• SHSS

    • Dr LEE Wing Yan, Becky （李穎欣博士）
    BSc (HKU)
    MMath (Waterloo)
    PhD (Waterloo)
    ASA (Society of Actuaries)

    Associate Professor
    Associate Programme Director (Academic) of MSc-INS Programme
    Department of Mathematics, Statistics and Insurance

    電話 : (852) 3963 5244
    電郵 :
    beckylee@hsu.edu.hk


    Dr Lee received her BSc In Actuarial Science from the University of Hong Kong. She obtained her MMath degree in Actuarial Science and PhD degree in Actuarial Science from University of Waterloo.


    Research InterestsPublicationsResearch Grants
    TopResearch Interests
    • Risk theory
    • Stochastic models for insurance and finance
    TopPublications
    ..........Journal Articles..........
    1. Lee, W. Y., Li, X., Liu, F., Shi, Y., and Yam, S. C. P., 2021. A Fourier-cosine method for finite-time ruin probabilities. Insurance: Mathematics and Economics, 99, 256-267.
    2. Lee, W. Y., and Fung, D. W. H., 2021. Optimal effort on self-Insurance-cum-protection: A new analysis using Yaari’s Dual Theory. Mathematics, 9(22), 2853, DOI: 10.3390/math9222853.
    3. Bai, Y., Tian, M., Tang, M. L., and Lee, W. Y., 2021. Variable selection for ultra-high dimensional quantile regression with missing data and measurement error. Statistical Methods in Medical Research, 30(1), 129-150.
    4. Fung, D. W. H., Lee, W. Y., Yeh, J. J. H., and Yuen, F. L., 2020. Friend or foe: The divergent effects of FinTech on financial stability. Emerging Markets Review, 45, 100727.
    5. Yuen, F. L., Lee, W. Y., Fung, W. H., 2020. A Cyclic Approach on Classical Ruin Model. Insurance: Mathematics and Economics, 91, 104-110.
    6. Lee, W. Y., Liu, F., 2018. Analysis of a dynamic premium strategy: From theoretical and marketing perspectives. Journal of Industrial and Management Optimization, 14(4), 1545-1564.
    7. Choy, S. K., Lam, S. Y., Yu, K. W., Lee, W. Y., Leung, K. T., 2017. Fuzzy model-based clustering and its application in image segmentation. Pattern Recognition 68, 141-157.
    8. Lee, W. Y., Willmot, G. E., 2016. The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes. Scandinavian Actuarial Journal, 550-564.
    9. Lee, W. Y., Willmot, G. E., 2014. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. Insurance: Mathematics and Economics 59, 1-10.
    10. Landriault, D., Lee, W. Y., Willmot, G. E., Woo, J.-K., 2014. A note on deficit analysis in dependency models involving Coxian claim amounts. Scandinavian Actuarial Journal, 405-423.
    .........Conference Proceedings..........
    1. S. K. Choy, W. Y. Lee, Y. Wu and T. F. Zel, Property Market Analysis Using Time-Frequency Decomposition, 21st International Congress on Insurance: Mathematics and Economics, Vienna, July 3-5, 2017.
    2. W. Zhu, W. Y. Lee, S. K. Choy, S. Y. Lam and K. W. Yu, Systemic Weather Risk and Agricultural Insurance Pricing, 21st International Congress on Insurance: Mathematics and Economics, Vienna, July 3-5, 2017.
    3. W. Y. Lee, On the density of the time to ruin in dependent Sparre Andersen models with Coxian claims, 19 th International Congress on Insurance: Mathematics and Economics, Liverpool, Jun 24-26, 2015.
    TopResearch Grants
    •  (UGC/FDS14/P03/16) HK$733,800. “Analysis and Application of Bounds in Insolvency Problem,” funded by the University Grants Committee (UGC) 2016/2017. (PI)