王树勋
王树勋
讲席教授
教师简介:

王树勋 个人简历/Curriculum Vitae

慧园3栋302

wangsx@sustech.edu.cn



    王树勋现为南方科技大学商学院金融系系主任、讲席教授。王树勋1986年本科毕业于北京大学数学专业,1989年获北京大学数学硕士学位,1991年获加拿大萨斯喀彻温大学统计硕士学位,1993年获加拿大滑铁卢大学统计博士学位。1993年起分别任教于加拿大康考迪亚大学、滑铁卢大学,并于1997年在滑铁卢大学提升为副教授并获得终身教职。


    王树勋于1997年加入美国SCOR 再保险公司担任研究主管,2005年创办Risk Lighthouse LLC公司担任主席;并同时于2004年加入乔治亚州立大学鲁滨逊商学院担任副教授,2008年提升为Thomas P. Bowles讲席教授。王树勋随后于2013年加入瑞士日内瓦协会任常务副秘书长,于2015年加入新加坡南洋理工大学,任“保险与金融研究中心”主任、任银行与金融系教授,于2019年年底加入南方科技大学商学院金融系,担任系主任、讲席教授。


    王树勋的研究兴趣广泛,包括中小企业融资、信息安全的经济学、网络保险、巨灾与气候险、长期投资项目的精算估值。他的论文发表在《Science》、《Journal of Risk and Insurance》、《Insurance: Mathematics and Economics》、《ASTIN Bulletin: The Journal of the International Actuaries Association》、《Pacific-Basin Finance Journal》等国际期刊上,他的论文被引量超过5100次,以他的姓氏命名的“王氏变换”数学公式被广泛应用于巨灾险、信用风险和天气衍生类产品的定价模型,他当前的研究主要集中在疫情后政府支持中小企业融资方向。


研究领域


➣ 政府如何支持中小企业融资

➣ 信息安全的经济学原理

➣ 网络保险

➣ 巨灾与气候险

➣ 长期投资项目的精算估值


教育背景


1986 北京大学 数学 学士

1989 北京大学 数学 硕士

1991 萨斯喀彻温大学 统计学 硕士

1993 滑铁卢大学 统计学 博士


工作经历


2020 - 至今   南方科技大学商学院金融系 系主任、讲席教授

2015 – 2019 南洋理工大学保险与金融研究中心 主任

2013 – 2015 日内瓦协会 常务副秘书长

2005 – 2013 Risk Lighthouse LLC 主任

2008 – 2013 乔治亚州立大学鲁滨逊商学院 讲席教授

2004 – 2007 乔治亚州立大学鲁滨逊商学院 副教授

1997 – 2004 SCOR Reinsurance Co 研究主管

1994 – 1997 滑铁卢大学 助理教授、副教授

1993 – 1994 康考迪亚大学 助理教授


代表性论文


1.  Wang, Shaun Shuxun and Goh, Jing Rong and Sornette, Didier and Wang, He and Yang, Esther Ying, Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform (June 12, 2020). Available at SSRN: https://ssrn.com/abstract=3608646 or http://dx.doi.org/10.2139/ssrn.3608646 


2.  "Cyber risk research impeded by disciplinary barriers." SCIENCE, November 29, 2019. https://science.sciencemag.org/content/366/6469/1066.summary

(Authors: Gregory Falco, Martin Eling, Danielle Jablanski, Virginia Miller, Lawrence A. Gordon, Shaun Shuxun Wang, Joan Schmit, Russell Thomas, Mauro Elvedi, Thomas Maillart, Emy Donavan, Simon Dejung, Matthias Weber, Eric Durand, Franklin Nutter, Uzi Scheffer, Gil Arazi, Gilbert Ohana, Herbert Lin)


3.  Wang, Shaun (2019) “Integrated Framework for Information Security Investment and Cyber Insurance”, Pacific-Basin Finance Journalhttps://doi.org/10.1016/j.pacfin.2019.101173Winner of the 2018 University of Kentucky Research Prize.


4.  Shaun Wang as a co-author (2018) "On Cyber Risk Management of Blockchain Networks: A Game Theoretic Approach", IEEE Transactions on Services Computing, (Authors: Shaohan Feng ; Wenbo Wang ; Zehui Xiong ; Dusit Niyato ; Ping Wang ; Shaun Wang) Pages: 1 - 12, ISSN Information: DOI: 10.1109/TSC.2018.2876846.


5.  Dr. Shaun Wang’s 2000 paper “A Class of Distortion Operators for Pricing Financial and Insurance Risks” holds the “2nd Most Cited” paper published in the Journal of Risk and Insurance [top academic journal in Insurance and Risk Management] Single paper Google Scholar citation: 616.


6.  Dr. Shaun Wang’s 1996 paper “Premium Calculation by Transforming the Layer Premium Density” still holds the “Most Cited All Time” title of ASTIN Bulletin (The Journal of the International Actuaries Association)’s 60+ year history. ASTIN Bulletin is the top academic journal in Actuarial Science https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/most-cited. Single paper Google Scholar citation: 713.


谷歌学术被引统计


Citations:5113

H-Index:26

10-index:39


获奖经历


1.  Recipient of the 2018 University of Kentucky Research Excellence Award

2.  Recipient of the 2014 Variance Journal Best Paper Prize

3.  Recipient of the 2012 Variance Journal Best Paper Prize

4.  Recipient of the 2012 Ronald Bornhuetter Loss Reserve Prize

5.  Recipient of the 2011 CAS/CIA/SOA Best Paper with Practical Risk Management Applications

6.  Recipient of the 2010 Robert Mehr Award by the American Risk and Insurance Association (for the paper published in the Journal of Risk and Insurance ten years ago that best stood the test of time)

7.  Invited to deliver a Capitol Hill briefing in Washington D.C. on the research report "The Financial Crisis and Lessons for Insurers" on September 29, 2009

8.  Recipient of the 2004 Ronald Ferguson Prize in Reinsurance

9.  Recipient of Inaugural Bob Alting von Geusau Memorial Prize by the International Actuarial Association, in Hague, Netherlands in 2003

10.  Recipient of the 2003 Charles A. Hachemeister Prize by the Casualty Actuarial Society

11.  Inventor of the Wang Transform, a formula for pricing risks. Awarded U.S. Patent ( #: US7752126) on July 6, 2010, and U.S. Patent (# 7,315,842) on January 1, 2008 

12.  Recipient of the 1997 Best Paper Prize at the CAS Ratemaking Seminar, Boston


研究项目

项目名称资助机构金额时间主持/参与

Cyber Risk Management Project (CyRiM)

Monetary Authority of Singapore & Insurance Industry

SGD

$7,250,000
2016-2019主持

Establishing Actuarial Measures of Property Value

Casualty Actuarial Society

US

$50,000
2013-2014主持

Actuarial and Econometric Analyses of Systemic Risk in the Insurance Industry

Society of Actuaries CAE Research Grant

US

$200,000
2013-2014共同主持
Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial SystemSociety of Actuaries

US

$65,000
2012-2013共同主持

Methodologies of Validating Risk and Capital Models for Insurance Companies

Society of Actuaries

US

$58,000
2012-2014共同主持

Liquidity and Credit Risk in the Valuation of Assets and Liabilities in a Going Concern

Casualty Actuarial

Society

US

$42,000
2011共同主持

The Financial Crisis and Lessons for Insurers

Society of Actuaries

US

$44,000
2009共同主持

Estimating the Actuarial Cost Function of Financial Distress

Society of Actuaries

US

$20,000
2006共同主持

Enterprise Risk Management for Property Casualty Insurance Companies

Casualty Actuarial

Society

US

$20,000
2006共同主持
Aggregate Loss Distributions: Convolution and Time Dependency

Casualty Actuarial

Society

US

$25,000
1997主持

Further Studies on Insurance Risks Computing

National Science and Engineering Research Council of Canada

CND

$30,000
1994-1997主持


期刊评审


1.       Co-Editor, ASTIN Bulletin (Journal of the International Actuarial Association), 2005-2008.

2.       Member of Editorial Board – Asia-Pacific Journal of Risk and Insurance (2006)

3.       Associate Editor - North American Actuarial Journal (2001-2004)

4.       Section Editor - Encyclopedia of Actuarial Science (2001-2002)

5.       Founding Editor for the Joint SOA/CAS Risk Management Section Newsletter (2004)


会议论文及特邀演讲


2020

2019: Haifa University, Israel; Hebrew University, Israel; Remin University, China; Myanmar; Society of Actuaries Annual Meeting, Toronto; Asia Actuarial Conference, Singapore; ICRM Symposium, Singapore; Harvard University, Massachusetts; National Insurance Academy, India; Oxford University, England; SCOR Paris; Fifteenth Annual Forum on Financial Information Systems and Cybersecurity: A Public Policy Perspective, USA.

2018: RIMS Cyber Risk Forum, USA; 9th International Symposium on Catastrophe Risk Management, ICRM, NTU, Singapore; Wuhan University, Wuhan, China; Insurance Summit on Belt and Road Initiative, Mandarin Orchard Hotel, Singapore; International Congress of Actuaries, Berlin, Germany; Monetary Authority of Singapore, Singapore; Tsinghua University, China; Columbia University, USA; Finance and Insurance School of Laval University, Canada.

2017: Shanghai Lujiazui Financial Risk Forum, Shanghai, China; Centre of Excellence of International Trading and Centre for RMB Internationalisation Studies of NBS, Pan Pacific Singapore; Fullerton Hotel, Singapore; American Risk and Insurance Association Annual meeting, in Toronto, Canada; 2nd Asia Cyber Risk Summit, Singapore; Workshop on Measurement of Digital Security Incidents and Risk Management, in Zurich, Switzerland; Blavatnik Interdisciplinary Cyber Research Centre, Israel; Monetary Authority of Singapore, Singapore; China Finance Information Centre, Shanghai, China.

2016: NTUitive Innovation Center, Singapore; Cyber Risk and Secure Finance Forum, Shanghai; University of New South Wales, Sydney; CAS Asia Regional Affiliate, Singapore Seminar, Singapore; Asia Development Bank Institute, Tokyo, Japan; 1st Asia Cyber Risk Summit, Singapore; ICRM Symposium, Singapore; IFOA Asia Conference, Hilton Kuala Lumpur; Asia Conference on Big Data and Analytics for Insurance, Singapore.


教授课程(近三年)


2018 - 2019 应用回归分析

2018 - 2019 网络风险管理与保险

2017 – 2018 精算经济学


指导博士生


1. 指导老师,Jing Rong GOH, 2016 – 2019

2. 博士论文委员会, Pingyi LOU:《Three Essays on Insurance Company Investment》, 2015-2018(去往复旦大学)

3. 答辩委员会成员,YANG Bowen:《Longevity and Statistical Modelling》,2017年毕业

4. 指导老师,Jing Jing ZHU(访问博士生),2016 - 2017

5. 外部评审,博士论文委员会,Ruodu Wang Georgia Institute of Technology,2012

6. 博士论文委员会,Jin Gao(Georgia State University),2010

7. 博士论文委员会,Xiangjing Wei(Georgia State University),2010

8. 博士论文委员会,Hua Chen(Georgia State University),2008

9. 博士论文委员会,Ruilin Tian(Georgia State University),2008

10. 博士论文委员会,Chayanin Kerdpholngarm(Georgia State University),2007

11. 博士论文委员会,Andreas Milidonis(Georgia State University),2006

12. 博士论文委员会,Yijia Lin(Georgia State University),2006

13. 博士论文委员会,Edohj Afambo(Georgia State University),2006

14. 博士论文委员会,Jeung-bo Shim(Georgia State University),2006

15. 外部评审,Mohamed Hamada(University of New South Wales),2002

16. 外部博士论文委员会,Harry Niederau(University of Zurich),2000

17. 博士论文委员会,Hoque Sharif(University of Waterloo),1997

获奖经历:

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