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CUHK STAT
Faculty
YAM, Phillip 任尚智
Name YAM, Phillip 任尚智
Title Co-director, Interdisciplinary Major Program in Quantitative Finance and Risk Management Science
Position Professor
Email scpyam [at] cuhk.edu.hk
Phone Number 3943 7941
Fax Number 2603 5188
Address LSB G19
Homepage http://www.sta.cuhk.edu.hk/scpy/
Detail Image
Academic Background
BSc(Actuarial Sc) (1st Class*) and M.Phil. (HKU) (Supervisor: Hailiang Yang)
MASt with Distinction^,# (Cantab) (Cambridge)
D.Phil.# (Oxon) (Oxford) (Supervisor: Terry Lyons)
Research Interest
Actuarial Science
Applied Mathematics
Mathematical Finance
Probability Theory and Stochastic Analysis
Statistical Theory and Applications
Selected Publications

 

Book: Bensoussan, A., Frehse, J., and Yam, P. (2013).  Mean Field Games and Mean Field Type Control Theory (2013). New York: Springer Verlag.

 
Mean Field Games and Mean Field Type Control Theory

Please refer to my personal homepage for more publications in refereed journals.

 
Professional Services
Associate Editor, Risks — Open Access Risk Management Journal
Associate Editor, Journal of Industrial & Management Optimization
Associate Editor, Insurance: Mathematics and Economics
Teaching

2019/20 Term 1
RMSC4002 Data Analysis in Finance and Risk Management Science


2019/20 Term 2
STAT2006A/B Basic Concepts in Statistics and Probability II
STAT6105 Basic Actuarial Principles and Their Applications
Honours and Awards
  1. Visiting Associate Professor at the Columbia University in the City of New York, 2016 
  2. International Partnerships Development Programme 2013-14, OAL, The Chinese University of Hong Kong, Hong Kong
  3. Research fellowship (2010 and 2013), The Hausdorff Institute of Mathematics, University of Bonn, Germany
  4. Junior research fellowship (2007), The Erwin Schrodinger International Institute for Mathematical Physics, University of Vienna, Austria
  5. #Scholarships (2002 - 2003, 2004 - 2007), Croucher Foundation, Hong Kong 
  6. ^E. M. Burnett Prize in Mathematics (2003), University of Cambridge, United Kingdom
  7. *Dean's Honors Listings (1997 to 1999), The University of Hong Kong, Hong Kong
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