# Issac Lee

Anyone can learn anything.

# Biography

Hello! I am Issac Lee who is a PhD candidate of Statistics & Actuarial Science at the University of Iowa. My beloved academic supervisor is N.D. Shyamalkumar .

I am generally interested in many machine learning techniques which can be applied in actuarial science field. More specifically, here are some lists of topics which graped my attention thesedays:

### Interests

• Pay-How-You-Drive insurance telematics data
• Replacing nested monte carlo simulation in insurance product valuation process.
• Making compression portfoilo of insurance products

### Education

• MS in Actuarial Science

Sungkyunkwan University, 2014

• BS in Statistics & Industrial Engineering

Sungkyunkwan University, 2012

# Skills

### Statistics & Act. Sci

Statistical Inference, Linear models, Bayesian statistics, Deep learning, Time series, Asymtotic statistics

### Programming

R, Python, SAS, VBA, TensorFlow, SQL

### Documentation

Latex, Markdown, Lyx

### SOA

Exam P, FM, MFE, C, VEE

### Web

HTML, R Shiny, Blogdown

# Experience

#### Transamerica

Jun 2020 – Aug 2020 Denver, CO
Canceled due to COVID 19.

#### University of Iowa

Aug 2018 – Present Iowa City, IA
Leading four discussion sections (50 min) per a week. Answer questions and reinforce materials used in lecture. Explain the statistical methods by solving examples in the text book. Each class consists of 25 students.

# Accomplish­ments

#### Introduction to TensorFlow for Artificial Intelligence, Machine Learning, and Deep Learning

Credential ID: 3WTPDXX67ZKU
See certificate

#### Exam P, FM, MFE, C, VEE

Credential ID:

• P: 40456, FM: 22339, MFE: 63652, C: 35765

# Courses

#### RPYTHON:101 - Be bilingual! R to Python

Codes collection: R <==> Python NumPy, Panda

#### STAT:2010 - Statistical Methods and Computing (SAS version)

Methods of data description and analysis using SAS; descriptive statistics, graphical presentation, estimation, hypothesis testing, sample size, power; emphasis on learning statistical methods and concepts through hands-on experience with real data.

# Recent Posts

### Determine the threshold "p" in the logistic regression

Sometime we need to recap quickly to prepare some test. This is the good reading for recap about logistic regression.

### GPS 3D visualization

rgl provides 3d plots which can be rotated by users

### Academic theme google analytics registration

Blogdown google analytics register summary

### Rotations in 2D space

Introduction to the concept of rotation in 2D space.

### Recursive Least Squares Estimation

This is a journey from linear regression to recursive linear regression

# Projects

### Web crawler for Society of Actuaries' MORT

SOAmort R package is a web crawler for mortality rate table data site hosted by Society of Actuaries

### Pricing barrier option with Brownian bridge MC simulation

Abstract In this project, I will model the stock price using the geometric brownian motion. After that, the price of the barrier …

### Internal Project Demo page

An example of using the in-built project page.

### External Project Demo page

By clicking this, you will see my Korean bloging page.

# Publications

### I KNOW HOW YOU DRIVE! DRIVING STYLE PROFILE VIA SMARTPHONE

Combining information from the two independent sensors via Kalman filter, we suggests a longitudinal-lateral acceleration density …

### Asymptotic Normality for the Sample CTE Revisited

Insurance regulation relies on the conditional tail expectation(CTE) of a loss random variable for specifying required capital as well …

### Analysis of Multiple Life Insurance using Copula and Common Shock

The Gaussian copula is applied to reflect the correlations among policy holders and then to diversify the common shock of the multiple …

### Analysis of reserves in multiple life insurance using copula

We analyze the change of the reserves of standard multiple-life insurance contracts at various dependence levels.

# Contact

• 213 Schaeffer Hall, The University of Iowa, Iowa City, IA 52246