EN / 繁體

Dr LEE Wing Yan, Becky

banner
首頁 / 關於我們 / 學術及行政人員 / Dr LEE Wing Yan, Becky

關於我們

關於我們

學術及行政人員
Back
photo

Dr LEE Wing Yan, Becky
李穎欣博士

PhD (Waterloo)
MMath (Waterloo)
BSc (HKU)
ASA (Society of Actuaries)

icosEmail: beckylee@hsu.edu.hk
icosTel: (852) 3963 5244
icosOffice : D610

Associate Professor
MSc-INS Associate Programme Director (Academic)

Dr Lee received her BSc In Actuarial Science from the University of Hong Kong. She obtained her MMath degree in Actuarial Science and PhD degree in Actuarial Science from University of Waterloo.

Research Interests Publications Research Grants

Research Interests

  1. Risk theory
  2. Stochastic models for insurance and finance

Publications

……….Journal Articles……….

  1. Lee, W. Y., Li, X., Liu, F., Shi, Y., and Yam, S. C. P., 2021. A Fourier-cosine method for finite-time ruin probabilities. Insurance: Mathematics and Economics, 99, 256-267.
  2. Lee, W. Y., and Fung, D. W. H., 2021. Optimal effort on self-Insurance-cum-protection: A new analysis using Yaari’s Dual Theory. Mathematics, 9(22), 2853, DOI: 10.3390/math9222853.
  3. Bai, Y., Tian, M., Tang, M. L., and Lee, W. Y., 2021. Variable selection for ultra-high dimensional quantile regression with missing data and measurement error. Statistical Methods in Medical Research, 30(1), 129-150.
  4. Fung, D. W. H., Lee, W. Y., Yeh, J. J. H., and Yuen, F. L., 2020. Friend or foe: The divergent effects of FinTech on financial stability. Emerging Markets Review, 45, 100727.
  5. Yuen, F. L., Lee, W. Y., and Fung, D. W. H., 2020. A cyclic approach on classical ruin model. Insurance: Mathematics and Economics, 91, 104-110.
  6. Lee, W. Y., and Liu, F., 2018. Analysis of a dynamic premium strategy: From theoretical and marketing perspectives. Journal of Industrial and Management Optimization, 14(4), 1545-1564.
  7. Choy, S. K., Lam, S. Y., Yu, K. W., Lee, W. Y., and Leung, K. T., 2017. Fuzzy model-based clustering and its application in image segmentation. Pattern Recognition, 68, 141-157.
  8. Lee, W. Y., and Willmot, G. E., 2016. The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes. Scandinavian Actuarial Journal, 6, 550-564.
  9. Lee, W. Y., and Willmot, G. E., 2014. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. Insurance: Mathematics and Economics, 59, 1-10.
  10. Landriault, D., Lee, W. Y., Willmot, G. E., and Woo, J.-K., 2014. A note on deficit analysis in dependency models involving Coxian claim amounts. Scandinavian Actuarial Journal, 5, 405-423.

 

……….Conference Proceedings……….

  1. S. K. Choy, W. Y. Lee, Y. Wu and T. F. Zel, Property Market Analysis Using Time-Frequency Decomposition, 21st International Congress on Insurance: Mathematics and Economics, Vienna, July 3-5, 2017.
  2. W. Zhu, W. Y. Lee, S. K. Choy, S. Y. Lam and K. W. Yu, Systemic Weather Risk and Agricultural Insurance Pricing, 21st International Congress on Insurance: Mathematics and Economics, Vienna, July 3-5, 2017.
  3. W. Y. Lee, On the density of the time to ruin in dependent Sparre Andersen models with Coxian claims, 19 th International Congress on Insurance: Mathematics and Economics, Liverpool, Jun 24-26, 2015.

Research Grants

  1. (UGC/FDS14/P03/16) HK$733,800. “Analysis and Application of Bounds in Insolvency Problem,” funded by the University Grants Committee (UGC) 2016/2017. (PI)
Copy Html