Profile

Liang Hong, Ph.D.
Assistant Professor of Actuarial Science/Mathematics (Mathematics)
hong@rmu.edu
412-397-4024 phone (M)
John Jay 149


Educational Background

  • Bachelor of Arts, Economics and Investment Management, Shanghai University of Finance and Economics, 2000
  • Ph.D., Mathematics, Purdue University, 2009

Professional Background

  • State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), June, 2012.
  • State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), July, 2011.
  • Society of Actuaries Institutional Grant, $5,000, funded, Principal Investigator, 2010.
  • Bradley University Caterpillar Fellowship, $5,000, funded, Principal Investigator, twice, 2009 and 2011
  • Dr. Hong is a Fellow of the Society of Actuaries (SOA), a member of American Statistical Association (ASA), a permanent member of Institute of Mathematical Statistics (IMS) and a permanent member of International Chinese Statistical Association (ICAS).
  • Dr. Hong has been involved in the Society of Actuaries' research and education activities since he became an Fellow of SOA in 2011. Besides being active in actuarial research, he is serving on several SOA educational committees.

Area of Expertise/Research

  • Functional Analysis
  • Stochastic Analysis
  • Asymptotic Statistics, Bayesian Statistics
  • Mathematical Economics, Mathematical Finance
  • Actuarial Science, Insurance and Risk Management

Publications

  • Recent Publications

    Two new elementary derivations of geometric expectation, The American Statistician, (2014), to appear.

    Comment: The mean value theorem and Talyor's expansion in statistics, The American Statistician, (2014), to appear.

    Testing for asymmetric information in reinsurance markets (with Zhiqiang Yan), Geneva Paper on Risk and Insurance, (2014), to appear.

    Some remarks on capital allocation by percentile layer, European Actuarial Journal, (2013), 3 (2), 439-452.

    Contingent means in multi-life models, Scandinavian Actuarial Journal, (with Jyotirmoy Sarkar), (2013), 5, 340-351.

    Submitted Papers,

    Remarks on quantiles and a unified approach for stochastic ordering of risks.

    Ando-Douglas type characterization of generalized conditional expectations, optional projections and predictable projections, http://arxiv.org/abs/1402.1155

    On order-bounded subsets of locally solid Riesz spaces, http://arxiv.org/abs/1401.6095

    On the interpolation property and dominated decomposition property of quasimartingales, http://arxiv.org/abs/1311.6389

    On Riesz decomposition property and interpolation property of stopping times, http://arxiv.org/abs/1309.4329

    On the choice between two delta-hedging strategies for variable annuities.

    Selecting the right type of asset models using tests for jumps (with Jian Zou).

    Working Papers

    Testing the Markovian assumption in asset return model (with Chris Groendyke and Jian Zou).

Presentations

  • 2012 - Dr. Hong has delivered invited talks about his research work at many universities cross North America including Georgia State University, University of Illinois at Chicago, Michigan State University, University of Pittsburgh, Temple University, University of Waterloo, and University of Wisconsin-Madison.

Schedule of Courses
Schedule Book for All Active and Available Future Terms, Liang


Spring 2014
Course-SectionTimeDaysLocInstructorSessionSeats
  • ASCI4220-A
  • 02:00-03:15 PM T RMHong1 (01/13-05/03/14)13 Seats
  • MATH2040-F
  • 09:30-10:45 AM T RMHong1 (01/13-05/03/14)4 Seats
  • STAT3150-B
  • 11:00-12:15 PM T RMHong1 (01/13-05/03/14)0 Seats

    Fall 2014
    Course-SectionTimeDaysLocInstructorSessionSeats
  • STAT2110-L
  • 06:00-08:50 PM TMHong1 (08/25-12/13/14)26 Seats
  • STAT3140-B
  • 10:45-12:00 PM T RMHong1 (08/25-12/13/14)21 Seats
  • STAT3140-A
  • 09:15-10:30 AM T RMHong1 (08/25-12/13/14)24 Seats

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