STAT_RM2011

STAT_RM2011 - Teaching Staff and their research interests...

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Unformatted text preview: Teaching Staff and their research interests Dr. K.C. Cheung BSc, PhD HK, ASA Actuarial Science; Dependence Structures; Stochastic Orders; Risk Measures Dr. Y.K. Chung BSc, MPhil CUHK, PhD HK Bioinformatics; Protein Modelling; Forensic Statistics; Monte Carlo Simulation Prof. Tony W.K. Fung BSocSc HK; MSc Lond; PhD HK; DIC Statistical Diagnostics and Robustness; Longitudinal Data Analysis; DNA Fingerprinting and Forensic Statistics; Statistical Genomics; Credibility Theory Dr. C.W. Kwan BSc, PhD HK Influential observations; Multivariate statistics; Nonlinear random model Dr. Eddy K.F. Lam BA St. Thomas; MA New Brunswick; PhD HK Multivariate Survival Analysis; Semiparametric Regression; Medical Statistics Prof. Stephen M.S. Lee BA, PhD Cantab Bootstrap; Resampling Methods; Statistical Theory: Asymptotics and Applications Dr. Guodong Li BSc, MSc Peking; PhD HK Time Series Analysis; Financial Econometrics; Financial Risk Management Prof. W.K. Li BSc, MA York; PhD W Ont Time Series Analysis; Financial Econometrics; Environmental Modelling; Financial Risk Management; Actuarial Applications Dr. Gilbert C.S. Lui MSocSc, Birm; MPhil CUHK; PhD HK Time Series Analysis; State-space Modelling; Environmental Statistics; Financial Time Series and Econometrics Dr. Louis F.K. Ng BA HK; MSc Br Col; PhD Tor; FSA, FCIA, CFA Asset Liability Management; Enterprise Risk Management; Insurance Pricing Models; Pension Projection Models; Regression Analysis Enquiries Prof. K.W. Ng BSc CUHK; MSc Alberta; PhD Tor Foundation of inference. Converse of Bayes’ Theorem and applications. Distribution theory. Actuarial & financial risk. Applications of asymptotic theory. Multivariate analysis. Linear models. Data mining & Informatics. Bachelor of Science in Dr. Gary G. Tian BSc Hunan Normal; MSc Wuhan; PhD Chinese Acad of Sc Missing data problems; Constrained parameter models; Variable selection; Sample surveys with sensitive questions; Biostatistics Statistics Dr. Raymond W.L. Wong BSc, MPhil CUHK; MA, PhD Pittsburgh; ASA Actuarial Science; Errors-in-variables Regression Models; Monte Carlo Simulations; Robustness Studies and Applications of Asymptotic Theory Bachelor of Science in Prof. Hailiang Yang BSc Inner Mongolia; MMath Waterloo; PhD Alberta; ASA Actuarial Science; Insurance Risk Models; Mathematical Finance Risk Management Dr. Jianfeng Yao BSc, MSc, PhD Paris XI Random matrix theory and high-dimensional data analysis: large sample covariance matrices, high-dimensional estimation and testing; Inference for stochastic processes: nonlinear time series and Markov-switching processes; Image analysis and understanding using Markovian spatial models: image segmentation, motion analysis and tracking Dr. Guosheng Yin MA Temple; MSc N Carolina; PhD N Carolina Bayesian Adaptive Designs, Clinical Trials and Drug Development, Survival Analysis, Cancer Research FACULTY OF SCIENCE THE UNIVERSITY OF HONG KONG Dr. Philip L.H. Yu BSc, PhD HK Data Mining and Machine Learning; Ranking Methods; Financial Data Mining; Risk Management; Environmental Statistics Prof. K.C. Yuen BSc, MSc, PhD Calgary; ASA Insurance Risk Modelling; Financial Risk Analysis; Survival Analysis Dr. Zhiqiang Zhang BSc E China Normal, PhD HK Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling General enquiries please contact: Department of Statistics and Actuarial Science Tel: 2859 2466 Fax: 2858 9041 Email: [email protected] or visit the Departmental web page at http://www.hku.hk/statistics Printed in July 2011 Dr. Eric C.K. Cheung BSc HK; MMath, PhD Waterloo; ASA Insurance Risk Theory; Ruin Theory; Aggregate Claims; Queueing Theory Programme Structure Students admitted to the BSc degree may choose to major or minor in Statistics and/or Risk Management, and/or minor in Actuarial Studies. They may in addition major or minor in an option available in the Faculties of Science, Arts, Business and Economics, Education and Social Sciences, among others. In particular, the Minor in Actuarial Studies offered by the Faculty of Science makes a good choice for students majoring in Statistics or Risk Management. Major in Statistics The Department of Statistics and Actuarial Science, established in 1967, is one of the largest statistics departments in the Far East region. It serves the University and the disciplines of Statistics and Actuarial Science through the interrelated functions of teaching, consultation and research. The department’s teaching and learning is featured by (1) a BSc degree majoring in (i) Statistics or (ii) Risk Management, (2) a BSc(Actuarial Science) degree, (3) a Master of Statistics degree by course work, and (4) research postgraduate degrees of MPhil and PhD. The Department of Statistics and Actuarial Science is the ideal department to provide students with solid training in probability and statistics --- the subjects that underpin the study of statistics, risk management and actuarial science. Through selective courses in the University, particularly in the Faculties of Science, Business and Economics, and Social Sciences, our students can acquire good exposures to mathematics, life sciences, economics, finance, accounting, business, sociology, psychology, computer science and other disciplines. The Major in Statistics curriculum centres on the study of statistics, a scientific discipline characterized by the development and applications of analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. The programme aims to equip students with powerful mathematical, analytic and computational skills, which are in great demand in practical areas where data are obtained for the purpose of finding information in support of decision making. It prepares the students with a strong background in statistical concepts, and provides broad and solid training in applied statistical methodologies. The curriculum is constantly revised to meet a steadily rising demand for specialist statisticians or quantitative analysts in government, business, finance, industry, as well as in research and teaching in local and overseas institutions. 2. Advanced level courses (48 credits) STAT2301, STAT3301, STAT3302 & STAT3304 Plus at least four courses from Lists A and B, among which at least one course from List A: List A: List B: Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 The world is rife with uncertainty. Decisions are often made in spite of incomplete data, imperfect knowledge and random variation. Statistics is the study of such variability and uncertainty by developing and applying analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. Statistics appears in almost all areas of science, business, research, and wherever data are obtained for the purpose of finding information in support of decision making. Statistics has been described as the generic science of making conclusions in the presence of uncertainty. Our programmes cater for students with good mathematics background and are designed to meet a steadily rising demand for specialist statisticians or risk analysts in government, industry, finance and in research and teaching in local and/or overseas institutions. Students interested in our programmes may take either Statistics or Risk Management as their major, and major or minor in a second subject. They may, in particular, minor in Actuarial Studies, which makes a good combination with their major discipline. Given the expanding use of data in all realms of the society, we encourage students from all fields to consider pursuing either a major or minor in Statistics or Risk Management. We have students who are double majors in various fields of application, and minors from a wide range of departments across campus. A minor in Statistics or Risk Management can be an excellent complement to a degree in another field. plus at least one course from: STAT1303, STAT1304, STAT1323 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience 1. Introductory level courses (18 credits) Aims and Features STAT2305, STAT2306, STAT2307, STAT2308, STAT2312, STAT2313, STAT3306, STAT3811 3. Experiential learning requirement (6 credits)* Required courses (72 credits) STAT1301 & STAT1302 STAT2302, STAT2303, STAT2304, STAT3316, STAT3317 * If the extra-ordinary learning experience is fulfilled by non-credit bearing activities, students must take an additional 6-credit advanced level statistics course (STAT2XXX or STAT3XXX or STAT6XXX level) Course Title STAT0301 STAT0302 STAT1301 STAT1302 STAT1303 STAT1304 STAT1306 STAT1323 STAT1801 STAT2301 STAT2302 STAT2303 STAT2304 STAT2305 STAT2306 STAT2307 STAT2308 STAT2309 STAT2310 STAT2311 STAT2312 STAT2313 Elementary Statistical Methods Business Statistics Probability and Statistics I Probability and Statistics II Data Management Design and Analysis of Sample Surveys Introductory Statistics Introduction to Demographic and Socio-economic Statistics Probability and Statistics: Foundations of Actuarial Science Linear Statistical Analysis Statistical Inference Probability Modelling Design and Analysis of Experiments Quality Control and Management Business Logistics Statistics in Clinical Medicine & Bio-medical Research Statistical Genetics The Statistics of Investment Risk Risk Management and Insurance Computer-aided Data Analysis Data Mining Marketing Engineering STAT2314 STAT2315 STAT2318 STAT3301 STAT3302 STAT3303 STAT3304 STAT3306 STAT3316 STAT3317 STAT3319 STAT3320 STAT3321 STAT3322 STAT2801 STAT2805 STAT2807 STAT2812 STAT3810 STAT3811 STAT3821 STAT3988 STAT3989 Business Forecasting Practical Mathematics for Investment Directed Studies in Statistics Time-series Analysis Multivariate Data Analysis Derivatives and Risk Management Computer-aided Statistical Modelling Selected Topics in Statistics Advanced Probability Computational Statistics Statistics Project Risk Management and Basel Accords in Banking and Finance Credit Risk Analysis Market Risk Analysis Life Contingencies Credibility Theory and Loss Distributions Corporate Finance for Actuarial Science Financial Economics I Risk Theory Survival Analysis Financial Economics II Statistics Internship Essential IT skills for statistical and risk analysts Programme Structure Students admitted to the BSc degree may choose to major or minor in Statistics and/or Risk Management, and/or minor in Actuarial Studies. They may in addition major or minor in an option available in the Faculties of Science, Arts, Business and Economics, Education and Social Sciences, among others. In particular, the Minor in Actuarial Studies offered by the Faculty of Science makes a good choice for students majoring in Statistics or Risk Management. Major in Statistics The Department of Statistics and Actuarial Science, established in 1967, is one of the largest statistics departments in the Far East region. It serves the University and the disciplines of Statistics and Actuarial Science through the interrelated functions of teaching, consultation and research. The department’s teaching and learning is featured by (1) a BSc degree majoring in (i) Statistics or (ii) Risk Management, (2) a BSc(Actuarial Science) degree, (3) a Master of Statistics degree by course work, and (4) research postgraduate degrees of MPhil and PhD. The Department of Statistics and Actuarial Science is the ideal department to provide students with solid training in probability and statistics --- the subjects that underpin the study of statistics, risk management and actuarial science. Through selective courses in the University, particularly in the Faculties of Science, Business and Economics, and Social Sciences, our students can acquire good exposures to mathematics, life sciences, economics, finance, accounting, business, sociology, psychology, computer science and other disciplines. The Major in Statistics curriculum centres on the study of statistics, a scientific discipline characterized by the development and applications of analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. The programme aims to equip students with powerful mathematical, analytic and computational skills, which are in great demand in practical areas where data are obtained for the purpose of finding information in support of decision making. It prepares the students with a strong background in statistical concepts, and provides broad and solid training in applied statistical methodologies. The curriculum is constantly revised to meet a steadily rising demand for specialist statisticians or quantitative analysts in government, business, finance, industry, as well as in research and teaching in local and overseas institutions. 2. Advanced level courses (48 credits) STAT2301, STAT3301, STAT3302 & STAT3304 Plus at least four courses from Lists A and B, among which at least one course from List A: List A: List B: Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 The world is rife with uncertainty. Decisions are often made in spite of incomplete data, imperfect knowledge and random variation. Statistics is the study of such variability and uncertainty by developing and applying analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. Statistics appears in almost all areas of science, business, research, and wherever data are obtained for the purpose of finding information in support of decision making. Statistics has been described as the generic science of making conclusions in the presence of uncertainty. Our programmes cater for students with good mathematics background and are designed to meet a steadily rising demand for specialist statisticians or risk analysts in government, industry, finance and in research and teaching in local and/or overseas institutions. Students interested in our programmes may take either Statistics or Risk Management as their major, and major or minor in a second subject. They may, in particular, minor in Actuarial Studies, which makes a good combination with their major discipline. Given the expanding use of data in all realms of the society, we encourage students from all fields to consider pursuing either a major or minor in Statistics or Risk Management. We have students who are double majors in various fields of application, and minors from a wide range of departments across campus. A minor in Statistics or Risk Management can be an excellent complement to a degree in another field. plus at least one course from: STAT1303, STAT1304, STAT1323 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience 1. Introductory level courses (18 credits) Aims and Features STAT2305, STAT2306, STAT2307, STAT2308, STAT2312, STAT2313, STAT3306, STAT3811 3. Experiential learning requirement (6 credits)* Required courses (72 credits) STAT1301 & STAT1302 STAT2302, STAT2303, STAT2304, STAT3316, STAT3317 * If the extra-ordinary learning experience is fulfilled by non-credit bearing activities, students must take an additional 6-credit advanced level statistics course (STAT2XXX or STAT3XXX or STAT6XXX level) Course Title STAT0301 STAT0302 STAT1301 STAT1302 STAT1303 STAT1304 STAT1306 STAT1323 STAT1801 STAT2301 STAT2302 STAT2303 STAT2304 STAT2305 STAT2306 STAT2307 STAT2308 STAT2309 STAT2310 STAT2311 STAT2312 STAT2313 Elementary Statistical Methods Business Statistics Probability and Statistics I Probability and Statistics II Data Management Design and Analysis of Sample Surveys Introductory Statistics Introduction to Demographic and Socio-economic Statistics Probability and Statistics: Foundations of Actuarial Science Linear Statistical Analysis Statistical Inference Probability Modelling Design and Analysis of Experiments Quality Control and Management Business Logistics Statistics in Clinical Medicine & Bio-medical Research Statistical Genetics The Statistics of Investment Risk Risk Management and Insurance Computer-aided Data Analysis Data Mining Marketing Engineering STAT2314 STAT2315 STAT2318 STAT3301 STAT3302 STAT3303 STAT3304 STAT3306 STAT3316 STAT3317 STAT3319 STAT3320 STAT3321 STAT3322 STAT2801 STAT2805 STAT2807 STAT2812 STAT3810 STAT3811 STAT3821 STAT3988 STAT3989 Business Forecasting Practical Mathematics for Investment Directed Studies in Statistics Time-series Analysis Multivariate Data Analysis Derivatives and Risk Management Computer-aided Statistical Modelling Selected Topics in Statistics Advanced Probability Computational Statistics Statistics Project Risk Management and Basel Accords in Banking and Finance Credit Risk Analysis Market Risk Analysis Life Contingencies Credibility Theory and Loss Distributions Corporate Finance for Actuarial Science Financial Economics I Risk Theory Survival Analysis Financial Economics II Statistics Internship Essential IT skills for statistical and risk analysts Major in Risk Management The Risk Management curriculum at the University of Hong Kong aims to provide students with the skills and expertise to enable them to acquire the theory and methodology behind the scientific process of risk management, with application to actuarial science, finance and other areas of interest. It is designed to provide solid training in the concepts of the risk management process, statistical models and methods of risk management, and good risk management practice. Core courses in the curriculum emphasize fundamental concepts and nature of risk assessment, risk management and governance from different standpoints while elective courses provide either training in specific Risk Management disciplines or an extension of knowledge aiming to give students more modeling, technical and analytical skills in risk management, including discrete-time models in finance, stochastic calculus with financial applications, and financial time series modeling. Through participating in experiential learning activities including research-based projects, industrial internships and overseas exchanges, students could enhance their knowledge in risk management and exposure in managing risk in practice, and improve their thinking and communication skills. Minor Options 3. Experiential learning requirement (6 credits)* Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience * If the extra-ordinary learning experience is fulfilled by non-credit bearing activities, students must take an additional 6-credit advanced level statistics course (STAT2XXX or STAT3XXX or STAT6XXX level) Students majoring in other disciplines are welcome to minor in Statistics or Risk Management. The minor programme in Actuarial Studies is also available to eligible students, especially those majoring in Statistics or Risk Management. and their applications to practical problems. It aims to provide students with a strong and rigorous sense of quantitative reasoning that has become an indispensable skill in nearly all disciplines. Required courses (36 credits) Minor in Actuarial Studies The Minor in Actuarial Studies aims to provide interested students with an introduction to the basic concepts and methodologies in Actuarial Science. The minor curriculum is designed particularly for students from different majors to enhance their interest in Actuarial Science and to strengthen their confidence and potential in solving mathematical, financial, economical and investment-related problems. 1. Introductory level courses (12 credits) One course from: STAT0301, STAT0302, STAT1301, STAT1306 Plus at least one of the following courses: STAT1302, STAT1303, STAT1304 2. Advanced level courses (24 credits) At least four courses from: STAT2301, STAT2302, STAT2303, STAT2304, STAT2305, STAT2306, STAT2307, STAT2308, STAT2311, STAT2312, STAT2313, STAT2314, STAT3301, STAT3302, STAT3304, STAT3306, STAT3316, STAT3317, STAT3811 Required courses (36 or 42 credits) Minor in Risk Management 1. Introductory level courses (12 or 18 credits) The Risk Management minor aims to provide interested students with basic concepts of risk management and fundamental skills of employing various statistical techniques for managing risk. The minor curriculum is particularly designed for students from different majors to enhance their interest in Risk Management or to complement their major of study. a. For students majoring in Risk Management or Statistics (12 credits) Two courses from: STAT1323, STAT2303, STAT2306, STAT2315 b. For students minoring in Risk Management or Statistics (12 credits) Two courses from: STAT1302, STAT2303, STAT2315 c. For students not belonging to the above two categories (18 credits) Three courses from: STAT1301, STAT1302, STAT1801, STAT2303, STAT2315 Required courses (72 credits) 2. Advanced level courses (24 credits) 1. Introductory level courses (18 credits) At least four courses from: STAT2801, STAT2805, STAT2807, STAT2812, STAT3810, STAT3811, STAT3821 STAT1301 & STAT1302 plus at least one course from: STAT1303, STAT1304, STAT1323 2. Advanced level courses (48 credits) Minor in Statistics STAT2301, STAT2309, STAT2315 & STAT3301 The curriculum of the Statistics minor is structured specifically to cater for the general need of non-statistical disciplines and provide basic training in statistical methodologies plus at least four courses from: STAT2303, STAT2310, STAT2312, STAT3303, STAT3320, STAT3321, STAT3322, STAT3821 Required courses (36 credits) 1. Introductory level courses (12 credits) STAT0301 or STAT0302 or STAT1301 or STAT1306 plus STAT1302 or STAT1303 or one of the advanced level courses listed below 2. Advanced level courses (24 credits) At least four courses from: STAT2309, STAT2310, STAT2311, STAT2312, STAT2314, STAT2315, STAT3301, STAT3303, STAT3320, STAT3321, STAT3322 Admission Requirements Students who wish to major in Statistics or Risk Management can apply for entry to the BSc programme under the single admission scheme. PortimizerTM, a portfolio optimization software developed by the Department. JUPAS applicants Non-JUPAS applicants Selection for admission is based mainly on HKALE results, HKCEE results, and academic references (www.hku.hk/ admission/ug.htm). Non-JUPAS applicants are selected based on academic merit, language and communication skills, motivation, relevant work experience, and extra-curricular activities. Major in Risk Management The Risk Management curriculum at the University of Hong Kong aims to provide students with the skills and expertise to enable them to acquire the theory and methodology behind the scientific process of risk management, with application to actuarial science, finance and other areas of interest. It is designed to provide solid training in the concepts of the risk management process, statistical models and methods of risk management, and good risk management practice. Core courses in the curriculum emphasize fundamental concepts and nature of risk assessment, risk management and governance from different standpoints while elective courses provide either training in specific Risk Management disciplines or an extension of knowledge aiming to give students more modeling, technical and analytical skills in risk management, including discrete-time models in finance, stochastic calculus with financial applications, and financial time series modeling. Through participating in experiential learning activities including research-based projects, industrial internships and overseas exchanges, students could enhance their knowledge in risk management and exposure in managing risk in practice, and improve their thinking and communication skills. Minor Options 3. Experiential learning requirement (6 credits)* Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience * If the extra-ordinary learning experience is fulfilled by non-credit bearing activities, students must take an additional 6-credit advanced level statistics course (STAT2XXX or STAT3XXX or STAT6XXX level) Students majoring in other disciplines are welcome to minor in Statistics or Risk Management. The minor programme in Actuarial Studies is also available to eligible students, especially those majoring in Statistics or Risk Management. and their applications to practical problems. It aims to provide students with a strong and rigorous sense of quantitative reasoning that has become an indispensable skill in nearly all disciplines. Required courses (36 credits) Minor in Actuarial Studies The Minor in Actuarial Studies aims to provide interested students with an introduction to the basic concepts and methodologies in Actuarial Science. The minor curriculum is designed particularly for students from different majors to enhance their interest in Actuarial Science and to strengthen their confidence and potential in solving mathematical, financial, economical and investment-related problems. 1. Introductory level courses (12 credits) One course from: STAT0301, STAT0302, STAT1301, STAT1306 Plus at least one of the following courses: STAT1302, STAT1303, STAT1304 2. Advanced level courses (24 credits) At least four courses from: STAT2301, STAT2302, STAT2303, STAT2304, STAT2305, STAT2306, STAT2307, STAT2308, STAT2311, STAT2312, STAT2313, STAT2314, STAT3301, STAT3302, STAT3304, STAT3306, STAT3316, STAT3317, STAT3811 Required courses (36 or 42 credits) Minor in Risk Management 1. Introductory level courses (12 or 18 credits) The Risk Management minor aims to provide interested students with basic concepts of risk management and fundamental skills of employing various statistical techniques for managing risk. The minor curriculum is particularly designed for students from different majors to enhance their interest in Risk Management or to complement their major of study. a. For students majoring in Risk Management or Statistics (12 credits) Two courses from: STAT1323, STAT2303, STAT2306, STAT2315 b. For students minoring in Risk Management or Statistics (12 credits) Two courses from: STAT1302, STAT2303, STAT2315 c. For students not belonging to the above two categories (18 credits) Three courses from: STAT1301, STAT1302, STAT1801, STAT2303, STAT2315 Required courses (72 credits) 2. Advanced level courses (24 credits) 1. Introductory level courses (18 credits) At least four courses from: STAT2801, STAT2805, STAT2807, STAT2812, STAT3810, STAT3811, STAT3821 STAT1301 & STAT1302 plus at least one course from: STAT1303, STAT1304, STAT1323 2. Advanced level courses (48 credits) Minor in Statistics STAT2301, STAT2309, STAT2315 & STAT3301 The curriculum of the Statistics minor is structured specifically to cater for the general need of non-statistical disciplines and provide basic training in statistical methodologies plus at least four courses from: STAT2303, STAT2310, STAT2312, STAT3303, STAT3320, STAT3321, STAT3322, STAT3821 Required courses (36 credits) 1. Introductory level courses (12 credits) STAT0301 or STAT0302 or STAT1301 or STAT1306 plus STAT1302 or STAT1303 or one of the advanced level courses listed below 2. Advanced level courses (24 credits) At least four courses from: STAT2309, STAT2310, STAT2311, STAT2312, STAT2314, STAT2315, STAT3301, STAT3303, STAT3320, STAT3321, STAT3322 Admission Requirements Students who wish to major in Statistics or Risk Management can apply for entry to the BSc programme under the single admission scheme. PortimizerTM, a portfolio optimization software developed by the Department. JUPAS applicants Non-JUPAS applicants Selection for admission is based mainly on HKALE results, HKCEE results, and academic references (www.hku.hk/ admission/ug.htm). Non-JUPAS applicants are selected based on academic merit, language and communication skills, motivation, relevant work experience, and extra-curricular activities. Career Prospects Finance, credit scoring, actuarial work Government The world is becoming more and more quantitative and data focused. Many professions depend on numerical measurements to make decisions in the face of uncertainty. Jobs for statistics graduates are found in all sectors of the society. After the 1998 Asian financial crises and the recent financial Tsunami in 2008, many governments placed increased emphasis in risk management. In addition, the implementation of BASEL Accord II for the financial institutions over the world boosts the demand of jobs using quantitative risk analyses and management. Our graduates readily find employment in government, banking, finance, risk management, insurance, IT, marketing research, hospitals, environmental protection, scientific research and universities. They are well received by top graduate schools and organizations. Statisticians often play critical roles in large-scale, multi-disciplinary studies, providing guidance on all aspects of data collection and determining objective findings. Our graduates have jobs under surprisingly many different titles, which are related to collection, analysis and interpretation of data in support of decision making in all sorts of institutions and companies. Job opportunities in statistics and risk management are projected to remain favourable in the future. As the demands of quantitative skills from every field rise, an increasing number of statisticians and risk managers are required. For example, our graduates have found employment with: • ABN AMRO N.V., Private Banking (Special Products Assistant) • AC Nielsen (China) Limited (Manager) • Aviva General Insurance Limited (Analyst) • Bank of China (Hong Kong) Limited (Senior Section Head, Corporate Banking and Financial Institutions Department) • Bank of Communications (Credit Analyst) Being 2009 Employment Statistics Employment Sectors vs % of Graduates Commerce & Industry: 71% Educational Institutions: 14% Community, Social & Personal Service: 12% Civil Service: 3.8% Number of Full-time Job Offers One: 40% Two: 33% Three: 20% Four: 3.3% Five: 1.4% Six: 0.5% Eight or more: 1% Business, Medical well-trained in • Census and Statistics market research, research, statistics can open industry Department, HKSAR public health many doors (Commissioner/Senior Statistician/Statistician/ Environment, Education, Research Manager) life sciences, social sciences, • Citibank (Hong Kong) genetics research Limited (Vice President) • Chicago Mercantile Exchange, U.S. (Director of Research & Product Development) • DKR Oasis, HK (Product Controller) • First Shanghai Capital Limited (Strategist) • Hang Seng Bank (Assistant Database Marketing Manager, Knowledge Management Department) • Hong Kong Exchanges and Clearing Ltd. (Senior Officer) • Hong Kong Monetary Authority (Senior Manager) • Hospital Authority (Research Officer) • Housing Department (Finance Manager, Risk Management) • HSBC (Assistant Manager, Campaign Management, Marketing) • HSBC (Credit and Risk Manager, Asia Pacific Consumer Credit Risk) • HSBC (Senior Trader, Interest Rates, Global Markets) • Independent Commission Against Corruption (Investigator) • Magna Finance Limited (Financial Analyst, Investment) • Marketing Decision Research (Pacific) Ltd. (Senior Research Executive) • Pacific Century Insurance Company Limited (Actuarial Analyst) • Roche Molecular Systems, U.S. (Manager, Nonclinical, Biostatistics) • SAS Institute Ltd. (Senior Analyst) • Synovate China Ltd. (Market Researcher) • Wing Hang Bank (Risk Management Officer) Wan Ka Shing, Terry, 2010 graduate, BSc(Double Major in Risk Management & Finance) L O Pak Hang , 2010 Graduate, BSc (Risk Working as a Special Products Assistant in ABN AMRO N.V. Private Banking Mphil. Candidate, HKU A variety of majors of HKU Science degree have given our students the edge with freedom of academic choices. Majoring in Risk Management can cultivate one’s numerical sense and solid statistical knowledge which set us apart from students in other majors. Meanwhile it also crosses over into finance field for practice. It is no mean task to accomplish this major as the courses are challenging but highly related to working environment such as data mining and database management. In a sense, I have achieved all I had hoped for in university academic life – comprehensive statistical knowledge, intensive training of numerical sense and a fusion of financial and statistical study. I pride myself on my graduation in Risk Management. Gross Income 2009 $11,859 $10,400 $5,000 $80,000 2008 $13,184 $12,000 $7,000 $32,667 Management) During my undergraduate study at the Department, I could not imagine that probability and statistics have been tremendously important tools for solving problems with randomness. This programme has provided me solid probability and statistics concepts and strong programming skills, such as SAS and VBA programming, in such a way that we are well trained to be professional in future career. Also, advanced knowledge and concepts taught in courses such as Advanced Probability and Research Methods in Statistics have laid down a solid foundation for us to do a research degree in various fields. HKU Worldwide Undergraduate Student Exchange Scholarships Fong Oi Kwan, BSc (Risk Management) University of Western Australia, one semester I remembered when I stepped my foot in Australia, ‘Freedom’ is the word I could think of. And what follows freedom are options and fear to make a choice. This trip is all about me and how a choice I made can seriously affect what I will encounter. I made many choices here. I choose my own accommodation. I choose my own part time job. I choose the kind of life I want to lead here. I became more confident and more aware of the life I want to lead after this trip. Yeung Hoi Ting, BSc (Statistics) Akita International University, one semester Salary Mean Median Minimum Maximum Student Testimonial I am glad to have a fruitful semester in Japan. It’s a good chance for me to be independent and experience unique culture of Japan. Harvesting, skiing, being an English assistant of and having picnic with elementary school students are all unforgettable memories during my exchange period. It was also nice to meet a lot of friends who came from different countries Wan Ho Lam William, BSc (Risk Management) UCLA Exchange life must be one of the most unforgettable experience in my life. Apart from going to lectures that are taught with different style, there is also a lot to explore in LA such as Hollywood, Las Vegas and those famous beaches. This is the opportunity you do not want to miss in university! Career Prospects Finance, credit scoring, actuarial work Government The world is becoming more and more quantitative and data focused. Many professions depend on numerical measurements to make decisions in the face of uncertainty. Jobs for statistics graduates are found in all sectors of the society. After the 1998 Asian financial crises and the recent financial Tsunami in 2008, many governments placed increased emphasis in risk management. In addition, the implementation of BASEL Accord II for the financial institutions over the world boosts the demand of jobs using quantitative risk analyses and management. Our graduates readily find employment in government, banking, finance, risk management, insurance, IT, marketing research, hospitals, environmental protection, scientific research and universities. They are well received by top graduate schools and organizations. Statisticians often play critical roles in large-scale, multi-disciplinary studies, providing guidance on all aspects of data collection and determining objective findings. Our graduates have jobs under surprisingly many different titles, which are related to collection, analysis and interpretation of data in support of decision making in all sorts of institutions and companies. Job opportunities in statistics and risk management are projected to remain favourable in the future. As the demands of quantitative skills from every field rise, an increasing number of statisticians and risk managers are required. For example, our graduates have found employment with: • ABN AMRO N.V., Private Banking (Special Products Assistant) • AC Nielsen (China) Limited (Manager) • Aviva General Insurance Limited (Analyst) • Bank of China (Hong Kong) Limited (Senior Section Head, Corporate Banking and Financial Institutions Department) • Bank of Communications (Credit Analyst) Being 2009 Employment Statistics Employment Sectors vs % of Graduates Commerce & Industry: 71% Educational Institutions: 14% Community, Social & Personal Service: 12% Civil Service: 3.8% Number of Full-time Job Offers One: 40% Two: 33% Three: 20% Four: 3.3% Five: 1.4% Six: 0.5% Eight or more: 1% Business, Medical well-trained in • Census and Statistics market research, research, statistics can open industry Department, HKSAR public health many doors (Commissioner/Senior Statistician/Statistician/ Environment, Education, Research Manager) life sciences, social sciences, • Citibank (Hong Kong) genetics research Limited (Vice President) • Chicago Mercantile Exchange, U.S. (Director of Research & Product Development) • DKR Oasis, HK (Product Controller) • First Shanghai Capital Limited (Strategist) • Hang Seng Bank (Assistant Database Marketing Manager, Knowledge Management Department) • Hong Kong Exchanges and Clearing Ltd. (Senior Officer) • Hong Kong Monetary Authority (Senior Manager) • Hospital Authority (Research Officer) • Housing Department (Finance Manager, Risk Management) • HSBC (Assistant Manager, Campaign Management, Marketing) • HSBC (Credit and Risk Manager, Asia Pacific Consumer Credit Risk) • HSBC (Senior Trader, Interest Rates, Global Markets) • Independent Commission Against Corruption (Investigator) • Magna Finance Limited (Financial Analyst, Investment) • Marketing Decision Research (Pacific) Ltd. (Senior Research Executive) • Pacific Century Insurance Company Limited (Actuarial Analyst) • Roche Molecular Systems, U.S. (Manager, Nonclinical, Biostatistics) • SAS Institute Ltd. (Senior Analyst) • Synovate China Ltd. (Market Researcher) • Wing Hang Bank (Risk Management Officer) Wan Ka Shing, Terry, 2010 graduate, BSc(Double Major in Risk Management & Finance) L O Pak Hang , 2010 Graduate, BSc (Risk Working as a Special Products Assistant in ABN AMRO N.V. Private Banking Mphil. Candidate, HKU A variety of majors of HKU Science degree have given our students the edge with freedom of academic choices. Majoring in Risk Management can cultivate one’s numerical sense and solid statistical knowledge which set us apart from students in other majors. Meanwhile it also crosses over into finance field for practice. It is no mean task to accomplish this major as the courses are challenging but highly related to working environment such as data mining and database management. In a sense, I have achieved all I had hoped for in university academic life – comprehensive statistical knowledge, intensive training of numerical sense and a fusion of financial and statistical study. I pride myself on my graduation in Risk Management. Gross Income 2009 $11,859 $10,400 $5,000 $80,000 2008 $13,184 $12,000 $7,000 $32,667 Management) During my undergraduate study at the Department, I could not imagine that probability and statistics have been tremendously important tools for solving problems with randomness. This programme has provided me solid probability and statistics concepts and strong programming skills, such as SAS and VBA programming, in such a way that we are well trained to be professional in future career. Also, advanced knowledge and concepts taught in courses such as Advanced Probability and Research Methods in Statistics have laid down a solid foundation for us to do a research degree in various fields. HKU Worldwide Undergraduate Student Exchange Scholarships Fong Oi Kwan, BSc (Risk Management) University of Western Australia, one semester I remembered when I stepped my foot in Australia, ‘Freedom’ is the word I could think of. And what follows freedom are options and fear to make a choice. This trip is all about me and how a choice I made can seriously affect what I will encounter. I made many choices here. I choose my own accommodation. I choose my own part time job. I choose the kind of life I want to lead here. I became more confident and more aware of the life I want to lead after this trip. Yeung Hoi Ting, BSc (Statistics) Akita International University, one semester Salary Mean Median Minimum Maximum Student Testimonial I am glad to have a fruitful semester in Japan. It’s a good chance for me to be independent and experience unique culture of Japan. Harvesting, skiing, being an English assistant of and having picnic with elementary school students are all unforgettable memories during my exchange period. It was also nice to meet a lot of friends who came from different countries Wan Ho Lam William, BSc (Risk Management) UCLA Exchange life must be one of the most unforgettable experience in my life. Apart from going to lectures that are taught with different style, there is also a lot to explore in LA such as Hollywood, Las Vegas and those famous beaches. This is the opportunity you do not want to miss in university! Internship Programme TSE Sheung Chun, BSc(Risk Management) HO Mei Ying, BSc(Risk Management) • AC Nielsen (China) Consumer Council, Summer Intern, 2010 Daily Credit Management Ltd., Summer Intern, 2010 • American International Assurance (AIA) As a university student, it is Many people think that universities are to prepare students • BNP Paribas important to gain various for their future careers. Apart from academic knowledge, • Census and Statistics Department, HKSAR aspects of experience in it is also very important to acquire work experience in order • Citibank order to equip oneself and to put theory into practice. Most employers would also take become all-round within the job applicants’ work experience into account when it comes three years’ university life. to hiring. Participating in the internship programme can • AASTOCKS • Deutsche Bank AG • Ernst & Young There is no better training than obtaining solid handson experience in the real workplace. Our internship programme serves precisely this purpose. As an intern, the student will gain insights into the challenging world and daily activities of an Actuary or Statistician while strengthening his/her technical, analytical and communications skills. • FTSE Students who declare Risk Management and/or Statistics as first Major are eligible to join the internship programme. Upon successful job offer, the student may also wish to • JP Morgan enroll in the course STAT3988 Statistics Internship in order to have his/her internship recognized on transcripts. List of companies participating in the internship programme: definitely let you have an advantage and have a taste of • Hang Seng Bank Participating in the internship programme is definitely what your future career is like. I believe that the internship • HSBC a valuable experience for students to develop personal programme not only gives students insights into the companies, enrichment and to gain practical experience in professional but also guides students to find their real interests on specific fields. Working as an intern in the Consumer Council enabled topics and make their study plans accordingly. Therefore, the me to put my statistical knowledge into good use, and gave internship programme me a clear vision of my future career. can help students in • Hong Kong Exchanges and Clearing Ltd. • Hong Kong Institute for Monetary Research • Hong Kong Monetary Authority • Hospital Authority • SAS Institute Ltd. • Standard Chartered Bank • AIA • RGA • Group Sense Ltd. • Guy Carpenter many different ways, giving them fruitful TAI Tsun Wa, BSc(Risk Management) and unforgettable CITICS Securities International Limited Company, Summer experiences. Intern, 2010 Job hunting is a kind of learning process. You have to know more about yourself and develop interests in that particular job industry. I believe that this is the most important key in getting a job. LEE Chun Yin, BSc(Risk Management & Finance) TSANG Ka Wai, BSc(Risk Management) Census & Statistics Department, HKSAR, Summer Intern, FTSE, Summer Intern, 2010 2010 I was glad to have the chance of working as a summer Taking part in the internship programme intern in FTSE. Not only did the internship give me insights can broaden your cultural exposure, into the financial world, it also let me meet a lot of highly sensitivity and disciplinary concepts experienced professionals in the industry. After the beyond your imagination, and enable 2-month intensive training in FTSE, both my communication you to apply your learning in a real-life skills and research technique were enhanced greatly. I context outside the campus. truly believe that gaining experience from internships is undoubtedly a major stage in one’s future career path. Students can also gain satisfaction and confidence through work recognition from internships. All these help one to set goals and make corresponding plans for their future careers at an earlier stage. Students should be well prepared in terms of knowledge and attitude for the internship programme, as it is such a great opportunity of learning. Be well prepared for the interviews and evaluate yourself afterwards in order to learn from failure. Yeung Hoi Ting, BSc(Statistics) Census & Statistics Department, Summer Intern, 2009 This internship equipped me with interviewing skills and knowledge of designing questionnaires. It was a golden opportunity to work with students from different universities in Hong Kong in such a cheering environment. Internship Programme TSE Sheung Chun, BSc(Risk Management) HO Mei Ying, BSc(Risk Management) • AC Nielsen (China) Consumer Council, Summer Intern, 2010 Daily Credit Management Ltd., Summer Intern, 2010 • American International Assurance (AIA) As a university student, it is Many people think that universities are to prepare students • BNP Paribas important to gain various for their future careers. Apart from academic knowledge, • Census and Statistics Department, HKSAR aspects of experience in it is also very important to acquire work experience in order • Citibank order to equip oneself and to put theory into practice. Most employers would also take become all-round within the job applicants’ work experience into account when it comes three years’ university life. to hiring. Participating in the internship programme can • AASTOCKS • Deutsche Bank AG • Ernst & Young There is no better training than obtaining solid handson experience in the real workplace. Our internship programme serves precisely this purpose. As an intern, the student will gain insights into the challenging world and daily activities of an Actuary or Statistician while strengthening his/her technical, analytical and communications skills. • FTSE Students who declare Risk Management and/or Statistics as first Major are eligible to join the internship programme. Upon successful job offer, the student may also wish to • JP Morgan enroll in the course STAT3988 Statistics Internship in order to have his/her internship recognized on transcripts. List of companies participating in the internship programme: definitely let you have an advantage and have a taste of • Hang Seng Bank Participating in the internship programme is definitely what your future career is like. I believe that the internship • HSBC a valuable experience for students to develop personal programme not only gives students insights into the companies, enrichment and to gain practical experience in professional but also guides students to find their real interests on specific fields. Working as an intern in the Consumer Council enabled topics and make their study plans accordingly. Therefore, the me to put my statistical knowledge into good use, and gave internship programme me a clear vision of my future career. can help students in • Hong Kong Exchanges and Clearing Ltd. • Hong Kong Institute for Monetary Research • Hong Kong Monetary Authority • Hospital Authority • SAS Institute Ltd. • Standard Chartered Bank • AIA • RGA • Group Sense Ltd. • Guy Carpenter many different ways, giving them fruitful TAI Tsun Wa, BSc(Risk Management) and unforgettable CITICS Securities International Limited Company, Summer experiences. Intern, 2010 Job hunting is a kind of learning process. You have to know more about yourself and develop interests in that particular job industry. I believe that this is the most important key in getting a job. LEE Chun Yin, BSc(Risk Management & Finance) TSANG Ka Wai, BSc(Risk Management) Census & Statistics Department, HKSAR, Summer Intern, FTSE, Summer Intern, 2010 2010 I was glad to have the chance of working as a summer Taking part in the internship programme intern in FTSE. Not only did the internship give me insights can broaden your cultural exposure, into the financial world, it also let me meet a lot of highly sensitivity and disciplinary concepts experienced professionals in the industry. After the beyond your imagination, and enable 2-month intensive training in FTSE, both my communication you to apply your learning in a real-life skills and research technique were enhanced greatly. I context outside the campus. truly believe that gaining experience from internships is undoubtedly a major stage in one’s future career path. Students can also gain satisfaction and confidence through work recognition from internships. All these help one to set goals and make corresponding plans for their future careers at an earlier stage. Students should be well prepared in terms of knowledge and attitude for the internship programme, as it is such a great opportunity of learning. Be well prepared for the interviews and evaluate yourself afterwards in order to learn from failure. Yeung Hoi Ting, BSc(Statistics) Census & Statistics Department, Summer Intern, 2009 This internship equipped me with interviewing skills and knowledge of designing questionnaires. It was a golden opportunity to work with students from different universities in Hong Kong in such a cheering environment. Statistics and Actuarial Science Society, SS, HKUSU Members of Advisory Board of Statistics & Risk Management Study Programmes Dr. Ivan S.F. Chan Senior Director, Clinical Biostatistics, Merck Research Laboratories Dr. Richard Co Director, Research & Product Development, CME Group Mr. H.W. Fung Commissioner, Census & Statistics Department, HKSAR Professor T.L. Lai Department of Statistics, Stanford University Computing Facilities The Department is well supplied with computing Students at HKU form many clubs and societies. facilities. Every staff member is provided with a Amongst these is a student Statistics and Actuarial desktop computer with connections to the campus Science Society. This society has an active social network and the Internet. Software for e-mail programme with members and departmental staff, and browsing the Internet are installed in all and also plays an important role in promoting computers. There are two computer laboratories the subjects of statistics and actuarial science. in the department for teaching purposes. One The Department co-operates in many ways with of the computer laboratories is equipped with this student society. 49 computers and the other with 19 computers, all connected with LCD monitors. We have a Alumni Mentorship Scheme LINUX server and a web server for supporting The Scheme aims at providing a two-way communication life experience and at the same time understand more about between mentors and mentees. Through regular gathering graduates’ employment situation and career prospects. and mutual sharing, mentees can learn from the mentors’ In return, mentors will receive from the mentees the most updated information of current students, the Statistics and Actuarial Science Society (SASS), the Department and the University at large. Mentors may also get acquainted with their counterparts working in similar fields through this scheme. our web service. There are also 3 Windows servers are used for sharing files and printers. Other facilities include 13 networked printers, scanners, etc. Our staff and students can use a lot of statistical software such as SAS with Enterprise Miner, SPSS, MATLAB, Mathematica, R, JMP, GAUSS, TAS, etc. and other software for compiling programs. Software such as TeX and MS Office are provided for writing scientific manuscripts. Scholarships Mr. David Millar Chief Operating Officer, The Professional Risk Managers’ International Association (PRMIA) Professor Charles S. Tapiero The Topfer Chair Professor in Finance Engineering and Technology Management Department of Finance and Risk Engineering The Polytechnic University of New York Mr. Vic Tham Managing Director & Regional Head, Business & Operational Risk Management Wholesale Banking, Greater China & Japan Standard Chartered Bank (Hong Kong) Ltd. Professor George Tiao Graduate School of Business, The University of Chicago Dr. Naitee Ting K & L Consulting Services Distinguished Visiting Professor in Statistics Professor Howell TONG, Honorary Fellow, Institute of Actuaries, U.K., the founding Chair of Statistics at the CUHK, and the founding Dean of Graduate School of HKU, is presently Emeritus Professor of Statistics at the London School of Economics and Political Science. He served as a Pro-Vice-Chancellor of HKU, 20022004. Professor Tong received the Year-2000 Chinese National Natural Science Prize (Class II) in Mathematics and Mechanics and the sole recipient of the 2002 Distinguished Research Achievement Award at HKU. He is a Foreign Member of the Norwegian Academy of Science and Letters. He is a pioneer of non-linear time series models including, in particular, the threshold model. Professor Tong was awarded the Guy Medal in Silver by the Royal Statistical Society (U.K.) in 2007 for his many important contributions to time series analysis. Distinguished Visiting Professor in Actuarial Science There are many scholarships available to statistics students • Saw Swee Hock Statistics Scholarships in each year of their study. In particular, some of our • Statistics and Actuarial Science Scholarships statistics students have been awarded the following • Mizuho & WHB Scholarship scholarships: • Ellen Koo Prize in Social Sciences • Peter Hodge Memorial Book Prize • Saw Gold Medal • Chan Kai Ming Prize • Sir Edward Youde Memorial Scholarships • Chung Hwa Travel Service Scholarships Professor Hans U. GERBER, Past President of the Institute of Actuarial Science at the University of Lausanne, Switzerland, is a leader in actuarial science in the world. He has authored several influential actuarial textbooks which have been translated into many languages, including Chinese. In 1995, he won the Centennial Award of the International Actuarial Association. He is a doctor honoris causa of the University of Leuven (2001) and of the University of Lyon (2010). He was awarded three times the Annual Halmstad Prize (for the best paper in actuarial research), and he obtained three times the Annual Prize of the Society of Actuaries. Statistics and Actuarial Science Society, SS, HKUSU Members of Advisory Board of Statistics & Risk Management Study Programmes Dr. Ivan S.F. Chan Senior Director, Clinical Biostatistics, Merck Research Laboratories Dr. Richard Co Director, Research & Product Development, CME Group Mr. H.W. Fung Commissioner, Census & Statistics Department, HKSAR Professor T.L. Lai Department of Statistics, Stanford University Computing Facilities The Department is well supplied with computing Students at HKU form many clubs and societies. facilities. Every staff member is provided with a Amongst these is a student Statistics and Actuarial desktop computer with connections to the campus Science Society. This society has an active social network and the Internet. Software for e-mail programme with members and departmental staff, and browsing the Internet are installed in all and also plays an important role in promoting computers. There are two computer laboratories the subjects of statistics and actuarial science. in the department for teaching purposes. One The Department co-operates in many ways with of the computer laboratories is equipped with this student society. 49 computers and the other with 19 computers, all connected with LCD monitors. We have a Alumni Mentorship Scheme LINUX server and a web server for supporting The Scheme aims at providing a two-way communication life experience and at the same time understand more about between mentors and mentees. Through regular gathering graduates’ employment situation and career prospects. and mutual sharing, mentees can learn from the mentors’ In return, mentors will receive from the mentees the most updated information of current students, the Statistics and Actuarial Science Society (SASS), the Department and the University at large. Mentors may also get acquainted with their counterparts working in similar fields through this scheme. our web service. There are also 3 Windows servers are used for sharing files and printers. Other facilities include 13 networked printers, scanners, etc. Our staff and students can use a lot of statistical software such as SAS with Enterprise Miner, SPSS, MATLAB, Mathematica, R, JMP, GAUSS, TAS, etc. and other software for compiling programs. Software such as TeX and MS Office are provided for writing scientific manuscripts. Scholarships Mr. David Millar Chief Operating Officer, The Professional Risk Managers’ International Association (PRMIA) Professor Charles S. Tapiero The Topfer Chair Professor in Finance Engineering and Technology Management Department of Finance and Risk Engineering The Polytechnic University of New York Mr. Vic Tham Managing Director & Regional Head, Business & Operational Risk Management Wholesale Banking, Greater China & Japan Standard Chartered Bank (Hong Kong) Ltd. Professor George Tiao Graduate School of Business, The University of Chicago Dr. Naitee Ting K & L Consulting Services Distinguished Visiting Professor in Statistics Professor Howell TONG, Honorary Fellow, Institute of Actuaries, U.K., the founding Chair of Statistics at the CUHK, and the founding Dean of Graduate School of HKU, is presently Emeritus Professor of Statistics at the London School of Economics and Political Science. He served as a Pro-Vice-Chancellor of HKU, 20022004. Professor Tong received the Year-2000 Chinese National Natural Science Prize (Class II) in Mathematics and Mechanics and the sole recipient of the 2002 Distinguished Research Achievement Award at HKU. He is a Foreign Member of the Norwegian Academy of Science and Letters. He is a pioneer of non-linear time series models including, in particular, the threshold model. Professor Tong was awarded the Guy Medal in Silver by the Royal Statistical Society (U.K.) in 2007 for his many important contributions to time series analysis. Distinguished Visiting Professor in Actuarial Science There are many scholarships available to statistics students • Saw Swee Hock Statistics Scholarships in each year of their study. In particular, some of our • Statistics and Actuarial Science Scholarships statistics students have been awarded the following • Mizuho & WHB Scholarship scholarships: • Ellen Koo Prize in Social Sciences • Peter Hodge Memorial Book Prize • Saw Gold Medal • Chan Kai Ming Prize • Sir Edward Youde Memorial Scholarships • Chung Hwa Travel Service Scholarships Professor Hans U. GERBER, Past President of the Institute of Actuarial Science at the University of Lausanne, Switzerland, is a leader in actuarial science in the world. He has authored several influential actuarial textbooks which have been translated into many languages, including Chinese. In 1995, he won the Centennial Award of the International Actuarial Association. He is a doctor honoris causa of the University of Leuven (2001) and of the University of Lyon (2010). He was awarded three times the Annual Halmstad Prize (for the best paper in actuarial research), and he obtained three times the Annual Prize of the Society of Actuaries. Teaching Staff and their research interests Dr. K.C. Cheung BSc, PhD HK, ASA Actuarial Science; Dependence Structures; Stochastic Orders; Risk Measures Dr. Y.K. Chung BSc, MPhil CUHK, PhD HK Bioinformatics; Protein Modelling; Forensic Statistics; Monte Carlo Simulation Prof. Tony W.K. Fung BSocSc HK; MSc Lond; PhD HK; DIC Statistical Diagnostics and Robustness; Longitudinal Data Analysis; DNA Fingerprinting and Forensic Statistics; Statistical Genomics; Credibility Theory Dr. C.W. Kwan BSc, PhD HK Influential observations; Multivariate statistics; Nonlinear random model Dr. Eddy K.F. Lam BA St. Thomas; MA New Brunswick; PhD HK Multivariate Survival Analysis; Semiparametric Regression; Medical Statistics Prof. Stephen M.S. Lee BA, PhD Cantab Bootstrap; Resampling Methods; Statistical Theory: Asymptotics and Applications Dr. Guodong Li BSc, MSc Peking; PhD HK Time Series Analysis; Financial Econometrics; Financial Risk Management Prof. W.K. Li BSc, MA York; PhD W Ont Time Series Analysis; Financial Econometrics; Environmental Modelling; Financial Risk Management; Actuarial Applications Dr. Gilbert C.S. Lui MSocSc, Birm; MPhil CUHK; PhD HK Time Series Analysis; State-space Modelling; Environmental Statistics; Financial Time Series and Econometrics Dr. Louis F.K. Ng BA HK; MSc Br Col; PhD Tor; FSA, FCIA, CFA Asset Liability Management; Enterprise Risk Management; Insurance Pricing Models; Pension Projection Models; Regression Analysis Enquiries Prof. K.W. Ng BSc CUHK; MSc Alberta; PhD Tor Foundation of inference. Converse of Bayes’ Theorem and applications. Distribution theory. Actuarial & financial risk. Applications of asymptotic theory. Multivariate analysis. Linear models. Data mining & Informatics. Bachelor of Science in Dr. Gary G. Tian BSc Hunan Normal; MSc Wuhan; PhD Chinese Acad of Sc Missing data problems; Constrained parameter models; Variable selection; Sample surveys with sensitive questions; Biostatistics Statistics Dr. Raymond W.L. Wong BSc, MPhil CUHK; MA, PhD Pittsburgh; ASA Actuarial Science; Errors-in-variables Regression Models; Monte Carlo Simulations; Robustness Studies and Applications of Asymptotic Theory Bachelor of Science in Prof. Hailiang Yang BSc Inner Mongolia; MMath Waterloo; PhD Alberta; ASA Actuarial Science; Insurance Risk Models; Mathematical Finance Risk Management Dr. Jianfeng Yao BSc, MSc, PhD Paris XI Random matrix theory and high-dimensional data analysis: large sample covariance matrices, high-dimensional estimation and testing; Inference for stochastic processes: nonlinear time series and Markov-switching processes; Image analysis and understanding using Markovian spatial models: image segmentation, motion analysis and tracking Dr. Guosheng Yin MA Temple; MSc N Carolina; PhD N Carolina Bayesian Adaptive Designs, Clinical Trials and Drug Development, Survival Analysis, Cancer Research FACULTY OF SCIENCE THE UNIVERSITY OF HONG KONG Dr. Philip L.H. Yu BSc, PhD HK Data Mining and Machine Learning; Ranking Methods; Financial Data Mining; Risk Management; Environmental Statistics Prof. K.C. Yuen BSc, MSc, PhD Calgary; ASA Insurance Risk Modelling; Financial Risk Analysis; Survival Analysis Dr. Zhiqiang Zhang BSc E China Normal, PhD HK Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling General enquiries please contact: Department of Statistics and Actuarial Science Tel: 2859 2466 Fax: 2858 9041 Email: [email protected] or visit the Departmental web page at http://www.hku.hk/statistics Printed in July 2011 Dr. Eric C.K. Cheung BSc HK; MMath, PhD Waterloo; ASA Insurance Risk Theory; Ruin Theory; Aggregate Claims; Queueing Theory ...
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This note was uploaded on 01/16/2012 for the course STAT 1301 taught by Professor Smslee during the Fall '08 term at HKU.

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