CHOI, Sangbum (Sang)

University of Wisconsin at Madison
Department of Statistics
Ph.D Student
1275 Medical Science Center
sangbum@stat.wisc.edu
www.stat.wisc.edu/~sangbum

Research Interests
Semiparametric (transformation) models in survival analysis, Nonparametrics,
Box-Cox transformation, Cox model, Parameter orthogonality, Copulas
(Advisor : Kjell Doksum)

Education / Experience
Fall 2005 - present : Ph.D. Candidate in Statistics, UW-Madison
Aug 2003 : B.Sc, Department of Statistics, Seoul National University
Nov 2004 - July 2005 : Assistant Manager, Investment Planning Division, Korea Life Insurance
- Evaluates overseas/alternative portfolio and swap/forward position
- Analyzes "Hedge Effectiveness Test" for monitoring hedge treatment
Jun 2003 - Nov 2004 : Assistant Manager, Overseas/Alternative Investment Division, Korea Life Insurance
- Reviews alternative investments, credit derivatives and currency swaps
- Constructs the monthly investment plan based on efficient portfolio program and analysis
Oct 1996 - Dec 1998 : Military Service, South Korea

Teaching
STAT224, Fall 2005 - Wei-Yin Loh (Sec 311,312,313)
STAT301, Spring 2006 - Sona Swanson (Sec 351,352,353,354)
STAT301, Fall 2006 - Bobert Wardrop (Sec 351,352,353,354)
STAT301, Spring 2007 - Sona Swanson (Sec 324,325,326)
STAT301, Fall 2007 - Richard Johnson (Sec 341, 342, 343, 344)
STAT741 & STAT301, Spring 2008
STAT709, Fall 2008 - Kjell Doksum (Sec 311)
STAT710, Spring 2009 - Jun Shao (Sec 311)

Papers
Standardized Parametric Transformation and Parameter Orthogonality (in progress).
Semiparametric Transformation Models based on Degradation Processes (in progress).

Qualification
Sep 2006, Pass the qualifying exam in Dept. of Statistics.
May & Nov 2004, SOA(Society of Actuaries) Course I & II
Nov 2004, FRM(Financial Risk Manager)
Dec 2004, CFA(Chartered Financial Analyst) Level I

Courses
Graduate, UW-Madison
Undergraduate, Seoul National Univ.
Overseas/Alternative Investment, Korea Life Insurance

Last modified as of 08/01/2008