Membership - Chan Wai Sum
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Chan Wai Sum
Professor of Actuarial Science
Department of Finance, The Chinese University of Hong Kong

Qualifications
Chartered Statistician, Royal Statistical Society, U.K., 98-present (Designation: C.Stat.)
Fellow, Society of Actuaries, U.S.A., 95-present (Designation: F.S.A.)
Fellow, Singapore Actuarial Society, 96-present
Ph.D. in Applied Statistics, Fox School of Business, Temple University, U.S.A., 1989
M.Sc. in Applied Statistics, Fox School of Business, Temple University, U.S.A., 1988
M.Phil. in Statistics, Department of Statistics, Chinese University of Hong Kong, 1986
B.B.A. (Honours) in Accounting, School of Business, Chinese University of Hong Kong, 1984

Research Areas

  • Actuarial Modelling
  • Health Care Financing
  • Retirement Income Arrangements

Selected Publications

  1. Chan, W.S. and Chan, F.W.H., Actuarial Tables for use in Personal Injury and Fatal Accident Cases - Hong Kong Mortality 2001 (accepted for publication by Sweet & Maxwell).
  2. Chan, W.S., "Stochastic Investment Modelling: A Multiple Time Series Approach," British Actuarial Journal (accepted for publication).
  3. Chan, W.S., "Introduction to Basic Actuarial Principles", Actuarial Science -- Theory and Practice, edited by H Shang and A Tosseti, Beijing: Higher Education Press, 2002, 1-60.
  4. Chan, W.S. and Liu, W.N., "Diagnosing Shocks in Markets of Southeast Asia, Australia and New Zealand, " Mathematics and Computer in Simulations, 2002, Vol. 59, 223-232.
  5. Chan, W.S., "The First Mandated Social Security Pension Scheme in Hong Kong", Benefits, 2001, Vol. 32, 15-21.
  6. Chan, W.S., "Teaching the Concept of Breakdown Point in Linear Regression Analysis," International Journal of Mathematical Education in Science and Technology, 2001, Vol. 32, 745-748.
  7. Ng, E.T.M. and Chan, W.S., "Some Seasonal Unit Root Tests with a Maintained Broken Trend," Journal of Applied Statistical Science, 2001, Vol. 10, 259-277.
  8. Lo, W.C. and Chan, W.S., "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal , 2000, Vol. 4, 269-288.
  9. Chan, W.S. and Chan, F.W.H., "Lai Wee Lian Revisited - Should Actuarial Tables be Used for the Assessment of Damages in Personal Injury Litigation in Singapore?" Singapore Journal of Legal Studies, 2000, 364-378.
  10. Chan, W.S., "Modelling Corporate Bond Default Risk: A Multiple Time Series Approach," Journal of Actuarial Practice, 2000, Vol. 8, 211-235.