Contact
- +44 (0)20 7040 5060
- chul.jang@cass.city.ac.uk
Visit Chul Jang
Bunhill Row
Postal address
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
His current research interest is in optimal investment and annuitization decisions for retirement or a lifetime, using multi-stage stochastic programming. A major aim of his doctoral research is to deliver implementable investment and annuitization strategies for individual investors and financial advisers. A more specific objective is to search for an optimal solution under various practical real-world features and constraints. His studies contribute to building links between the numerical solutions available using operational research methods and the solutions from stylized models of financial economics and actuarial science.
Dr Chul Jang has earned his PhD degree in Actuarial Science and Insurance from Cass Business School, UK, an MBA degree from Korea Advanced Institute of Science and Technology, South Korea, and a BSc degree in Industrial Engineering, Finance and Economics from Hanyang University, South Korea. He worked in pricing at LINA life insurance (CIGNA), and as a researcher at Mirae Asset Financial Group and the Korea Institute for Health and Social Affairs in Seoul, South Korea.
Fellowships
- PhD Fellowship, Cass Business School, Sep 2015 – Sep 2019
Expertise
Primary topics
- Annuities
- Operations Research
- Portfolio Choice
Professional activities
Events/conferences (8)
- 재영한인박사연구자협회 학술대회. (Conference) London, UK (2018). Invited speaker.
Paper: 물가와 근로소득 위험을 고려한 투자와 거치식 연금의 최적선택
Author: Clare, A.
Co-authors: Jang, C.; Owadally, I. - UNISAct 2018. (Conference) Salerno, Italy (2018).
Paper: Optimal investment and deferred annuity choice with inflation and labour income risks
Author: Owadally, I.
Co-authors: Jang, C.; Clare, A. - European Conference on Operational Research. (Conference) Valencia, Spain (2018). Invited speaker.
Paper: Optimal investment and deferred annuity choice with inflation and labour income risks
Author: Jang, C.
Co-authors: Clare, A.; Owadally, M. I. - StochMod 2018. (Conference) Lancaster, UK (2018). Invited speaker.
Paper: Optimal investment and deferred annuity choice with inflation and labour income risks
Author: Clare, A.
Co-authors: Jang, C.; Owadally, I. - European Conference on Stochastic Optimization. (Conference) Rome, Italy (2017). Invited speaker.
Paper: Optimal Investment for a Retirement Plan with Deferred Annuities
Author: Clare, A.
Co-authors: Jang, C.; Owadally, I. - Insurance: Mathematics and Economics - IME 2017. (Conference) Vienna, Austria (2017). Invited speaker.
Paper: Optimal Investment for a Retirement Plan with Deferred Annuities
Author: Jang, C.
Co-authors: Clare, A.; Owadally, I. - Cass Business School & KU Leuven PhD colloquium. (Seminar) London, UK (2017).
Paper: Optimal Investment and Deferred Annuity Purchase for a Retirement Plan with Inflation and Labour Income Risks
Author: Clare, A.
Co-authors: Jang, C.; Owadally, I. - Perspectives on Actuarial Risks in Talks of Young Researchers. (Conference) Congressi Stefano Franscini, Monte Verità, Switzerland (2017). Invited speaker.
Paper: Lifetime Investment and Annuitization Decisions using Multi-Stage Stochastic Programming
Author: Jang, C.
Co-authors: Clare, A.; Owadally, I.
Online article
- 사망률의 역습 - 악화되고 있는 영국 사망률 개선 추이에 대한 이해와 시사점. (2019). 월간 생명보험