Spark Tseung

PhD Candidate, University of Toronto
Data Scientist, Reinsurance Group of America

About

I am a PhD candidate in actuarial science at the University of Toronto, advised by Profs. Andrei Badescu and Sheldon Lin. My primary research interest is insurance loss modelling using statistical and machine learning methods. Before moving to Toronto, I finished my bachelor's degree in actuarial science at the University of Hong Kong.I hold the FSA and CERA designations of the Society of Actuaries. I volunteer for this organization as well.I also work as a data scientist at RGA, a global life and health reinsurer.

Recent Work

  1. Tseung, S. C., Chan, I. W., Fung, T. C., Badescu, A. L., & Lin, X. S. (2022). A posteriori risk classification and ratemaking with random effects in the mixture-of-experts model. Submitted for review. Preprint available at arXiv:2209.15212.

  2. Fung, T. C., & Tseung, S. C. (2022). Mixture of experts models for multilevel data: Modelling framework and approximation theory. Submitted for review. Preprint available at arXiv:2209.15207.

... and more

Misc

I listen to KPOP and JPOP.
I casually play Tekken 7 with main character Ling Xiaoyu.
I read both fiction and non-fiction (more specifically, history, language, philosophy).
I have been a member of the Theta Gang since 2020, playing with a number of options trading strategies learned in class.

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