Ambrose Lo

Associate Professor of Statistics and Actuarial Science, College of Liberal Arts and Sciences
Associate Professor of Actuarial Science with tenure, Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, July 2019 - Present
Faculty Member, Interdisciplinary Ph.D. Program in Applied Mathematical and Computational Sciences (AMCS), University of Iowa, Iowa City, Iowa, May 2018 - Present
Tenure-track Assistant Professor of Actuarial Science, Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, August 2014 - June 2019

Contact Information

Primary Office: 368 Schaeffer Hall (SH)
20 E Washington St
Iowa City, IA 52242-1409
319-335-1915

Websites

Education

  • PhD in Actuarial Science, University of Hong Kong, Hong Kong, Hong Kong, 2014
  • BS in Actuarial Science, University of Hong Kong, Hong Kong, Hong Kong, 2010

Areas of Research Interest

  • Dependence structures
  • Optimal (re)insurance
  • Quantitative risk management
  • Risk measures

Selected Licensures and Certifications

  • Fellow of the Society of Actuaries (FSA), Society of Actuaries, Illinois, United States, October 2013.
  • Chartered Enterprise Risk Analyst (CERA), Society of Actuaries, Illinois, United States, January 2013.

Selected Awards and Honors

  • Recognized by the graduating classes of 2019, 2018, 2017, 2016 as a UI faculty member "making a positive difference in their lives during their time at UI," published in The Daily Iowan, University of Iowa, Iowa City, Iowa, United States, 2016
  • Thank-a-Teacher notes of appreciation for ACTS:4380 Mathematics of Finance II (Spring 2019 and Fall 2017), STAT:4510 Regression, Time Series, and Forecasting (Fall 2016), ACTS:4130 Quantitative Methods for Actuaries (Spring 2, Center for Teaching, University of Iowa, Iowa City, Iowa, United States, 2014
  • Award of Excellence by Teaching Assistant 2011-2012, Faculty of Science, University of Hong Kong, Hong Kong, Hong Kong, 2011 - 2012
  • Best Teaching Assistant Award (Spring 2014, Fall 2013, Fall 2012, Spring 2012, Fall 2011, Fall 2010), Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong, Hong Kong, 2010 - 2014

Selected Courses Taught

  • Topics in Actuarial Science, ACTS:4160, Spring 2019
  • Mathematics of Finance II, ACTS:4380, Spring 2019
  • Mathematics of Finance II, ACTS:4380, Spring 2018
  • Mathematics of Finance II, ACTS:4380, Fall 2018
  • Mathematics of Finance II, ACTS:4380, Spring 2017
  • Regression, Time Series, and Forecasting, STAT:4510, Fall 2017
  • Mathematics of Finance II, ACTS:4380, Fall 2017
  • Quantitative Methods for Actuaries, ACTS:4130, Spring 2016
  • Mathematics of Finance II, ACTS:4380, Spring 2016
  • Regression, Time Series, and Forecasting, STAT:4510, Fall 2016

Selected Publications

Selected Presentations

  • Lo, A. (2019, April) Universally Marketable Insurance in a Mixture Model. Invited Lecture presented at Workshop on Frontier Areas in Financial Analytics, The Fields Institute, Toronto, Canada.
  • Lo, A., Tang, Q. & Tang, Z. (2018, July) Universally Marketable Insurance in the Presence of Multiple Risks. Conference Presentation presented at 22nd International Congress on Insurance: Mathematics and Economics, University of New South Wales, Sydney, Australia.
  • Lo, A. (2018, July) Constrained and Unconstrained Optimal Reinsurance. Invited Lecture presented at 2nd International Workshop on Optimal (Re)Insurance, Central University of Finance and Economics, Beijing, China.
  • Lo, A. (2018, April) Recent Advances in Risk-measure-based Optimal Reinsurance. Invited Lecture presented at Mathematical Finance, Risk and Uncertainty Seminar, Departments of Mathematics and Industrial Enterprise and Systems Engineering, University of Illinois at Urbana–Champaign, Champaign, Illinois.
  • Lo, A. (2018, March) Recent Advances in Risk-measure-based Optimal Reinsurance. Invited Lecture presented at Snell Actuarial Science & Risk Management Seminar Series, Department of Finance, University of Nebraska–Lincoln, Lincoln, Nebraska.
  • Lo, A. (2018, March) Optimal Reinsurance: A Contemporary Risk Measure Perspective. Invited Lecture presented at Applied Mathematical and Computational Sciences Seminar, University of Iowa, Iowa City, Iowa.
  • Lo, A. (2018, February) Optimal Reinsurance: A Contemporary Risk Measure Perspective. Invited Lecture presented at Computational Finance Seminar, Department of Statistics, Purdue University, West Lafayette, Indiana.
  • Lo, A., Tang, Z. (2017, July) Pareto-optimal reinsurance policies in the presence of individual risk constraints. Conference Presentation presented at 21st International Congress on Insurance: Mathematics and Economics, TU Wien (Technische Universität Wien), Vienna, Austria.
  • Lo, A. (2016, July) A Neyman-Pearson perspective on optimal reinsurance with constraints. Conference Presentation presented at 51st Actuarial Research Conference, University of Minnesota, University of St. Thomas, Society of Actuaries, Minneapolis, Minnesota.
  • Lo, A. (2016, July) A Neyman-Pearson perspective on optimal reinsurance with constraints. Conference Presentation presented at 20th International Congress on Insurance: Mathematics and Economics, Georgia State University, Atlanta, Georgia.

Selected Grants and Contracts

  • Chan, Kung-Sik (Multi-PI), Chen, Yiqing (Multi-PI), Lo, Ambrose (Multi-PI), Shiu, Elias (Multi-PI), Tang, Qihe (Multi-PI) Grant Research/Creative Work (Applied or Basic). Modeling, Measuring, and Managing Catastrophe Risks. Sponsored by Society of Actuaries Centers of Actuarial Excellence (CAE) Research Grant. Funded. October 31, 2017 - May 31, 2021.
  • Lo, Ambrose (Multi-PI), Shiu, Elias (Multi-PI), Shyamalkumar, Nariankadu D. (Multi-PI), Tang, Qihe (Multi-PI) Grant Research/Creative Work (Applied or Basic). A Multifaceted Study of Risk Management for Insurance. Sponsored by Society of Actuaries Centers of Actuarial Excellence (CAE) Research Grant. April 15, 2013 - April 14, 2016.
Last Modified Date: August 23, 2019