Research Postgraduate Programmes
The Department offers higher degrees in Statistics, Probability and Actuarial Science. These subjects are of a diverse character, ranging from abstract mathematical theory, through statistical methodology to practical application in many other fields including actuarial science. As a result, students with diverse backgrounds and aims approach the Department seeking a higher degree. Two higher research degrees are offered, namely Doctor of Philosophy (PhD) and Master of Philosohy (MPhil). To cater for this we have devised the following programmes. They allow study by coursework or research.
These subjects are of a diverse character, ranging from abstract mathematics theory, through statistics methodology to practical application in almost all the fields.
Time series analysis: linear and nonlinear time series, time series with conditional heteroscedasticity; financial time series; cointegration and unit root testing; financial econometrics and statistics; outliers and influential observations; asymptotic techniques; resampling methods; bootstrap methods; Monte Carlo methods; semiparametric and non-parametric modelling; goodness-of-fit test and model checking; survival analysis; statistical genetics; DNA profiling; forensic statistics; ranking methods; generalized linear models and generalised linear mixed models; stochastic processes; distribution theory; actuarial and financial risk; applications of asymptotic theory; high-dimensional statistics; random matrix theory; Bayesian analysis; MCMC computation; Bayesian adaptive design; clinical trial methodologies; bioinformatics; biostatistics; machine learning; statistical learning; big data; data mining.
Actuarial applications of financial economic theory; actuarial mathematics; analysis of correlated aggregate claims in insurance business; asset allocation; analysis of heavy-tailed claims; credibility theory; credit risk; graduation methods for mortality data; insurance risk models; stochastic interest rate models; option pricing theory; retirement income arrangement; risk management; risk measure; stochastic investment models; ruin theory; value at risk; valuation and risk management of equity-linked insurance products; comonotonicity, stochastic order and applications in insurance and finance; study of dependent risks; optimization problems in insurance and finance.List of RPG Supervisors
Doctor of Philosophy
This degree, which requires a thesis and original research, is designed for students seeking an academic or research career. It is a programme of 3 or 4 years, for students with or without research Master degrees in relevant areas. Full-time students are eligible for financial support in the form of a Post-graduate Studentship (PGS) or part-time Demonstratorship, which carries with it some duties of conducting tutorials. For most students, there is a coursework requirement for students. At the commencement, a tentative supervisor will be appointed, though changes in supervision may occur during the early coursework phase. Direct entry to the Ph.D. degree will normally be considered for students with (a) first class honours or a high honours 2A degree in Statistics or Mathematics from HKU or an equivalent institution, or (b) a research master’s degree in Statistics, Probability and Actuarial Science. Indirect entry can also arise when a student in our M.Phil. programme is performing well and displaying originality in his/her research (see below). For many students admitted under (b), the coursework requirement may be reduced or waived.
Part-time Ph.D. enrolment will be considered for students entering under (a) or (b) but this will generally be impractical for those with a higher coursework requirement with good academic background.
Information for Research Postgraduate Admissions
Dr. Guodong Li, Postgraduate Admissions Advisor
Department of Statistics & Actuarial Science
Room 303, Run Run Shaw Building,
The University of Hong Kong,
Pokfulam Road, Hong Kong
Tel: (852) 3917 2467
Fax: (852) 2858 9041