Director,
Actuarial
Science Program
Department of Statistics
and Actuarial Science
University of Central Florida
Orlando, FL 32816 U.S.A.
Office: CCII 101; Phone: (407)
823-5532; Fax: (407) 823-3930
e-mail lguo@mail.ucf.edu
General Information
Ph.D. 1991 University of Cincinnati.
A.S.A. 1993 Associate, Society of
Actuaries of North America.
M.A.A.A 1999, American Academy
of Actuaries.
Profile
Research
Research Interests
Actuarial Science, Mathematical Finance, and Inverse Problems.
Current Projects
Select Publications
- The Effects of Advanced Age
Mortality Improvements on the Valuation of Variable Annuities with
Guaranteed Benefits, Living
to 100 and Beyond, Society of Actuaries, 2005
- Applying Data
Mining Techniques in Property/Casualty Insurance, Forums of the Casualty Actuarial
Society, 2003
- Financial
Analysis on Retirement Implications for Women, Employee
Benefits, Compensation &
Pension Law, 2003
- Data Mining
Techniques for Mortality at Advanced
Age, Living
to 100 and Beyond: Survival at Advanced Ages, Society
of Actuaries, January 2002
- A Dynamic Method for the
Valuation of Fair Value Insurance Liabilities, Forums
of the Casualty Actuarial
Society, 2001
- A Contingent Claim Approach for the Aggregate Claim Analysis, Actuarial
Research Clearing House, 1999.1, Society of Actuaries.
- The Mollification Analysis of Stochastic Volatility, Actuarial
Research Clearing House, pp 409-420 1998.1, Society of
Actuaries.
- A Possibilistic Linear Programming Method for Asset
Allocation, Journal
of Actuarial Practice, Vol. 4, No. 1, pp.
67-90, 1996
- An Optimal Model for Asset Liability Management, Actuarial
Research Clearing House, Society of Actuaries, pp. 489-500, 1996.1
- A Space Marching Finite Difference Algorithm for the
Two-dimensional Inverse Heat Conduction Problem with Slab Symmetry, Inverse Problems, Vol. 7, pp. 247-259,
1991
- A Stable Space Marching Finite Difference Algorithm for
the Inverse Heat Conduction Problem with No Initial Filtering
Procedure, Computers
& Mathematics with Applications, Vol. 19, No. 10, pp. 35-50,
1990
- Discrete Stability Analysis of the Mollification Method for
Numerical Differentiation, Computers &
Mathematics with Applications,
Vol. 19, No. 10, pp. 15-26, 1990
Profesional Activities
Actuarial Consulting
Health
Care Management
Long
Term Disability
Insurance
Improving
Insurance
Product Profitability with Data Mining
P&C
Rate Making
Speaker of Recent Professional Conferences
Casualty Actuaries
of the Souteast Spring Meeting 2005
Second
International Salford Systems Data Mining Conference 2005
Society of Actuaries Living to 100 and
Beyond: Survival at Advanced Ages Symposium 2005
Society
Of Actuaries 2004 Annual Meeting
Applied
Actuarial Research Conference 2004
Society
Of Actuaries 2003 Annual Meeting
SOA Semianr on
Data Mining
Techniques and Its Applications in Insurance, September 2003
Southeastern
Acturies Conference, November 2003
Casualty
Actuarial Society 2003 Seminar in Ratemkaing
Society of
Actuaries Spring Meeting 2002
Retirement
Implicaitons of Demographic and Family at Advanced Ages
Symposium 2002
Society
of Actuaries Living to 100 and Beyond: Survival at Advanced Ages
Symposium 2002
2001
Casualty Actuaries Society Loss Reserve Seminar
.
Teaching
Spring 2005
Life
Contingency II
Practicum
in
Actuarial Science
Fall 2004
Research
Methods in Actuarial Science
Courses Taught
Theory of
Interest, Life Contingency I, Life Contingency II, Risk Theory and
Decision, Actuarial Models (Stochastic Process, Time Series, MCMC,
Simulation), Topics in Actuarial Science, Practicum in Actuarial
Sciecne, Research
Metrhods in Actuarial Science, Statistics Methods I
Mathematics of
Finance, Topics in Actuairal Science, Survival Models, Research in
Actuarial Science
Actuarial
Mathematics I, Actuarial Mathematics II, Actuarial Mathematics III,
Numerical Analysis, Calculus III
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