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ABOUT ME

I am currently a PhD candidate in Statistics at Simon Fraser University. My supervisors are Dr. Derek Bingham and Dr. Gary Parker.

My research interests include design and analysis of computer experiments, model calibration of large computer experiments, stochastic modeling of financial risks for life insurance portfolio.

Prior to my PhD study, I worked in the field of risk management for bank and insurance company under ALM framework. I modeled credit risk and financial risk with machine learning techques and stochastic interest rate models. I worked on both BASEL II for bank and Economic Captial for life insurance portfolios.

Contact

Luyao Lin

PhD Candidate in Statistics

Department of Statistics and Actuarial Science

Simon Fraser University

8888 University Drive

Burnaby, BC, Canada V5A 1S6

Office: Shrum Science Centre K10571

Tel: 778-782-6998

Email: lla24 AT sfu.ca

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