Ng Andrew C. Y.
Assistant professor
Dept of Finance
Asia-Pacific Institute of Business, The (APIB)
Hong Kong
Biography
Andrew Ng is Associate Professor of Practice in Actuarial Science and Director of the BBA Programme in Insurance, Financial and Actuarial Analysis at the Chinese University of Hong Kong (CUHK). He received his bachelor’s and master’s degree from the University of Hong Kong and doctorate from the University of Iowa. Andrew has more than 10 years of experience in actuarial science and financial mathematics education. He teaches a broad range of undergraduate actuarial science courses and post-graduate quantitative finance courses, including life contingencies, stochastic modeling, derivatives, credit modeling and quantitative risk management. His excellence in teaching was well recognized. He was awarded the Outstanding Teaching Award from the School of Business of CUHK in both 2011 and 2015. In 2012, he was awarded the Vice-Chancellor’s Exemplary Teaching Award from the CUHK. Andrew is an active researcher. He has published extensively in a variety of actuarial science and probability journals including North American Actuarial Journal, Insurance: Mathematics and Economics, Journal of Risk and Insurance, and Stochastic Models. He regularly presents in academic actuarial conferences. Andrew is active in the actuarial community. He is a fellow member of the Society of Actuaries. He has served as member of the Education Committee and Interest Rate Working Group of the Actuarial Society of Hong Kong. He is also currently Member of Syllabus Committee of Exam MFE (Models for Financial Economics) and Exam QFI (Quantitative Finance and Investment) of the Society of Actuaries.
Research Interest
Actuarial Science; Insurance Risk Models; Stochastic Processes
Publications
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Chan, W. S., Li, S. H., Ng, Andrew C.Y., 2013, Pricing Options on Stocks Denominated in Different Currencies: Theory and Illustration, The North American Journal of Economics and Finance, 26, 339 – 354.
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Fu, K. A., Ng, Andrew C.Y., 2014, Uniform Tail Asymptotics for Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails, Stochastic Models, 30(2), 197 - 215.
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Fu, K. A., Ng, Andrew C.Y., 2014, Asymptotics for Ruin Probabilities of a Time-dependent Renewal Risk model with Geometric Lévy Process Investment Returns and Dominated-varying-tailed Dependent Claims,†Insurance: Mathematics and Economics, 56, 80 – 87.
