
Non-negative AR(p) Models via the Gibbs Sampler, August, 1996, The Joint Statistical
Meetings, Chicago, Illinois, USA
¡P
Irregularly Spaced
AR-ARCH Models in Time Series. March, 1995, the First International Conference
on High Frequency Data in Finance, Zurich, Switzerland
¡P
The Exact Likelihood
Function for an ARFIMA Model in Closed Forms. March, 1995, the 19th Annual
Conference of the GfKl, Basel, Switzerland.
¡P
Bayesian Analysis in
Time series. December 1994, Feng Chia University, Taiwan
¡P
Bayesian Analysis of
Long Memory in US GNP using ARFIMA Models. October 1994, annual meeting of The
Swiss Econometricians, Zurich, Switzerland
¡P
Bayesian Analysis of
ARFIMA Processes. April, 1994, Eighth New England Statistics Symposium,
Kingston, RI, USA
¡P
Bayesian Inference for
ARIMA Processes by Sampling Based Methods. April 1994, IBM T.J. Watson Research
Center, Yorktown Heights, NY, USA
¡P
Bayesian Analysis of
Concurrent Time Series with Application to Regional IBM Revenue Data. August
1993, Joint Statistical Meetings, San Francisco, CA, USA
¡P
Bayesian Analysis of Regional
IBM Revenue Using Sampling Based Methods. April, 1993, Seventh New England
Statistics Symposium, Storrs, CT, USA
¡P
Bayesian Inference for
ARMA Processes by Re-sampling. Invited talk at the special contributed paper
session on Bayesian Modeling. August, 1992, Joint Statistical Meetings, Boston,
MA, USA
CAS MAS-II Study Manual (2018), ACTEX Learning, ¡§CAS MAS-II Study
Manual and Flashcards¡¨
SOA STAM GOAL (2018), SRBooks, Inc., Guided Online Actuarial Learning
Program - SOA Examination Short-Term Actuarial Mathematics
SOA STAM GOAL (2018), SRBooks, Inc., Guided Online Actuarial Learning
Program - CAS Examination Modern Actuarial Statistics II
SOA Study Aids (2007), S.H. Cox and J.S. Pai, Stipes Publishing L.L.C.,
Champaign, Illinois
Examination
MLC: Student¡¦s Guide to Life Contingencies
Examination C Volume 1: Student¡¦s Guide to Loss Models
Examination C Volume 2: Student¡¦s Guide to Credibility and Simulation
SOA Study Aids (2006), S.H. Cox and J.S. Pai, Stipes Publishing L.L.C.,
Champaign, Illinois
Examination M Volume 1: Student¡¦s Guide to Life
Contingencies
Examination M Volume 2: Student¡¦s Guide to Loss Models
Examination C Volume 1: Student¡¦s Guide to Construction of Loss Models
Examination C Volume 2: Student¡¦s Guide to Credibility Theory
SOA/CAS Study Aids (2003), S.H. Cox and J.S. Pai, Stipes Publishing
L.L.C., Champaign
Course
4/Part 4 Volume 1: Student¡¦s Guide to Regression Models
Course 4/Part 4 Volume 2: Student¡¦s Guide to Time Series Models
Course 4/Part 4 Volume 3: Student¡¦s Guide to Survival Models and Simulations
Course 4/Part 4 Volume 4: Student¡¦s Guide to Credibility Theory
SOA/CAS Study Aids (2002), S.H. Cox and J.S. Pai, Stipes Publishing
L.L.C., Champaign
Course 4/Part 4 V 1&2: Student¡¦s Guide to Loss Models, Credibility, and
Simulations &
Student¡¦s Guide to Regression Models, Time Series Models, and Survival Models
Course 3//Part 3 Volume 1&2: Student¡¦s Guide to Actuarial Mathematics &
Student¡¦s Guide to Loss Models, Probability Models, and Simulation
2015-Present Center
for Actuarial Excellence (CAE) Appeals Board, Society of Actuaries (SOA)
2015-Present Academic
Research Subcommittee, Canadian Institute of Actuaries (CIA)
2016-Present Center
for Actuarial Excellence (CAE) Grants Committee, Society of Actuaries (SOA)
2013-Present SOA
Examination P Independent Reviewer, Society of Actuaries
2005-Present Editorial
Board, Journal
of Economics and Management
2005-Present Editorial
Board, International
Journal of Information and Management
2002-Present Advisory
Committee, Indochina
Chinese Association of Manitoba, Canada
1999-Present Advisory
Committee, Manitoba Taiwan Sinorama Association Centre, Canada
2012-2014 Center
for Actuarial Excellence Grants Committee, Society of Actuaries
2014-2016 Selection
Committee, J.C. Hickman Scholar Doctoral Stipend Program, Society of Actuaries
2004-2005 Editor,
Expanding Horizons, Society of
Actuaries, USA
2005-2006 Secretary/Treasurer,
Education & Research
Sections, Society of Actuaries, USA
2004-2007 Committee
Member, Education
& Research Sections, Society of Actuaries, USA
2000-2003 Principal,
Manitoba Pei-Ing Chinese School,
Winnipeg, Canada
2000-2002 Coordinator,
Chinese Summer Camp, Winnipeg, Canada
2000 Columnist,
Mandarin
World View,
Winnipeg, Canada
PROFESSIONAL AFFILIATIONS:
Membership American
Statistical Association, American Risk and Insurance Association, Chinese Canadian Academic
and Professional Society of Canada, International
Chinese Statistical Association, International Statistic Institute, Society of Actuaries, Statistical Society of Canada
Referee Activities Applied
Stochastic Models in Business and Industry, Asia-Pacific
Journal of Risk and Insurance, Computational
Statistics, Communications in Statistics, Insurance:
Mathematics and Economics, Journal of
Business and Economics Statistics, Journal of Forecasting, Journal
of Risk and Insurance, NSERC Discovery Grant
External Referee, Society of Actuaries
¡P
Samuel Cox, Emeritus Professor, Department of Risk Management &
Insurance, Georgia State University, P.O. Box 4036, Atlanta, GA 30302-4036, Phone: 404 883 2714, Email: samcox@gsu.edu
¡P
Nalini Ravishanker, Professor, Department
of Statistics, University of Connecticut, Room 323, Philip E. Austin Building,
215 Glenbrook Road, U‑4120, Storrs, CT 06269‑4120, USA, Phone: 860 486 4760, Email: nalini.ravishanker@uconn.edu
¡P Milton Boyd, Professor, Department of Agribusiness & Agricultural Economics,
University of Manitoba, Room 357 Agriculture Building, Winnipeg, MB, Canada R3T
2N2, Phone: 204 474 6031, Email: Milton.Boyd@UManitoba.CA