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Nguyễn Quang Huy

Họ tên
Nguyễn Quang Huy
Bộ môn:
Toán kinh tế
Học vị:
Tiến sỹ
Chức danh:
Giảng viên
Chức vụ:
Phó trưởng khoa
Liên hệ:
huynqtkt@neu.edu.vn

I'm interested in rare event simulation, conditional Monte Carlo simulation, dependence between random variables, tail dependence ...

Thông tin cá nhân

  • Họ tên: Nguyễn Quang Huy
  • Tel: 0917 56 1985
  • Email: huynqtkt@neu.edu.vn hoặc quanghuy_isfa@yahoo.com

Kinh nghiệm làm việc

  • Từ 03/2019 – nay: Giảng viên bộ môn Toán Kinh tế, Phó trưởng Khoa Toán Kinh tế, phụ trách các chương trình đào tạo Actuary & Data science.
  • Từ 02/2018 – 02/2019: Giảng viên bộ môn Toán Kinh tế.
  • Từ 02/2018 – 05/2019: Tư vấn Actuary tại Fubon Life.
  • Từ 08/2015 – 01/2018: Trưởng phòng Actuary tại MetLife.
  • Từ 07/2014 – 07/2015: Nghiên cứu đầu tư tại Worldquant LLC.
  • Từ 09/2011 – 07/2014: Nghiên cứu và giảng dạy tại Học viện ISFA – ĐH Lyon I

Giáo dục đào tạo

  • 09/2011 – 09/2014: Tiến sỹ chuyên ngành khoa học tính toán trong tài chính và bảo hiểm – Học viện ISFA – ĐH Lyon I
  • 09/2010 – 09/2011: Thạc sỹ chuyên ngành quản tri rủi ro – Học viện ISFA – ĐH Lyon I
  • 09/2008 – 09/2010: Thạc sỹ chuyên ngành định phí bảo hiểm – Học viện ISFA – ĐH Lyon I
  • 09/2007 – 09/2008: Cử nhân Toán học – ĐH Lyon I
  • 09/2004 – 09/2007: Cử nhân chuyên ngành Toán Tài chính, Khoa Toán Kinh tế – ĐH KTQD
  • 09/2001 – 09/2004: Chuyên Toán – Lê Hồng Phong – Nam Định

Chứng chỉ

  • Thành viên (ASA) hiệp hội định phí bảo hiểm Mỹ (SOA)

Công bố khoa học

  • “New efficient estimators in rare event simulation with heavy tail” đăng trên “Journal of Computational and Applied Mathematics” tháng 01 năm 2014
  • “Series expansions for convolutions of Pareto distributions” đăng trên “Statistics & risks modeling” tháng 03 năm 2015
  • “Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models” đăng trên “Methodology and Computing in Applied Probability” tháng 06 năm 2019
  • Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fieldsđã gửi bài vào tạp chí “Applied Probability Journals” tháng 06 năm 2020.

 











































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