Dr CHEN Yongzhao
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Dr CHEN Yongzhao
陳永釗博士
PhD (HKU)
BSc (HKU)
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Email: ychen@hsu.edu.hk
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Tel: (852) 3963 5644
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Office : D623
Assistant Professor
Dr Chen received his BSc in Actuarial Science (with First Class Honours) in 2017 and PhD in Actuarial Science in 2022, both from the University of Hong Kong. Before joining HSUHK, he was a Research Assistant at the Department of Statistics, the Chinese University of Hong Kong.
Research Interests
- Credibility Theory
- Financial Mathematics
- Data Analytics
- InsurTech
- Machine Learning
Publications
……….Books……….
- Chen, Y., Cheung, K. C., & Yam, S. C. P. (2024). Financial Data Analytics With Machine Learning, Optimization and Statistics. To appear in Wiley Finance Series.
……….Journal Articles……….
- Chen, Y., Cheung, K. C., Choi, H. M. C., & Yam, S. C. P. (2020). Evolutionary Credibility Risk Premium. Insurance: Mathematics and Economics, 93, 216- 229.
- Chen, Y., Cheung, K. C., Yam, S. C. P., Yuen, F. L., and Zeng, J. (2023). On the Diversification Effect in Solvency II for Extremely Dependent Risks. Risks, 11(8), 143.
- Chen, Y., Cheung, K. C., Sun, R. Z., & Yam, S. C. P. (2024). A User Guide of CART and Random Forests with Applications in FinTech and InsurTech. Invited article to appear in Special Issue on Risk and Statistics in Actuarial Science of Japanese Journal of Statistics and Data Science.