Professor Jae Kyung Woo | UNSW Research

Keywords

dependence modelling

stochastic analysis

applied probability

Fields of Research (FoR)

Insurance studies, Stochastic analysis and modelling, Investment and risk management

SEO tags

Superannuation and Insurance Services

Finance and investment services

Biography

Jae Kyung (JK) Woo earned her MMath and Ph.D. degrees from the Department of Statistics and Actuarial Science at the University of Waterloo. She then held a postdoctoral fellowship in the Department of Mathematics and Statistics at Concordia University from September 2010 to July 2011. Following that, she served as an assistant professor in the Department of Statistics at Columbia University from July 2011 to June 2012. From July 2012 to June 2017, she was an assistant professor in the Department of Statistics and Actuarial Science at the University of Hong Kong. In July 2017, she joined the School of Risk and Actuarial Studies at the UNSW Business School and served as a Nominated Accreditation Actuary until 2024.

Her research interests are focused on risk theory, reliability theory, aggregate claim analysis, queueing theory, dependence modelling and Bonus-Malus system.

She has been serving as an Editorial Board member for

ASTIN Bulletin: The Journal of the IAA since Jan 2021,
Probability in the Engineering and Information Sciences (PEIS) since Jan 2018, and
Risks since Oct 2020 (Topic Editor).

My Grants

ARC Discovery Projects 2020 (AUD 334,000; 07/2020-06/2023)
- Project title: Shock model-based framework for modelling correlated large losses
- CI: E.C.K. Cheung (UNSW), PI: H. Albrecher (Lausanne), G.E. Willmot (Waterloo)
Casualty Actuarial Society and Society of Actuaries' CKER (Committee on Knowledge Extension Research) Grant (USD 20,000; 2018-2020)
- Project title: Credibility theory under a general dependency structure of risk profile between frequency and severity of loss
- CI: E.C.K. Cheung (UNSW)

My Qualifications

Professional Qualification & Membership

Fellow of the Institute of Actuaries of Australia (FIAA), since May 2018
Fellow of the Society of Actuaries (FSA), since Oct 2013
Chartered Enterprise Risk Analyst (CERA) of the Society of Actuaries, since Jan 2012
Fellow Member of Actuarial Society of Hong Kong (ASHK) since Dec 2018