联系方式：yzwang@swufe.edu.cn

研究领域

保险精算：非寿险精算、风险管理与评估、准备金评估、数据分析

统计方法：统计模型、模型选择、统计随机模拟、数据科学

教育背景

2016.09-2020.07挪威奥斯陆大学统计学博士

2013.09-2014.11英国帝国理工学院统计学硕士

2011.09-2013.07英国赫瑞瓦特大学理学学士

2009.09-2013.07太阳成集团经济学学士

博士论文：

Model selection and reinsurance optimization for general insurance

研究成果

Wang, Yinzhi & Hobæk Haff, Ingrid (2018). Focussed selection of the claim severity distribution. Scandinavian Actuarial Journal. ISSN 0346-1238. doi: 10.1080/03461238.2018.1519847

Wang, Yinzhi & Hobæk Haff, Ingrid &Bang Huseby, Arne (2020). Modelling extreme claims via composite models and threshold selection methods. Insurance: Mathematics and Economics, https://doi.org/10.1016/j.insmatheco.2020.02.009

Wang, Yinzhi & Bølviken, Erik(2020). How much is optimal reinsurance degraded by error?

Under revision

Bølviken, Erik &Wang, Yinzhi (2020).Optimal reinsurance for risk over surplus ratios.Working paper.

Wang, Yinzhi & Hobæk Haff, Ingrid & Huseby, Arne (2020). Optimal reinsurance for multiple risks.Working paper.

会议论文

“How much is optimal reinsurance degraded by error?” 2019 China International Conference on Insurance and Risk Management, China, July, 2019

“Modelling extreme claims via composite models and threshold selection methods” International Workshop on Statistical Modelling of Heavy-tail Phenomena with Applications, China, June 2018

“Focussed selection of the claim severity distribution” The 19th Norwegian Statistical Meeting, Norway, June 2017

工作经历

2015.3-2016.6中国人民财产保险股份有限公司成都分公司非车险事业部