金融與精算課題：統(tǒng)計(jì)在精算中的應(yīng)用研究【大學(xué)組】

金融學(xué)/統(tǒng)計(jì)/精算

項(xiàng)目背景

精算學(xué)在西方已經(jīng)有三百年的歷史，它是一門運(yùn)用概率論等數(shù)學(xué)理論和多種金融工具，研究如何處理保險(xiǎn)業(yè)及其他金融業(yè)中各種風(fēng)險(xiǎn)問(wèn)題的定量方法和技術(shù)的學(xué)科，是現(xiàn)代保險(xiǎn)業(yè)、金融投資業(yè)和社會(huì)保障事業(yè)發(fā)展的理論基礎(chǔ)。隨著全球保險(xiǎn)業(yè)和咨詢業(yè)的迅速發(fā)展，金融市場(chǎng)及各行政單位已對(duì)精算師已經(jīng)提出了十分迫切的需求，項(xiàng)目也將圍繞著成為精算師必備的數(shù)學(xué)與統(tǒng)計(jì)技能展開。

項(xiàng)目介紹

本項(xiàng)目將介紹學(xué)金融數(shù)學(xué)、統(tǒng)計(jì)學(xué)及相關(guān)領(lǐng)域中前沿、實(shí)用的研究方法。并聚焦于漸近技術(shù)、非參數(shù)方法和重采樣方法，以及這些方法在培養(yǎng)穩(wěn)健統(tǒng)計(jì)方法中的重要作用。學(xué)生將在導(dǎo)師指導(dǎo)下選擇新興學(xué)術(shù)或社會(huì)問(wèn)題并進(jìn)行分析，在項(xiàng)目結(jié)束時(shí)提交項(xiàng)目報(bào)告，進(jìn)行成果展示

This project introduces selected research methods that students may find useful for their research studies in data science, statistics or related areas. Focus is on asymptotic techniques, nonparametric methods and resampling methods, and on the important roles such methods play in cultivating a robust statistical methodology.

個(gè)性化參考課題 Suggested Research Fields

一.可應(yīng)用的科研領(lǐng)域 Scientific Exemples：

1.企業(yè)生存

Survival Analysis

2.電子商務(wù)

E-commerce

二．可應(yīng)用的實(shí)際生活問(wèn)題 Daily Exemples：

1.假設(shè)你是一名在聯(lián)合國(guó)工作的食品和營(yíng)養(yǎng)科學(xué)家。最近你想解決饑荒問(wèn)題:需要多少耕地來(lái)生產(chǎn)足夠的糧食給世界人口? 過(guò)去(將來(lái))的情況是什么? 我們正面臨饑荒嗎?我們將面臨饑荒嗎? 我們應(yīng)該如何采取相應(yīng)行動(dòng)?

Suppose you are a Food and Nutritional Scientist working for the United Nations. Recently you want to solve the problem of famine: What is the minimum area of farmland (or rice field) that is needed to produce enough food (or rice) to the world population? What was (will be) the condition in the past (future)? Are we facing and will we face famine? How should we act accordingly?

2.評(píng)估你所在城市的住房需求和供給。過(guò)去(將來(lái))的情況是什么? 提出最優(yōu)化建設(shè)方案。

Evaluate the demand and supply of housing in your city. What was (will be) the condition in the past (future)? Suggest your own plan that can provide the optimal level of housing in the future years.

3.評(píng)估你所在城市醫(yī)院的需求和供應(yīng)。過(guò)去(將來(lái))的情況是什么? 提出最優(yōu)化建設(shè)方案。

Evaluate the demand and supply of hospitals in your city. What was (will be) the condition in the past (future)? Suggest your own plan that can provide the optimal level of hospital services in the future years.

4.評(píng)估您所在城市的機(jī)場(chǎng)狀況，并給出合理最優(yōu)化建議。

Suppose you are monitoring the condition of the Airport in your city. Evaluate its level of usage. Has our airport reached (will it reach) its capacity? Suggest your own plan to ensure an optimal level of service by our airport in the future years.

適合人群

大學(xué)生

大學(xué)生 金融、精算、統(tǒng)計(jì)學(xué)專業(yè)學(xué)生，或計(jì)量經(jīng)濟(jì)等需要強(qiáng)量化分析能力專業(yè)學(xué)生 學(xué)生需要具備大學(xué)概率論基礎(chǔ)

導(dǎo)師介紹

香港大學(xué)終身教授

Prof. David is an associate professor at the University of Hong Kong whose major research interests are in big data analytics, data mining and machine learning. He is an expert in data science and statistics and has published over 60 research publications in top-notched academic journals and international conferences.

David導(dǎo)師博士畢業(yè)于哥倫比亞大學(xué)，現(xiàn)任香港大學(xué)統(tǒng)計(jì)與精算系終身教授。主要研究方向是大數(shù)據(jù)分析、數(shù)據(jù)挖掘和機(jī)器學(xué)習(xí)。他是數(shù)據(jù)科學(xué)和統(tǒng)計(jì)學(xué)方面的專家，在頂級(jí)學(xué)術(shù)期刊和國(guó)際會(huì)議上發(fā)表了60多篇研究論文。

任職學(xué)校

香港大學(xué)是香港八大之首，被認(rèn)為是亞洲最具名望的大學(xué)之一，有亞洲“常春藤”之稱。香港大學(xué)為環(huán)太平洋大學(xué)聯(lián)盟、松聯(lián)盟、Universitas 21、中國(guó)大學(xué)校長(zhǎng)聯(lián)誼會(huì)、粵港澳高校聯(lián)盟、京港大學(xué)聯(lián)盟、滬港大學(xué)聯(lián)盟成員，AACSB及EQUIS雙重認(rèn)證成員，并在2021QS世界大學(xué)排名第22位。

項(xiàng)目大綱

漸近方法與其在算術(shù)、分析及概率論中的應(yīng)用 Asymptotic methods with examples in arithmetic, analysis, probability and statistics

收斂模式、大數(shù)定理與中心極限定理 Convergence: modes of convergence; laws of large numbers; central limit theorems

隨機(jī)序：角形法與蘭道定理 Stochastic orders: Landau’s notation; delta method

非參數(shù)估計(jì)方法: 分布函數(shù)估計(jì)、核密度估計(jì)、漸近正態(tài)性 Nonparametric estimation of distributions: distribution function estimation; kernel density estimation; asymptotic normality

項(xiàng)目回顧與成果展示 Program review and presentation

論文輔導(dǎo) Project deliverable tutoring

時(shí)間安排與收獲

7周在線小組科研學(xué)習(xí)+5周論文輔導(dǎo)學(xué)習(xí) 共125課時(shí)

學(xué)術(shù)報(bào)告

優(yōu)秀學(xué)員獲主導(dǎo)師Reference Letter

EI/CPCI/Scopus/ProQuest/Crossref/EBSCO或同等級(jí)別索引國(guó)際會(huì)議全文投遞與發(fā)表（可用于申請(qǐng)）

結(jié)業(yè)證書

成績(jī)單