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20032023

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Biography

    Jiwook Jang obtained his B.A. in Business Administration from Sogang University, Seoul.  After studying Actuarial Science for Master of Science at the City University, London, he completed his Ph.D. in Statistics at the London School of Economics and Political Science (LSE) in 1998. Before he started his doctorate at LSE, he went to work for LG Securities International Limited, London in 1994 as an assistant to head trader and as a researcher for a paper prepared for Scottish Amicable at the City University, London in 1993 .
    After working as a lecturer of Statistics at LSE, a lecturer of Actuarial Studies at the University of New South Wales and a senior lecturer of Financial Mathematics at Bayes Business School, London, Jiwook is currently an Associate Professor of Actuarial Studies at Macquarie Business School.
    His principal research interests are actuarial studies, financial mathematics, applications of stochastic processes to general & life insurance and financial risk modelling. His research focus is developing appropriate stochastic models for pricing and measuring insurance products and financial derivative securities based on jump diffusion processes. He is an expert on compound processes of the Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their applications to catastrophie reinsurance of aggregate losses.  Recently, he has extended his research field to cyber risk with its modelling experts.  He is also dealing with optimal asset allocation and reinsurance problem under univariate/multivariate dynamic contagious processes with its numerical approach experts.
    Jiwook has published in leading journals including Annals of Actuarial Science, Annals of Operations Research, Finance & Stochastics, Finance Research Letters, Insurance: Mathematics & Economics, Journal of Applied Probability, Journal of Risk & Insurance, North American Actuarial Journal and Scandinavian Actuarial Journal.
    He also has been invited to Bayes Business School, Imperial College London, Katholieke Universiteit Leuven, Korea University, Korea Advanced Institute of Science and Technology (KAIST), Kyoto University, LSE, Pohang University of Science and Technology (POSTECH), Swansea University, Swiss Federal Institute of Technology (ETH Zurich), University of Essex, University of Leipzig and Yonsei University Seoul to provide seminars on his research and research collaboration.

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