교수진 소개

■ 연구관심분야
ㆍActuarial models, risk models, stochastic processes, loss reserving, ratemaking, statistical learning

■ 학력
ㆍ2011, Stony Brook University, Ph.D. in Physics
ㆍ2005, 연세대학교, 물리학 학사, 금속공학 학사

■ 경력
ㆍ2019-현재, 한양대학교 부교수
ㆍ2014-2019, 한양대학교 조교수
ㆍ2012-2014, 보험계리법인알엔에이컨설팅, 선임연구원
ㆍ2011-2012, Stony Brook University, Postdoctoral Associate

■ Teaching History
ㆍ2025-2: ACT4003 Insurance Actuarial Modeling2 (3 credits, 3 students)
ㆍ2025-2: ACT4001 Insurance Actuarial Modeling1 (3 credits, 25 students)
ㆍ2025-2: ACT3004 Modeling for Actuary (3 credits, 15 students)
ㆍ2025-2: FAC8093 Risk Management (3 credits, 3 students)
ㆍ2025-1: ACT4012 Non-life Insurance Mathematics (3 credits, 12 students)
ㆍ2025-1: ACT4002 Actuarial Risk Management (3 credits, 15 students)
ㆍ2025-1: FAC9085 Non-life Insurance Mathematics (3 credits, 3 students)

■ 주요논문
ㆍ“Measuring Aggregated Risk of Losses of Non-life Insurance Companies based on the Vine Copula Model”, Journal of Insurance and Finance, 34(1), pp. 31-63. (2023)
ㆍ“Examining the Relationship Between the Insurance Cancellation Status and Credit Activities of Policyholders Using Korean Financial Bigdata Open System(CreDB)”, The Journal of Risk Management, 34(1), pp. 45-73. (2023)
ㆍ“A Study on Policy Ownership and Payment of Private Annuities by the Middle-aged”, Korean Journal of Insurance, 129, pp. 23-50. (2022)
ㆍ“A Study on the Ratemaking of Multi-peril Insurance via Shared Random Effects”, Journal of Insurance and Finance, 33(3), pp. 41-76. (2022)
ㆍ“Sustainability of pensions in Asian countries”, Communications for Statistical Applications and Methods, 29(6), pp. 679-694. (2022)
ㆍ"A Study on Premium Rate Differentiation of Health Insurance by Simplified Partial Disclosure of Claim History", Journal of Insurance and Finance, 32(2), pp. 43-75. (2021)
ㆍ"Dynamic Policyholder Behavior for Both Base and Additional Premium Payment - Top-down and Bottom-up Approach -", The Journal of Risk Management, 32(2), pp. 1-34. (2021)
ㆍ"Dynamic Policyholder Behavior for Insurance Premium Payment - Focused on Values of Guaranteed Minimum Withdrawal Benefit and Guaranteed Minimum Death Benefit in Variable Universal Whole-life Insurance -", Journal of Insurance and Finance, 32(3), pp. 3-36. (2021)
ㆍ"A Study on Profitability Analysis of Interest-sensitive Whole-life Insurance in Consideration of Stochastic Interest Rates and Stochastic Mortality Rates", The Journal of Risk Management, 32(3), pp. 35-78. (2021)
ㆍ"Household, personal, and financial determinants of surrender in Korean health insurance", Communications for Statistical Applications and Methods, 28(5), pp. 447-462. (2021)
ㆍ"Volatility clustering in data breach counts", Communications for Statistical Applications and Methods, 27(4), pp. 487-500. (2020)
ㆍ"Cluster Analysis on Data Breach Reports via Text Mining", Journal of the Korean Data Analysis Society, 21(2), pp. 877-887. (2019)
ㆍ"An Empirical Study on the Value Relevance of Non-life Insurer’s Management Information", The Journal of Risk Management, 29(3), pp. 107-138. (2018)
ㆍ"A Study on Profit Analysis of Variable Life Insurance by Nested Stochastic Modeling", Journal of Insurance and Finance, 32(3), pp. 3-36. 25(2), pp. 111-137. (2014)
ㆍ"Modeling and Forecasting of Cancer Incidence Rates of Korea", Journal of the Korean Data Analysis Society, 16(6B), pp. 3107-3120. (2014)

■ Activities
ㆍFebruary 2025, "텍스트 마이닝을 활용한 개인정보유출 보고서의 군집 분석", 한국계리학회 2025년 특별세미나, 한국계리학회
ㆍJanuary 2024, "아시아와 북유럽 국가 내 개인연금의 지속가능성", 한국계리학회 2024년 특별세미나: 장수리스크를 고려한 연금의 지속가능성, 한국계리학회
ㆍFebruary 2021, "보험료의 추가납입에 대한 동적 계약자행동에 관한 연구", 한국보험학회 한국리스크관리학회 동계학술대회, 한국보험학회, 한국리스크관리학회

■ 수상경력
ㆍBenjamin W. Lee Prize, Stony Brook University, 2006.

■ 학회활동
ㆍ한국리스크관리학회, 한국보험학회, 한국계리학회, 한국자료분석학회 등

■ 기타
ㆍSOA 계리사(ASA), 2014.

■ 자기소개
현재 한양대학교 경상대학 보험계리학과의 조교수로 재직중인 이가은 교수는 University of Manchester 에서 Actuarial science and mathematics 전공으로 학사학위를 취득하고, 성균관대학교에서 보험계리학석사와 이학박사(통계 및 응용수학전공)학위를 취득하였다. 박사학위 취득 후에는 성균관대학교 기초과학연구소에서 박사후 연구원으로, 사립학교교직원연금공단과 국민연금공단에서 부연구위원으로 재직한 바 있다. 이가은 교수의 주 연구 분야는 파생상품 가치평가, 공적연금 추계 등이다.  

■ 연구관심분야
ㆍ파생상품 가치평가, 공적연금 추계

■ 학력
ㆍ2022, 성균관대학교 이학박사
ㆍ2018, 성균관대학교 보험계리학석사
ㆍ2014, University of Manchester BSc Actuarial science and mathematics

■ 경력
ㆍ2024/5 - 2025/2 국민연금공단 부연구위원
ㆍ2023/9 - 2024/5 사립학교교직원연금공단 부연구위원
ㆍ2022/2 - 2023/9 성균관대학교 기초과학연구소 박사후연구원

■ Teaching History
ㆍ2025-2: ACT4011 Data Mining Theory (3 credits, 16 students)
ㆍ2025-2: ACT3002 Financial Engineering1 (3 credits, 24 students)
ㆍ2025-2: FAC9088 Statistical Methodology (3 credits, 11 students)
ㆍ2025-1: ACT4004 Pension Mathematics (3 credits, 20 students)
ㆍ2025-1: ACT3005 Financial Engineering2 (3 credits, 12 students)

■ 주요논문
ㆍLee, H., Ha, H., Lee, G., & Kong, B. (2024). Two-Asset Double Barrier Options. Computational Economics, 1-36.
ㆍLee, H., Ha, H., Lee, G., & Lee, M. (2024). Valuing American options using multi-step rebate options. The North American Journal of Economics and Finance, 74, 102227.
ㆍLee, H., Jeong, H., & Lee, G. (2023). Valuing rebate options and equity-linked products. The North American Journal of Economics and Finance, 68, 101968.
ㆍLee, H., Lee, G., & Song, S. (2023). Min–max multi-step barrier options and their variants. The North American Journal of Economics and Finance, 67, 101944.
ㆍLee, H., Song, S., & Lee, G. (2023). Insurance guaranty premiums and exchange options. Mathematics and Financial Economics, 17(1), 49-77.
ㆍLee, H., Choi, Y. H., & Lee, G. (2022). Multi-step barrier products and static hedging. The North American Journal of Economics and Finance, 61, 101676.
ㆍLee, H., Lee, G., & Song, S. (2022). Multi‐step reflection principle and barrier options. Journal of Futures Markets, 42(4), 692-721.
ㆍLee, G., Lee, H., & Choi, Y. H. (2021). Outside barrier lookback options with floating strike. Journal of the Korean Statistical Society, 50, 1259-1286.

■ Activities
ㆍOctober 2023, "Valuation of Minimum Guarantee Fee of Variable Annuities under Bivariate Binomial Tree", Korean Insurance Journal, Korean Insurance Academic Society
ㆍApril 2023, "Estimation of National Pension Cost-Benefit Ratio Considering Probability of Death", Korean Insurance Journal, Korean Insurance Academic Society

■ 자기소개
최양호 교수는 부산대학교에서 수학과 학사 및 석사학위를 취득하고 University of Iowa에서 수학, 보험계리 석사학위 및 응용수학 박사학위를 취득하였다. 이후 미국 University of Connecticut에서 박사 후 과정과 Kettering University에서 응용수학과 교수로 재직하다가 2013년 3월에 한양대학교 ERICA 보험계리학과에 부임하였다. 최양호 교수의 주 연구 분야는 보험수리학과 금융공학이며, 최근 연구 활동은 계리모형을 활용한 리스크 측정 및 금융공학의 주요 방법을 활용한 지수연동형 보험상품의 가치평가를 주로 다루고 있다. 최양호 교수의 연구는 North American Journal of Economics and Finance, Journal of the Korean Statistical Society, Journal of Risk and Insurance 등 다수의 국내외 학술 저널에 게재된 바 있다.

■ 연구관심분야
ㆍ보험수리학, 금융공학

■ 학력
ㆍ이학박사(Ph. D. in applied Mathematics), 아이오와주립대학(아이오와 시티), USA
ㆍ이학석사(M.S. in Statistics(actuarial science)), 아이오와주립대학(아이오와 시티), USA
ㆍ이학석사(M.S. in Mathematics), 아이오와주립대학(아이오와 시티), USA
ㆍ이학석사(M.S. in Mathematics), 부산대학교
ㆍ이학사(B.S. in Mathematics), 부산대학교

■ 경력
ㆍ현 한양대학교 보험계리학과 교수
ㆍ전 Kettering University 응용수학과 교수
ㆍ전 University of Connecticut 박사후 과정

■ Teaching History
ㆍ2025-2: ACT2012 Practice on Actuarial Science (3 credits, 30 students)
ㆍ2025-2: ACT2002 Actuarial Mathematics2 (3 credits, 37 students)
ㆍ2025-2: ACT1007 Principles of Insurance (3 credits, 30 students)
ㆍ2025-2: FAC9081 EMPIRICAL STUDYSEMINAR2 (3 credits, 3 students)
ㆍ2025-1: ACT3007 Advanced Actuarial Mathematics (3 credits, 21 students)
ㆍ2025-1: ACT3006 Advanced Study of Actuarial Mathematics (3 credits, 19 students)
ㆍ2025-1: ACT2001 Actuarial Mathematics1 (3 credits, 38 students)

■ 주요논문
ㆍ금융 빅데이터 개방시스템(CreDB)을 활용한 보험계약자의 해지 현황 및 계약자 신용사건과의 관계분석, 리스크관리연구, 2023, 34권, 1호, 45-73
ㆍVine Copula 모형에 기반한 손해보험사의 손해액 통합리스크 측정, 보험금융연구, 2023, 34권, 1호, 31-63
ㆍSustainability of pensions in Asian countries, CSAM, 2022, Vol 29, No 6, 679-694
ㆍ공유된 임의효과를 고려한 다중 위험 보험의 요율에 관한 연구, 보험금융연구, 2022, Vol 33, No 3, 41-76
ㆍMulti-Step Barrier products and static hedging, The North American Journal of Economics and Finance, 2022, Vol 61, No 3, 101676
ㆍA Bivariate Extension of Three-parameter Generalized Crack Distribution for Loss Severity Modelling, Journal of the Korean Statistical Society, 2021, Vol 51, 378-402
ㆍOutside Barrier Lookback Options with Floating Strike, Journal of the Korean Statistical Society, 2021, Vol 50, No 4, 1259-1286
ㆍ확률적인 이자율 및 확률적인 사망률을 고려한 금리연동형 종신보험의 수익성 분석에 관한 연구, 리스크관리연구, 2021, 32권, 3호, 35-78
ㆍHousehold, Personal, and Financial Determinants of Surrender in Korean Health Insurance, Communications for Statistical Applications and Methods, 2021, Vol. 28, No 5, 447-462
ㆍ확률적인 이자율 및 확률적인 사망률을 고려한 금리연동형 종신보험의 수익성 분석에 관한 연구, 보험금융연구, 2021, 32권, 3호, 3-36
ㆍ기본보험료와 추가보험료 납입에 대한 동적 계약자행동 - 하향식 및 상향식 접근법, 리스크관리연구, 2021, 32권, 2호, 1-34
ㆍ부분적 청구경력 고지 간소화에 따른 건강보험 요율 차등화에 관한 연구, 보험금융연구, 2021, 32권, 2호, 43-75

■ 저서
ㆍ계리모형론, 2014, 박영사

■ 학회활동
ㆍ한국보험학회 이사(2023.1 ~ )
ㆍ한국리스크관리학회 이사(2021.1 ~)
ㆍ한국계리학회 학회장(2019.1 ~ 2021. 12.31)

■ Activities
ㆍAugust 2025, "Life, Health, and Pension Insurance in the Age of AI", Time-Value Books
ㆍDecember 2023, "Optimal life annuity plan considering longevity risk", Journal of Risk Management, Korea RiskManagement Society
ㆍMarch 2023, "Examining the Relationship Between the Insurance Cancellation Status and Credit Activities ofPolicyholders Using Korean Financial Bigdata Open System(CreDB)", Journal of Risk Management, Korea Risk Management Society
ㆍFebruary 2023, "Measuring Aggregated Risk of Losses of Non-life Insurance Companies based on the Vine Copula Model", Journal of Insurance and Finance, Korea Insurance Research Institute
ㆍNovember 2022, "Sustainability of pensions in Asian countries", Communications for Statistical Applications and Methods, Korean Statistical Society
ㆍSeptember 2022, "A Study on the Ratemaking of Multi-peril Insurance via Shared Random Effects", Journal of Insurance and Finance, Korea Insurance Research Institute
ㆍJuly 2022, "Multi-step barrier products and static hedging", NORTH AMERICAN JOURNAL OF ECONOMICSAND FINANCE, ELSEVIER SCIENCE INC
ㆍJune 2022, "A bivariate extension of three-parameter generalized crack distribution for loss severity modelling", JOURNAL OF THE KOREAN STATISTICAL SOCIETY, SPRINGER HEIDELBERG
ㆍJanuary 2022, "A Study on PolicyOwnership and Payment of Private Annuities by the Middle-aged", Korean Journal of Insurance, Korean Insurance Academic Society
ㆍDecember 2021, "Outside barrier lookback options with floating strike", JOURNAL OF THE KOREAN STATISTICAL SOCIETY, SPRINGER HEIDELBERG
ㆍSeptember 2021, "A Study on Profitability Analysis of Interest-sensitive Whole-life Insurance in Consideration ofStochastic Interest Rates and Stochastic Mortality Rates", Journal of Risk Management, Korea Risk Management Society
ㆍSeptember 2021, "Household, personal, and financial determinants of surrender in Korean health insurance", Communications for Statistical Applications and Methods, Korean Statistical Society
ㆍAugust 2021, "Dynamic Policyholder Behavior for Insurance Premium Payment", Journal of Insurance andFinance, Korea Insurance Research Institute
ㆍJuly 2021, "Dynamic Policyholder Behavior for Both Base and Additional Premium Payment", Journal of Risk Management, Korea Risk Management Society
ㆍMay 2021, "A Study on Premium Rate Differentiation of Health Insurance by Simplified Partial Disclosure of Claim History", Journal of Insurance and Finance, Korea Insurance Research Institute

■ 기타
ㆍ준보험계리사(ASA), (2015.9.1.~)