Haoyu Yin
资产负债管理 at 合众人寿保险股份有限公司- Claim this Profile
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Bio
Experience
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合众人寿保险股份有限公司
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China
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Insurance
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1 - 100 Employee
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资产负债管理
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Sep 2020 - Present
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The Janet & Mark L. Goldenson Center
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Storrs, Connecticut
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Actuarial Intern
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Dec 2018 - Feb 2019
◆ Collaborated with Connecticut School Finance to create Public Investment Community(PIC) Index for 169 districts of State of Connecticut to evaluate their level of economic development ◆ Adopted Credibility Theory (Bühlmann-Straub Model) to predict the year of 2019’s Special Education Excess Cost for each district, ensuring that they can make optimal budgets to cover the excess cost for special education students ◆ Built a VBA function to make the model more flexible, in which the training years, testing years and other parameters can be changed anytime and the predictions will be updated immediately Show less
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University of Connecticut
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United States
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Higher Education
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700 & Above Employee
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Research Analyst
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May 2018 - Jul 2018
◆ Researched and found a better approach for modeling American put option exercising timing compared to traditional model designs, and allowed flexibility in later model adoptions ◆ Improved traditional stock simulation model from Geometric Brownian Motion to customized Geometric Brownian Motion for better simulation accuracy ◆ Adopted the Support Vector Machine method in R to enhance the precision of the American put option exercising decisions ◆ Researched and found a better approach for modeling American put option exercising timing compared to traditional model designs, and allowed flexibility in later model adoptions ◆ Improved traditional stock simulation model from Geometric Brownian Motion to customized Geometric Brownian Motion for better simulation accuracy ◆ Adopted the Support Vector Machine method in R to enhance the precision of the American put option exercising decisions
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Education
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University of Connecticut
Master's degree, Applied Financial Mathematics–With Concentration in Actuarial Science -
University of Chinese Academy of Sciences
Master's degree, Finance, General -
Xiamen University
Bachelor of Science - BS, Mathematics