Liang Hong, Ph.D.
Assistant Professor of Actuarial Science/Mathematics (Mathematics)
412-397-4024 phone (M)
John Jay 149
- Bachelor of Arts, Economics and Investment Management, Shanghai University of Finance and Economics, 2000
- Ph.D., Mathematics, Purdue University, 2009
- State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), June, 2012.
- State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), July, 2011.
- Society of Actuaries Institutional Grant, $5,000, funded, Principal Investigator, 2010.
- Bradley University Caterpillar Fellowship, $5,000, funded, Principal Investigator, twice, 2009 and 2011
- Dr. Hong is a Fellow of the Society of Actuaries (SOA), a lifetime member of Institute of Mathematical Statistics (IMS) and International Chinese Statistical Association (ICAS), and a member of American Statistical Association (ASA) and American Risk and Insurance Association (ARIA).
- Dr. Hong has been involved in the Society of Actuaries' research and education activities since he became an Fellow of SOA in 2011. He is currently serving on several SOA preliminary and fellow-level exam committees.
Area of Expertise/Research
- Functional Analysis (Ordered Topological Vector Spaces, Riesz Spaces, Positive operators, Convex Analysis)
- Stochastic Analysis (General Theory of Stochastic Processes, Semimartingales, Stochastic Calculus)
- Asymptotic Statistics, Bayesian Statistics
- Mathematical Economics, Mathematical Finance
- Actuarial Science, Insurance and Risk Management
- Recent published/accepted papers
Some remarks on capital allocation by percentile layer, European Actuarial Journal, (2013), 3 (2), 439-452. http://link.springer.com/article/10.1007%2Fs13385-013-0075-7
Contingent means in multi-life models, (2013), Scandinavian Actuarial Journal, (with Jyotirmoy Sarkar), 5, 340-351.
A remark on the alternative expectation formula, (2012), The American Statistician, 66 (4), 232-233.
The information content of the banking regulatory agencies and the depositary credit intermediation institutions, Journal of Economics and Business, (with Ahmed Elshahat and Ali Parhizgar), (2012), 64, 90-104.
On the interpolation property and dominated decomposition property of quasimartingales, http://arxiv.org/abs/1311.6389
A note on the mathematics of excess losses
Weak convergence of probability measures: a topological vector space point of view, http://arxiv.org/abs/1310.1607
On Riesz decomposition property and interpolation property of stopping times, http://arxiv.org/abs/1309.4329
On a lower bound for Bayesian convergence rates (with Ryan Martin and Stephen G. Walker), http://arxiv.org/abs/1201.3102
On the choice between two delta-hedging strategies for variable annuities
Selecting the right type of asset models using tests for jumps (with Jian Zou)
Testing for asymmetric information in reinsurance markets (with Zhiqiang Yan)
- 2012 - Dr. Hong has delivered invited talks about his research work at many universities cross North America including Georgia State University, University of Illinois at Chicago, Michigan State University, Temple University, University of Waterloo, and University of Wisconsin-Madison.
Schedule of Courses
Schedule Book for All Active and Available Future Terms, Hong, Liang
|MATH2040-F||12:00-12:50 PM||M W F||M||Hong||1 (08/26-12/14/13)||13 Seats
|MATH2040-G||02:00-02:50 PM||M W F||M||Hong||1 (08/26-12/14/13)||14 Seats
|STAT3140-B||11:00-12:15 PM|| T R||M||Hong||1 (08/26-12/14/13)||0 Seats
|ASCI4220-A||02:00-03:15 PM|| T R||M||Hong||1 (01/13-05/03/14)||10 Seats
|MATH2040-F||09:30-10:45 AM|| T R||M||Hong||1 (01/13-05/03/14)||-1 Seats
|STAT3150-B||11:00-12:15 PM|| T R||M||Hong||1 (01/13-05/03/14)||0 Seats