Researcher

Associate Professor Jae Kyung Woo

Keywords

Fields of Research (FoR)

Stochastic Analysis and Modelling, Insurance Studies, Investment and Risk Management

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Biography

Jae Kyung (JK) Woo received her MMath and Ph.D. degrees from the Department of Statistics & Actuarial Science at the University of Waterloo. Afterward, she worked in the Department of Mathematics & Statistics at Concordia University as a postdoctoral fellow from September 2010 to July 2011, and at the Department of Statistics at Columbia University as an assistant professor from July 2011 to June 2012. She worked the Department of Statistics view more

Jae Kyung (JK) Woo received her MMath and Ph.D. degrees from the Department of Statistics & Actuarial Science at the University of Waterloo. Afterward, she worked in the Department of Mathematics & Statistics at Concordia University as a postdoctoral fellow from September 2010 to July 2011, and at the Department of Statistics at Columbia University as an assistant professor from July 2011 to June 2012. She worked the Department of Statistics & Actuarial Science at the University of Hong Kong as an assistant professor from July 2012 to June 2017, and then she joined the School of Risk and Actuarial Studies at the UNSW Business School, UNSW in July 2017.

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


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 pro le between frequency and severity of loss
    - Co-investigator: 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

My Research Supervision


Supervision keywords

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