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Humboldt-Universität zu Berlin - Statistik

Lei Fang

E-mail:

fanglei@hu-berlin.de

Phone: +49 30 2093 1470

Office:

 

 

 

Office hours:

Room 311

School of Business and Economics
Spandauerstr. 1
10178 Berlin
 

upon agreement

Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics

Humboldt-Universität zu Berlin
Unter den Linden 6
D-10099 Berlin, Germany

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

 

Projects

  • Mortality Model with Structual State Space Approach

 

Working Papers

  • 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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International Research Training Group 1792

"High Dimensional Non Stationary Time Series"