교수소개

Jang, Chul Assistant Progessor

연락처 : 031-400-5625

His doctoral studies focused on retirement planning and annuitization using stochastic programming as a modelling method. His current research interests extend from lifetime investment and annuitization in household finance to asset-liability management and liability-driven investment in pension finance. His academic papers have been published in highly ranked academic journals in finance, operations research, and actuarial science, see the list of publications below. He continues to contribute to building links among the three academic areas to understand and solve real-world problems.
Academic publications

Jang, C., Clare, A., and Owadally, I. (2022), Glide paths for a retirement plan when deferred annuities are available, Journal of Pension Economics and Finance, 21 (4), 565-581. https://doi.org/10.1017/S1474747221000251
Owadally, I., Jang, C., and Clare, A. (2021), Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk, European Journal of Operational Research, 295(3), 1132-1146. https://doi.org/10.1016/j.ejor.2021.03.052
Jang, C., Owadally, I., Clare, A., and Kashif, M. (2022), Lifetime Consumption and Investment with Housing, Deferred Annuities and Home Equity Release, Quantitative Finance, 22 (1), 129-145. https://doi.org/10.1080/14697688.2021.1993624
Owadally, I., Jang, C., and Clare, A. (2021), Optimal investment for a retirement plan with deferred annuities, Insurance: Mathematics and Economics 98, 51-62. https://doi.org/10.1016/j.insmatheco.2021.02.001