Lan Wu

Nationality : China
Office address : Dept. of Financial Mathematics, School of Mathematical Sciences, Peking University, Beijing 100871 P. R. China
Tel : 86 10 6275 9848
Fax : 86 10 6275 1801
E-mail : lwu@pku.edu.cn
Research Fields : Quantitative Finance & Actuarial Science

Education:
7/99 Peking University Ph.D. in Probability Theory and Mathematical Statistics
7/90 Peking University Master of Probability Theory and Mathematical Statistics
7/84 Peking University Bachelor of Mathematics

Teaching experience:
9/90 - 7/96
Dept. of Probability and Statistics, Peking University
Experimental design Probability and statistics
96/9 -
School of Mathematical Sciences, Peking University
Theory of Interests Actuarial Mathematics
Risk Theory Statistics in Finance
Practical Actuarial Methods

Research and project experience:
National Grant
(1)Head of Team of the project of "Risk model and data analysis of banking and insurance industrial" (2007-2012) aided by the National Basic Research Program of China (973 Program, 2007CB814905)
(2)Main participant of the project “Chinese Appointed Actuary system” for China Insurance Regulation Committee(CIRC)
(3)Main participant of the project “Actuarial issues in insurance solvency management” for China Insurance Regulation Committee(CIRC) ,2003
(4)Main participant of the project “Insurance Regulation: organization, mission and objectives” for China Insurance Regulation Committee(CIRC),2003

Industrial Grant
(1)2011.03-11, Head of the project of “Operational risk management implementation of commercial bank” for ZhengZhou Bank
(2)2009.03-2009.11 Head of the project of “China’s Social Insurance Actuarial Reporting System” for the Social Security Department of the Ministry of Finance (MOF)
(3)2008.11-2009.03 Head of the project of “Methodology of Stress Testing of commercial bank and case for credit risk model” for China Construction Bank
(4)2007.01-12, Head of the project of “Experiences Analysis & Ratemaking Model” for HongKong Export Credit Insurance Company