Download CV - Geneva Association

9. Recipient of the Inaugural Bob Alting von Geusau Memorial Prize by the International Actuarial
Association, 2003.
10. Recipient of the Charles A. Hachemeister Prize by the Casualty Actuarial Society, 2003.
11. Recipient of the Best Paper Prize at the CAS Ratemaking Seminar, 1997.
WORK EXPERIENCE:
Full-time positions
• 2007 – 2013, Full Professor of Actuarial Science, Holder of Thomas P. Bowles Chair of Actuarial
Science, Dept. of Risk Management and Insurance, Robinson College of Business, Georgia State
University.
• 2004 – 2007, Associate Professor of Actuarial Science, Holder of Robert W. Batten Chair of
Actuarial Science, Dept. of Risk Management and Insurance, Robinson College of Business,
Georgia State University.
• 1997 – 2004, SCOR Reinsurance Company, Director of Research, Itasca, IL 60007
• 1994 – 1997, Assistant Professor of Actuarial Science (promoted to Associate Professor with
Tenure in 1997), Department of Statistics and Actuarial Science, University of Waterloo, Waterloo,
Canada
• 1993 – 1994, Assistant Professor of Actuarial Science, Department of Mathematics and Statistics,
Concordia University, Montreal, Canada
Part-time and visiting positions
• 2010 – 2013, Chairman, Risk Lighthouse, LLC, Atlanta, GA, USA
• Summer 2009, Visiting Professor, University of Hong Kong, HK
• Summer 2008, Visiting Professor, Wuhan University, Wuhan, China
• Summer 2007, Visiting Professor, ISFA, Université Claude Bernard Lyon 1, France
• 2003 – 2004, Visiting Professor, Guanghua School of Management, Peking University
• Fall 1996, Visiting Associate Professor, University of Copenhagen, Denmark
• Fall 1995, Visiting Lecturer, Nankai University, Tianjin, China
PUBLICATIONS:
Refereed scholarly journals
1. Wang, Shaun, John Major, Charles Pan, and Jessica Leong (2011). “U.S. Property-Casualty:
Underwriting Cycle Modeling and Risk Benchmarks”, Variance Journal, 5(2): 91-114.
2. Chen, Hua, Samuel H. Cox and Shaun Wang (2010). “Is the Home Equity Conversion Program in
the United States Sustainable? Evidence from Pricing Mortgage Insurance Premiums and Non-
Recourse Provisions Using the Conditional Esscher Transform”, Insurance: Mathematics and
Economics, 46(2): 371-384.
3. Klein, Robert W., and Shaun Wang (2009) “Catastrophe Risk Financing in the United States and
the European Union: A Comparison of Alternative Regulatory Approaches,” Journal of Risk and
Insurance, 76(3): 607-637.
4. Wang, Shaun (2007), “Normalized Exponential Tilting: Pricing and Measuring Multivariate Risks”,
North American Actuarial Journal, 11(3): 89-99.
5. Milidonis, Andreas, and Shaun Wang (2007) “Estimation of Distress Costs Associated with
Downgrades Using Regime Switching Models”, North American Actuarial Journal, 11(4): 42-60.
6. Samuel H. Cox, Yijia Lin, and Shaun Wang (2006) “Multivariate Exponential Tilting And Pricing
Implications For Mortality Securitization,” Journal of Risk and Insurance, December 2006, 73(4):
719–736
7. Wang, Shaun “Cat Bond Pricing Using Probability Transforms.” The Geneva Papers on Risk and
Insurance – Issues and Practice, 2004