王树勋
讲席教授

教师简介：
王树勋?个人简历/Curriculum Vitae

慧园3栋302
wangsx@sustech.edu.cn




????王树勋现为南方科技大学商学院金融系系主任、讲席教授。王树勋1986年本科毕业于北京大学数学专业，1989年获北京大学数学硕士学位，1991年获加拿大萨斯喀彻温大学统计硕士学位，1993年获加拿大滑铁卢大学统计博士学位。1993年起分别任教于加拿大康考迪亚大学、滑铁卢大学，并于1997年在滑铁卢大学提升为副教授并获得终身教职。


????王树勋于1997年加入美国SCOR 再保险公司担任研究主管，2005年创办Risk Lighthouse LLC公司担任主席；并同时于2004年加入乔治亚州立大学鲁滨逊商学院担任副教授，2008年提升为Thomas P. Bowles讲席教授。王树勋随后于2013年加入瑞士日内瓦协会任常务副秘书长，于2015年加入新加坡南洋理工大学，任“保险与金融研究中心”主任、任银行与金融系教授，于2019年年底加入南方科技大学商学院金融系，担任系主任、讲席教授。


????王树勋的研究兴趣广泛，包括中小企业融资、信息安全的经济学、网络保险、巨灾与气候险、长期投资项目的精算估值。他的论文发表在《Science》、《Journal of Risk and Insurance》、《Insurance: Mathematics and Economics》、《ASTIN Bulletin: The Journal of the International Actuaries Association》、《Pacific-Basin Finance Journal》等国际期刊上，他的论文被引量超过5100次，以他的姓氏命名的“王氏变换”数学公式被广泛应用于巨灾险、信用风险和天气衍生类产品的定价模型，他当前的研究主要集中在疫情后政府支持中小企业融资方向。


研究领域

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??政府如何支持中小企业融资

??信息安全的经济学原理
? 网络保险
? 巨灾与气候险
? 长期投资项目的精算估值


教育背景

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1986 北京大学 数学 学士
1989 北京大学 数学 硕士
1991 萨斯喀彻温大学 统计学 硕士
1993 滑铁卢大学 统计学 博士


工作经历

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2020 - 至今?? 南方科技大学商学院金融系 系主任、讲席教授

2015 – 2019 南洋理工大学保险与金融研究中心 主任
2013 – 2015 日内瓦协会 常务副秘书长
2005 – 2013 Risk Lighthouse LLC 主任
2008 – 2013 乔治亚州立大学鲁滨逊商学院 讲席教授
2004 – 2007 乔治亚州立大学鲁滨逊商学院 副教授
1997 – 2004 SCOR Reinsurance Co 研究主管
1994 – 1997 滑铁卢大学 助理教授、副教授
1993 – 1994 康考迪亚大学 助理教授


代表性论文

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1.? Wang, Shaun Shuxun and Goh, Jing Rong and Sornette, Didier and Wang, He and Yang, Esther Ying, Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform (June 12, 2020). Available at SSRN: https://ssrn.com/abstract=** or http://dx.doi.org/10.2139/ssrn.**?



2.? "Cyber?risk?research?impeded?by?disciplinary?barriers." SCIENCE, November 29, 2019. https://science.sciencemag.org/content/366/6469/1066.summary
(Authors:?Gregory?Falco,?Martin?Eling,?Danielle?Jablanski,?Virginia?Miller,?Lawrence?A.?Gordon,?Shaun?Shuxun?Wang,?Joan?Schmit,?Russell?Thomas,?Mauro?Elvedi,?Thomas?Maillart,?Emy?Donavan,?Simon?Dejung,?Matthias?Weber,?Eric?Durand,?Franklin?Nutter,?Uzi?Scheffer,?Gil?Arazi,?Gilbert?Ohana,?Herbert?Lin)


3.? Wang, Shaun (2019) “Integrated Framework for Information Security Investment and Cyber Insurance”, Pacific-Basin Finance Journal,? https://doi.org/10.1016/j.pacfin.2019.101173.?Winner of the 2018 University of Kentucky Research Prize.


4.? Shaun Wang as a co-author (2018) "On Cyber Risk Management of Blockchain Networks: A Game Theoretic Approach", IEEE Transactions on Services Computing, (Authors: Shaohan Feng ; Wenbo Wang ; Zehui Xiong ; Dusit Niyato ; Ping Wang ; Shaun Wang) Pages: 1 - 12, ISSN Information: DOI: 10.1109/TSC.2018.**.


5.? Dr. Shaun Wang’s 2000 paper “A Class of Distortion Operators for Pricing Financial and Insurance Risks” holds the “2nd Most Cited” paper published in the Journal of Risk and Insurance [top academic journal in Insurance and Risk Management] Single paper Google Scholar citation: 616.


6.? Dr. Shaun Wang’s 1996 paper “Premium Calculation by Transforming the Layer Premium Density” still holds the “Most Cited All Time” title of ASTIN Bulletin (The Journal of the International Actuaries Association)’s 60+ year history. ASTIN Bulletin is the top academic journal in Actuarial Science https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/most-cited.?Single paper Google Scholar citation: 713.


谷歌学术被引统计

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Citations：5113

H-Index：26
10-index：39


获奖经历

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1.? Recipient of the 2018 University of Kentucky Research Excellence Award
2.? Recipient of the 2014 Variance Journal Best Paper Prize
3.? Recipient of the 2012 Variance Journal Best Paper Prize
4.? Recipient of the 2012 Ronald Bornhuetter Loss Reserve Prize
5.? Recipient of the 2011 CAS/CIA/SOA Best Paper with Practical Risk Management Applications
6.? Recipient of the 2010 Robert Mehr Award by the American Risk and Insurance Association (for the paper published in the Journal of Risk and Insurance ten years ago that best stood the test of time)
7.? Invited to deliver a Capitol Hill briefing in Washington D.C. on the research report "The Financial Crisis and Lessons for Insurers" on September 29, 2009
8.? Recipient of the 2004 Ronald Ferguson Prize in Reinsurance
9.? Recipient of Inaugural Bob Alting von Geusau Memorial Prize by the International Actuarial Association, in Hague, Netherlands in 2003
10.? Recipient of the 2003 Charles A. Hachemeister Prize by the Casualty Actuarial Society
11.? Inventor of the Wang Transform, a formula for pricing risks. Awarded U.S. Patent ( #: US**) on July 6, 2010, and U.S. Patent (# 7,315,842) on January 1, 2008?
12.? Recipient of the 1997 Best Paper Prize at the CAS Ratemaking Seminar, Boston


研究项目
项目名称 资助机构 金额 时间 主持/参与
Cyber Risk Management Project (CyRiM)
Monetary Authority of Singapore & Insurance Industry SGD
$7,250,000 2016-2019 主持
Establishing Actuarial Measures of Property Value
Casualty Actuarial Society
US
$50,000 2013-2014 主持
Actuarial and Econometric Analyses of Systemic Risk in the Insurance Industry
Society of Actuaries CAE Research Grant
US
$200,000 2013-2014 共同主持
Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System Society of Actuaries US
$65,000 2012-2013 共同主持
Methodologies of Validating?Risk and Capital Models for?Insurance Companies
Society of Actuaries US
$58,000 2012-2014 共同主持
Liquidity and Credit Risk in the Valuation of Assets and Liabilities in a Going Concern
Casualty Actuarial
Society US
$42,000 2011 共同主持
The Financial Crisis and Lessons for Insurers
Society of Actuaries US
$44,000 2009 共同主持
Estimating the Actuarial Cost Function of Financial Distress
Society of Actuaries US
$20,000 2006 共同主持
Enterprise Risk Management for Property Casualty Insurance Companies
Casualty Actuarial
Society US
$20,000 2006 共同主持
Aggregate Loss Distributions: Convolution and Time Dependency Casualty Actuarial
Society US
$25,000 1997 主持
Further Studies on Insurance Risks Computing
National Science and Engineering Research Council of Canada
CND
$30,000 1994-1997 主持

期刊评审

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1.?????? Co-Editor, ASTIN Bulletin (Journal of the International Actuarial Association), 2005-2008.
2.?????? Member of Editorial Board – Asia-Pacific Journal of Risk and Insurance (2006)
3.?????? Associate Editor - North American Actuarial Journal (2001-2004)
4.?????? Section Editor - Encyclopedia of Actuarial Science (2001-2002)
5.?????? Founding Editor for the Joint SOA/CAS Risk Management Section Newsletter (2004)


会议论文及特邀演讲

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2020
2019: Haifa University, Israel; Hebrew University, Israel; Remin University, China; Myanmar; Society of Actuaries Annual Meeting, Toronto; Asia Actuarial Conference, Singapore; ICRM Symposium, Singapore; Harvard University, Massachusetts; National Insurance Academy, India; Oxford University, England; SCOR Paris; Fifteenth Annual Forum on Financial Information Systems and Cybersecurity: A Public Policy Perspective, USA.
2018: RIMS Cyber Risk Forum, USA; 9th International Symposium on Catastrophe Risk Management, ICRM, NTU, Singapore; Wuhan University, Wuhan, China; Insurance Summit on Belt and Road Initiative, Mandarin Orchard Hotel, Singapore; International Congress of Actuaries, Berlin, Germany; Monetary Authority of Singapore, Singapore; Tsinghua University, China; Columbia University, USA; Finance and Insurance School of Laval University, Canada.
2017: Shanghai Lujiazui Financial Risk Forum, Shanghai, China; Centre of Excellence of International Trading and Centre for RMB Internationalisation Studies of NBS, Pan Pacific Singapore; Fullerton Hotel, Singapore; American Risk and Insurance Association Annual meeting, in Toronto, Canada; 2nd Asia Cyber Risk Summit, Singapore; Workshop on Measurement of Digital Security Incidents and Risk Management, in Zurich, Switzerland; Blavatnik Interdisciplinary Cyber Research Centre, Israel; Monetary Authority of Singapore, Singapore; China Finance Information Centre, Shanghai, China.
2016: NTUitive Innovation Center, Singapore; Cyber Risk and Secure Finance Forum, Shanghai; University of New South Wales, Sydney; CAS Asia Regional Affiliate, Singapore Seminar, Singapore; Asia Development Bank Institute, Tokyo, Japan; 1st Asia Cyber Risk Summit, Singapore; ICRM Symposium, Singapore; IFOA Asia Conference, Hilton Kuala Lumpur; Asia Conference on Big Data and Analytics for Insurance, Singapore.


教授课程（近三年）

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2018 - 2019 应用回归分析
2018 - 2019 网络风险管理与保险
2017 – 2018 精算经济学


指导博士生

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1. 指导老师，Jing Rong GOH, 2016 – 2019
2. 博士论文委员会， Pingyi LOU：《Three Essays on Insurance Company Investment》, 2015-2018（去往复旦大学）
3. 答辩委员会成员，YANG Bowen：《Longevity and Statistical Modelling》，2017年毕业
4. 指导老师，Jing Jing ZHU（访问博士生），2016 - 2017
5. 外部评审，博士论文委员会，Ruodu Wang Georgia Institute of Technology，2012
6. 博士论文委员会，Jin Gao（Georgia State University），2010
7. 博士论文委员会，Xiangjing Wei（Georgia State University），2010
8. 博士论文委员会，Hua Chen（Georgia State University），2008
9. 博士论文委员会，Ruilin Tian（Georgia State University），2008
10. 博士论文委员会，Chayanin Kerdpholngarm（Georgia State University），2007
11. 博士论文委员会，Andreas Milidonis（Georgia State University），2006
12. 博士论文委员会，Yijia Lin（Georgia State University），2006
13. 博士论文委员会，Edohj Afambo（Georgia State University），2006
14. 博士论文委员会，Jeung-bo Shim（Georgia State University），2006
15. 外部评审，Mohamed Hamada（University of New South Wales），2002
16. 外部博士论文委员会，Harry Niederau（University of Zurich），2000
17. 博士论文委员会，Hoque Sharif（University of Waterloo），1997


获奖经历：