Dr. Jiwook Jang

Biography

Jiwook Jang obtained a B.A. in Business Administration from Sogang University, Seoul, and later completed a Master of Science in Actuarial Science at the City University, London. He completed his Ph.D. in Statistics at the London School of Economics and Political Science (LSE) in 1998. Following his doctorate, he worked as an assistant head trader and researcher at LG Securities International Limited in London. He has served as a lecturer in Statistics at LSE, a lecturer in Actuarial Studies at the University of New South Wales, and a senior lecturer in Financial Mathematics at Bayes Business School, London. Currently, he is an Associate Professor of Actuarial Studies at Macquarie Business School. His principal research interests include actuarial studies, financial mathematics, and the application of stochastic processes in general and life insurance financial risk modeling. He focuses on developing stochastic models for pricing and measuring insurance products and financial derivatives based on jump diffusion processes. His expertise extends to compound processes such as Poisson, Cox, and Hawkes processes, and he is involved in research related to cyber risk modeling and optimal asset allocation in the context of reinsurance problems. Jiwook has published his research in leading journals such as the Annals of Actuarial Science, Annals of Operations Research, Finance & Stochastics, and others.

Research Interests