معرفی
Fan Yang is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. His research focuses on quantitative risk management and actuarial science, with emphasis on extreme value theory, asymptotic analysis of rare events, and heavy-tailed distributions. He holds a PhD in Applied Mathematical and Computational Sciences from the University of Iowa (2013), and BS degrees in Computational Mathematics and International Economics & Trade from Xi’an Jiaotong University (2008).
Education:
- PhD, Applied Mathematical and Computational Sciences, University of Iowa, 2008–2013
- MS, Mathematics, University of Iowa, 2008–2010
- BS, Computational Mathematics, Xi’an Jiaotong University, 2004–2008
- BS (minor), International Economics and Trade, Xi’an Jiaotong University, 2004–2008
Research Interests: Yang’s work addresses theoretical and applied aspects of risk modeling in insurance and finance. Key areas include extreme value theory for financial and insurance risks, asymptotic analysis of rare events, risk aggregation under dependence structures, and heavy-tailed distribution modeling. His research bridges mathematical rigor with practical applications in risk management, including catastrophe insurance and portfolio diversification.
Publications: His recent work examines topics like asymptotic portfolio diversification, CAT bond premium prediction, and extreme risk estimation using copula models. These studies highlight trends in quantifying and managing extreme risks through advanced statistical methods.
Awards: No specific prizes or fellowships are noted in the provided texts.
Teaching & Service: Yang teaches courses on advanced actuarial topics including extreme value theory, quantitative risk management, and financial mathematics. He actively contributes to the academic community through peer-reviewed publications and graduate supervision.
