Lei Fang
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E-mail: |
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| Phone: | +49 30 2093 1470 | |
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Office:
Office hours: |
Room 311
School of Business and Economics upon agreement |
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| Postal address: |
Ladislaus von Bortkiewicz Chair of Statistics
Humboldt-Universität zu Berlin |
Education
2008-2009 Double M.Sc. in Operational Research and Business Statistics, Hong Kong Baptist University, Hong Kong & University of Kent, UK
2004-2008 B.A. in International Business, Shandong University, China
Research Interests
- Longevity Risk
- Actuarial Risk
- Mortality Models
- Functional Data Analysis
Teaching
- Summer Semester 2013 Statistics I (Exercise), Tuesday 10:00 to 12:00, DOR 26, 208
- Winter semester 2013/2014 Statistics II (Exercise), Friday 8:00 to 10:00, Room 22
- Summer semester 2014 Statistical Programming Languages
- Winter semester 2014/2015 Statistical Programming Languages
- Summer semester 2015 Statistical Programming Languages
- Winter semester 2015/2016 Statistical Tools in Finance and Insurance
- Summer semester 2016 Multivariate Statistical Analysis II
Projects
- Mortality Model with Structual State Space Approach
Working Papers
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Fang, L., Härdle, WK (2015). Stochastic Population Analysis: A Functional Data Approach, SFB Discussion Paper 2015-007,
Quantnet. Submitted to Population Review. -
Fang, L., Härdle, WK and Park, JY (2016). A Mortality Model for Multi-populations: A Semi-Parametric Approach, SFB Discussion Paper 2016-023, Quantnet. Submitted to Internal Journal of Forecasting.
Presentations
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