Academic Experience:
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Assistant Professor - University of Waterloo, Department of Statistics and Actuarial Science (2022-present)
Education:
- PhD, Actuarial Science, Risk Management, and Insurance - University of Wisconsin-Madison (2022)
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BMath, Joint Honours Actuarial Science and Statistics - University of Waterloo (2016)
Professional Designations:
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Associate of the Society of Actuaries (ASA) (2018)
Research Interests:
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Predictive modelling, insurance and risk analytics, dependence modelling
Publications:
- Gao, L. and Shi, P. “Risk Modeling of Property Insurance Claims from Weather Events,” Revise & Resubmit, Journal of Risk and Insurance.
- Gao, L. and Shi, P. (2022). “Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns,” Insurance: Mathematics and Economics, 107(2022), pp. 161-179.
- Gao, L. and Rosenberg, M. A. (2021). “Assessing the Causal Impact of Delayed Oral Health Care on Emergency Department Utilization,” North American Actuarial Journal, 25(1), pp. 40-52.
- Frees, E. W. and Gao, L. (2020). “Predictive Analytics and Medical Malpractice,” North American Actuarial Journal, 24(2), pp. 211-227.
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Cretu, D., Gao, L., Liang, K., Soosaipillai, A., Diamandis, E., and Chandran, V. (2018). “Differentiating Psoriatic Arthritis From Psoriasis Without Psoriatic Arthritis Using Novel Serum Biomarkers,” Arthritis Care & Research, 70(3), pp. 454-461.
Book Chapters:
- Model Selection and Estimation, with Edward W. Frees for Loss Data Analytics, Open Actuarial Textbooks
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Aggregate Loss Models, with Peng Shi for Loss Data Analytics, Open Actuarial Textbooks
Teaching:
University of Waterloo (Instructor)
- ACTSC 363 - Casualty and Health Insurance Mathematics 1 (Winter 2024)
- ACTSC 625 - Casualty and Health Insurance Mathematics (Winter 2024)
- ACTSC 231 - Introductory Financial Mathematics (Winter 2023 4.46/5)
University of Wisconsin-Madison (TA)
- GB 656 - Machine Learning for Business Analytics (Spring 2022)
- RMI 300 - Principles of Risk Management (Fall 2021)
- Graduate Teaching Improvement Program (2019-2022)
- RMI 300 - Principles of Risk Management (Fall 2020 4.76/5, Spring 2021 4.93/5)
- RMI 300 - Principles of Risk Management (Fall 2019 4.41/5, Spring 2020 4.76/5)
- ACT SCI 652 - Loss Models I (Spring 2018)
- GB 306 - Business Analytics I (Fall 2016 4.43/5, Spring 2017 4.63/5)
Invited Presentations:
- Actuarial Research Conference (Invited Session) Climate Change: Models and Data (2023) - Risk Modeling of Hail Damage Insurance Claims Using a Factor Copula Regression for Replicated Spatial Data
- Waterloo Conference in Statistics, Actuarial Science, and Finance (2023) - Risk Modeling of Hail Damage Insurance Claims Using a Factor Copula Regression for Replicated Spatial Data
- Georgia State University Maurice R. Greenberg School of Risk Science Seminar (2023) - Insurance Claims Management for Spatially Correlated Weather Property Losses
- University of Waterloo Statistics and Actuarial Science Student Seminar (2022) - A Spatial Factor Copula for Replicated Weather Property Insurance Loss Data
- University of New South Wales School of Risk and Actuarial Studies Seminar (2022) - A Marked Spatial Point Process for Insurance Claims Management
- The Ohio State University Mathematics Department Seminar (2022) - A Marked Spatial Point Process for Insurance Claims Management
- University of Waterloo Statistics and Actuarial Science Department Seminar (2022) - A Marked Spatial Point Process for Insurance Claims Management
- University of Wisconsin-Eau Claire Mathematics Department Seminar (2021) - Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
- University of St. Thomas Mathematics Department Seminar (2021) - Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
- Chinese University of Hong Kong Finance Department Seminar (2021) - Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
Contributed Talks:
- Joint Statistical Meetings (2023) - Risk Modeling of Hail Damage Insurance Claims Using a Factor Copula Regression for Replicated Spatial Data
- International Congress on Insurance: Mathematics and Economics (2023) - Risk Modeling of Hail Damage Insurance Claims Using a Factor Copula Regression for Replicated Spatial Data
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Waterloo Student Conference in Statistics, Actuarial Science and Finance (2021) - Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
(Presentation award) -
Actuarial Research Conference (2021) - Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
(Best student presentation award) - International Congress on Insurance: Mathematics and Economics (2021) - Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
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Actuarial Research Conference (2019) - The Impact of Unmet Oral Health Needs on Hospital Emergency Department Utilization
(Honorable mention presentation award)
Research Funding:
- NSERC Discovery Grants, $135,000 CAD (2023-2028)
- NSERC Discovery Launch Supplement, $12,500 CAD (2023)
Honours & Awards:
- Waterloo Student Conference in Statistics, Actuarial Science and Finance Presentation Award (2021)
- Actuarial Research Conference Best Student Presentation (2021)
- Society of Actuaries James C. Hickman Scholar (2017-2021)
- Wisconsin School of Business Distinguished Teaching Award (2017, 2020, 2021)
- Wisconsin School of Business Graduate Scholarship (2016-2021)
- Wisconsin School of Business Travel Award (2019, 2021)
- Actuarial Research Conference Honorable Mention (2019)
- University of Wisconsin-Madison Student Research Grants Competition Travel Award (2019)
- University of Waterloo Mathematics Dean’s Honours List - With Distinction (2016)
- NSERC Undergraduate Student Research Award (2014)
- University of Waterloo President's Research Award (2014)
Service:
- Referee for: Insurance: Mathematics and Economics, Journal of Risk and Insurance, European Actuarial Journal, Canadian Journal of Statistics
- Organizer, Actuarial Science and Financial Mathematics Seminar Series (2023-2024)
- Consultant, Math Strategic Framework, Faculty of Mathematics (2023)
- Organizing Committee, Waterloo Conference in Statistics, Actuarial Science, and Finance (2023)
- Admissions Committee, Master of Actuarial Science (2022-2024)
- Panelist, CANSSI Ontario Job Market Advice (2022)
- Social Media Assistant, Journal of Risk and Insurance (2020-2022)
- Organizer, Wisconsin School of Business Teaching Improvement Program (2019-2022)
- Panelist, Wisconsin School of Business PhD Proseminar (2017-2021)
- Discussant, American Risk and Insurance Association Annual Meeting (2018) - "An analysis of period and cohort mortality shocks in international data,'' by David McCarthy and Po-Lin Wang
- Panelist, DocNet Recruiting Forum (2018)
Student Supervision:
- PhD: Yimiao Zhao (current, co-supervision with Fan Yang)
- PhD committee: Yiping Guo (current)
- MMath: Haya Anis Kamel (2022), Matthew Crane (2023), Qianyu Chen (2023), Mwasi Mboya (current)
Professional Experience:
- Actuarial Co-op, Segregated Fund Valuation - Manulife Financial, Waterloo (May-Aug 2015)
- Actuarial Co-op, John Hancock Retirement Pricing - Manulife Financial, Toronto (Jan-Apr 2014)
- Actuarial Assistant, Capital and Risk Management - Foresters, Toronto (May-Aug 2013)
- Actuarial Assistant, Capital and Risk Management - Foresters, Toronto (May-Aug 2012)