Jiwook Jang

Biography

Jiwook Jang obtained his B.A. in Business Administration from Sogang University, Seoul. After studying Actuarial Science for Master of Science at the City University, London, he completed his Ph.D. in Statistics at the London School of Economics and Political Science (LSE) in 1998. Before he started his doctorate at LSE, he went to work for LG Securities International Limited, London in 1994 as an assistant to head trader and as a researcher for a paper prepared for Scottish Amicable at the City University, London in 1993 . After working as a lecturer of Statistics at LSE, a lecturer of Actuarial Studies at the University of New South Wales and a senior lecturer of Financial Mathematics at the Cass Business School, London, Jiwook is currently a senior lecturer of Actuarial Studies at Macquarie University. He has published in leading journals including Finance & Stochastics, Insurance: Mathematics & Economics, the Journal of Applied Probability, Journal of Operational Risk and the Journal of Risk & Insurance. He also has been invited to Cass Business School, Hanyang Univeristy, Kyoto University, Katholieke Universiteit Leuven, Korea University, Korea Advanced Institute of Science and Technology (KAIST), Pohang University of Science and Technology (POSTECH), Swiss Federal Institute of Technology, The Imperial College, the University of Essex, The University of Leipzig and Yonsei University, to provide seminars on his research.

Research Interest

Financial and insurance risks catastrophe insurance modelling financial derivatives pricing