교수소개

Specialty: Actuarial Science, Mathematical Finance

Highest Degree: PhD (2007)

Responsibilities: UT, MT, DT, ADM, RES

Teaching History

· 2025-2: FAC9081 EMPIRICAL STUDYSEMINAR2 (3 credits, 3 students)

· 2025-1: ACT2001 Actuarial Mathematics1 (3 credits, 38 students)

· 2025-1: ACT3006 Advanced Study of Actuarial Mathematics (3 credits, 19 students)

· 2025-1: ACT3007 Advanced Actuarial Mathematics (3 credits, 21 students)

· 2025-2: ACT1007 Principles of Insurance (3 credits, 30 students)

· 2025-2: ACT2002 Actuarial Mathematics2 (3 credits, 37 students)

· 2025-2: ACT2012 Practice on Actuarial Science (3 credits, 30 students)

Activities

· September 2021, "A Study on Profitability Analysis of Interest-sensitive Whole-life Insurance in Consideration ofStochastic Interest Rates and Stochastic Mortality Rates", Journal of Risk Management, Korea Risk Management Society

· May 2021, "A Study on Premium Rate Differentiation of Health Insurance by Simplified Partial Disclosure of Claim History", Journal of Insurance and Finance, Korea Insurance Research Institute

· December 2021, "Outside barrier lookback options with floating strike", JOURNAL OF THE KOREAN STATISTICAL SOCIETY, SPRINGER HEIDELBERG

· September 2021, "Household, personal, and financial determinants of surrender in Korean health insurance", Communications for Statistical Applications and Methods, Korean Statistical Society

· August 2021, "Dynamic Policyholder Behavior for Insurance Premium Payment", Journal of Insurance andFinance, Korea Insurance Research Institute

· July 2021, "Dynamic Policyholder Behavior for Both Base and Additional Premium Payment", Journal of Risk Management, Korea Risk Management Society

· November 2022, "Sustainability of pensions in Asian countries", Communications for Statistical Applications and Methods, Korean Statistical Society

· June 2022, "A bivariate extension of three-parameter generalized crack distribution for loss severity modelling", JOURNAL OF THE KOREAN STATISTICAL SOCIETY, SPRINGER HEIDELBERG

· September 2022, "A Study on the Ratemaking of Multi-peril Insurance via Shared Random Effects", Journal of Insurance and Finance, Korea Insurance Research Institute

· January 2022, "A Study on PolicyOwnership and Payment of Private Annuities by the Middle-aged", Korean Journal of Insurance, Korean Insurance Academic Society

· July 2022, "Multi-step barrier products and static hedging", NORTH AMERICAN JOURNAL OF ECONOMICSAND FINANCE, ELSEVIER SCIENCE INC

· March 2023, "Examining the Relationship Between the Insurance Cancellation Status and Credit Activities ofPolicyholders Using Korean Financial Bigdata Open System(CreDB)", Journal of Risk Management, Korea Risk Management Society

· February 2023, "Measuring Aggregated Risk of Losses of Non-life Insurance Companies based on the Vine Copula Model", Journal of Insurance and Finance, Korea Insurance Research Institute

· December 2023, "Optimal life annuity plan considering longevity risk", Journal of Risk Management, Korea RiskManagement Society

· August 2025, "Life, Health, and Pension Insurance in the Age of AI", Time-Value Books