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Yanwei (Wayne) Zhang

Contact Information Address: 1380 E Hyde Park Blvd Apt 215, Chicago, IL-60615 Phone: (773) 220-0203 Website: http://www.actuaryzhang.com Email: actuary [email protected] Education The University of Chicago, Chicago, IL, M.S., Statistics, 2009. Renmin University of China, Beijing, China, B.E., Actuarial Science, 2007. Honors and Membership Fellow of the Royal Statistical Society Fellow of the Casualty Actuarial Society Member of the American Risk and Insurance Association Richard Hefley Dean's list at the University of Chicago, 2008. Fubon Insurance scholarship (awarded to ten students in China), 2004. Publications Journal publications 1. Zhang Y. A Latent Variable Approach for Statistical Inference in Tweedie Compound Poisson Linear Models, Preprint. 2. Zhang Y., Dukic V. and Guszcza J. (2012). A Bayesian Nonlinear Model for Forecasting Insurance Loss Payments, Journal of the Royal Statistical Society, Series A, forthcoming, DOI: 10.1111/j.1467-985X.2011.01002.x. 3. Zhang Y. and Dukic V. (2012). Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework, Journal of Risk and Insurance, forthcoming. 4. Zhang Y. (2010). A General Multivariate Chain Ladder Model, Insurance: Mathematics and Economics, 46(3), 588-599. Conference publications 1. Fu J. and Zhang Y. Visualizing Spatial Data using SAS and Google Static Maps, Preprint. 2. Zhang Y. (2011). Perl Regular Expression in SAS Macro Programming, SAS Global Forum 2011, Data Mining and Text Analytics, Paper 159-2011. Books · Zhang Y., Dukic V. and Guszcza J. (2012). Bayesian Models in Modern Actuarial Science and Insurance, to be published in the Chapman & Hall/CRC Financial Mathematics series. Software · R package cplm: handling Tweedie compound Poisson linear and linear mixed-effect models using Monte Carlo EM, Laplacian approximation and MCMC methods. · R package ChainLadder : providing various actuarial and statistical methods for the prediction of outstanding insurance claims. · SAS %PRX macro toolkit: facilitating the use of Perl regular expression in SAS programming. · SAS toolkit %SASGoogleMaps: providing an interface to SAS users for overlying spatial data with Google Static Maps. Talks (2011) A Latent Variable Approach for Statistical Inference in Tweedie Compound Poisson Linear Models, Actuarial Research Conference, University of Connecticut.

(2011) Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework, Actuarial Research Conference, University of Connecticut. (2011) Perl Regular Expression in SAS Macro Programming, SAS Global Forum 2011-Data Mining and Text Analytics, Las Vegas. (2011) Hierarchical Models, Credibility and Semiparametric Models, Ratemaking and Predictive Modeling Seminar, New Orleans. (2011) Bayesian Analysis In Actuarial Loss Reserving, AILS session at CNA insurance company, Chicago. (2011) The Property and Casualty Actuaries - A Statistician's View, Northern Illinois University. (2010) Blending Loss Development Patterns with Hierarchical Models, annual meeting of the Casualty Actuarial Society, Washington DC. (2010) An Application of Bayesian Analysis in Forecasting Insurance Loss Payments, AILS session at CNA insurance company, Chicago. (2010) Reserve Variability Calculation, spring meeting of the Casualty Actuarial Society, San Diego. (2008) Workers' Comp Loss Severities by Hazard Group for California, Munich Reinsurance America, Princeton. Professional Experience · CNA insurance company, Chicago, IL Data Modeling Director, Statistical Research, Jun 2011 - present Senior Data Modeling Analyst, Statistical Research, Aug 2010 - May 2011 Data Modeling Analyst, Statistical Research, Jan 2009 - Aug 2010. ­ Designed a SAS tool kit to visualize statistical models concerning significance, goodnessof-fit and power of prediction. ­ Constructed a SAS macro to implement customized and automated variable selections in the generalized linear models. ­ Built predictive models for Small Business and Middle Market Property, Workers' Compensation and Commercial Auto to provide guidance for underwriting strategies. ­ Implemented a Bayesian model for Middle market property that incorporated underwriters' expert opinion. ­ Taught an internal seminar on the topic of Bayesian hierarchical models applied to insurance data modeling. · Munich Re America, Princeton, NJ Intern, Actuarial Research and Modeling, Jun 2008 - Sep 2008. ­ Collected insurance loss cost data from National Council on Compensation Insurance and the bureau of insurance for several independent states. ­ Updated Workers' Compensation Exposure Rating Model for reinsurance pricing. ­ Constructed a statistical model to study whether the difference of claim severity by hazard group is significant for the Workers' Compensation insurance coverage in California. · Booth Business School, Chicago, IL Research Assistant, Department of Marketing, Oct 2007 - Dec 2007. ­ Programmed in R to create distance-based variables using data from car retail. ­ Analyzed the effects of the distance between car dealers on car sales. Other Experience Ad hoc reviewer for North American Actuarial Journal

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