Researcher

Associate Professor Eric C.K. Cheung

Field of Research (FoR)

Biography

I obtained BSc (Actuarial Science) degree from the University of Hong Kong and got MMath (Actuarial Science) and PhD (Actuarial Science) degrees from the University of Waterloo. After PhD, I worked at the Department of Statistics and Actuarial Science of HKU for 7 years (Assistant Professor, August 2010 - June 2016; Associate Professor, July 2016 - June 2017), and then joined UNSW as an Associate Professor in July 2017.


My Grants

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I obtained BSc (Actuarial Science) degree from the University of Hong Kong and got MMath (Actuarial Science) and PhD (Actuarial Science) degrees from the University of Waterloo. After PhD, I worked at the Department of Statistics and Actuarial Science of HKU for 7 years (Assistant Professor, August 2010 - June 2016; Associate Professor, July 2016 - June 2017), and then joined UNSW as an Associate Professor in July 2017.


My Grants

  • ARC (Australian Research Council) Discovery Project, July 2020 - June 2023
    • Project title: Shock model-based framework for modelling correlated large losses (Project number: DP200100615)
    • Role: Chief Investigator
    • Other Chief Investigator: Jae-Kyung Woo
    • Partner Investigators: Hansjoerg Albrecher and Gordon Willmot
    • Valued AUD334,000 in total (held at UNSW)
  • Casualty Actuarial Society and Society of Actuaries' CKER (Committee on Knowledge Extension Research) Grant, Jul 2018 - Jun 2020
    • Project title: Credibility theory under a general dependency structure of risk profile between frequency and severity of loss
    • Role: Chief Investigator
    • Other Chief Investigator: Jae-Kyung Woo
    • Valued USD20,000 in total (held at UNSW)
  • General Research Fund from RGC (Research Grants Council of the Hong Kong Special Administrative Region), Jul 2016 - Jun 2019
    • Project title: Joint analysis of path-dependent quantities in insurance risk processes (Project number: 17324016)
    • Role: (Sole) Chief Investigator (Jul 2016 - Jun 2017); Partner Investigator (Jul 2017 - Jun 2019)
    • Transferred to Hailiang Yang in Jul 2017 upon leaving University of Hong Kong
    • Valued HKD446,566 in total (held at University of Hong Kong)
  • CAE (Centers of Actuarial Excellence) Research Grant from Society of Actuaries, 2014 - 2016
    • Project title: Actuarial study of dependent risks: Analysis and applications
    • Role: Chief Investigator
    • Other Chief Investigators: Ka Chun Cheung, Jae-Kyung Woo, Hailiang Yang, Kam Chuen Yuen
    • Valued USD281,490 in total (held at University of Hong Kong)
  • General Research Fund from RGC (Research Grants Council of the Hong Kong Special Administrative Region), Aug 2012 - Jan 2016
    • Project title: Generalizations of Gerber-Shiu function and discounted aggregate claim costs in insurance risk theory (Project number: HKU 701212P)
    • Role: (Sole) Chief Investigator
    • Transferred to Hailiang Yang in Jul 2017 upon leaving University of Hong Kong
    • Valued HKD700,000 in total (held at University of Hong Kong)

My Qualifications

  • PhD in Actuarial Science, University of Waterloo, Canada
  • MMath in Actuarial Science, University of Waterloo, Canada
  • BSc in Actuarial Science, University of Hong Kong, Hong Kong
  • Associate of the Society of Actuaries

My Research Activities

My research interests include insurance risk theory, ruin theory, aggregate claims analysis, queueing theory, stochastic processes, risk management, financial mathematics, etc. I am currently an Associate Editor of the A* journal (ABDC list) Insurance: Mathematics and Economics.


My Research Supervision


Areas of supervision

Insurance risk theory; Ruin theory; Aggregate claims analysis; Financial mathematics; Queueing theory; Stochastic models; Operations research; Applied probability.

I have solely supervised 4 MPhil students at the University of Hong Kong (Luyin Liu, Jeff Tsun Yu Wong, Haibo Liu, Wei Zhu).


My Teaching

I have the experience of teaching courses in three different universities, mostly in Actuarial Science subjects.

  • UNSW
    • ACTL 2111/5102 Financial Mathematics for Actuaries
    • ACTL 3162 General Insurance Techniques
  • University of Hong Kong
    • STAT 3802/3951 Advanced Contingencies
    • STAT 2315/3615 Practical Mathematics for Investment
    • STAT 2801/3901 Life Contingencies
    • STAT 2805 Credibility Theory and Loss Distributions
    • STAT 3821/6006 Financial Economics II/Stochastic Calculus with Financial Applications
    • STAT 2820/3905 Introduction to Financial Derivatives
  • University of Waterloo
    • ACTSC 431/831 Loss Models 1
    • ACTSC 231 Mathematics of Finance
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