Dr Jackie Wong Siaw Tze
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Email
jw19203@essex.ac.uk -
Telephone
+44 (0) 1206 873036
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Location
STEM 5.11, Colchester Campus
Profile
Biography
My primary research interest includes the application of Bayesian methodology in mortality forecasting in the presence of overdispersion. Overdispersion in a mortality data is induced by several mortality-linked factors, (eg. smoking behaviours, diets, socio-economic factors), causing mortality heterogeneities across individuals. Our project focused on developing a coherent method of projecting mortality with overdispersion incorporating various sources of uncertainty by employing the MCMC methods. I also have a range of interests in Bayesian computation statistics, particularly those involving model selection and adaptive MCMC methods. My current interest is in the application of machine learning algorithms in actuarial science.
Qualifications
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PhD Statistics/Actuarial Science University of Southampton,
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BSc (Hons) in Mathematics with Actuarial Science University of Southampton,
Appointments
University of Essex
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Lecturer in Actuarial Science, Department of Mathematical Sciences, University of Essex (10/5/2019 - present)
Other academic
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Teaching fellow in Statistics, University of Leeds (1/10/2018 - 9/5/2019)
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Lecturer in Actuarial Science, University of Southampton (5/1/2017 - 1/10/2018)
Research and professional activities
Research interests
Mortality modelling and forecasting
Bayesian computational statistics
Bayesian model comparison
Estimation of marginal likelihoods (bridge sampling)
Machine learning in actuarial science
Current research
Croud Inc Ltd KTP Grant
I am currently working with Croud Inc Ltd, supported by a two-year KTP grant, together with Vasileios Giagos, Yanchun Bao and an external member Hongsheng Dai at Newcastle University.
Conferences and presentations
Intro to Bayesian Statistics using R (Probabilistic Programming)
Invited presentation, IADS Summer School, Colchester, United Kingdom, 29/7/2022
Properties of the bridge sampler with a focus on splitting the MCMC sample
International Society for Bayesian Analysis (ISBA) World Meeting, 1/7/2022
Teaching and supervision
Current teaching responsibilities
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Contingencies I (MA212)
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Contingencies II (MA312)
Publications
Journal articles (5)
Abel, GJ. and Wong Siaw Tze, J., Calculate normalising constants for Bayesian time series models
Wong Siaw Tze, J., Forster, JJ. and Smith, PWF., (2023). Bayesian model comparison for mortality forecasting. Journal of the Royal Statistical Society Series C: Applied Statistics. 72 (3), 566-586
Wong Siaw Tze, J., Forster, JJ. and Smith, PWF., (2020). Properties of the bridge sampler with a focus on splitting the MCMC sample. Statistics and Computing. 30 (4), 799-816
Wong, JST., Forster, JJ. and Smith, PWF., (2018). Bayesian mortality forecasting with overdispersion. Insurance: Mathematics and Economics. 83, 206-221
Abel, G., Bijak, J., Forster, JJ., Raymer, J., Smith, PWF. and Wong, JST., (2013). Integrating uncertainty in time series population forecasts: An illustration using a simple projection model. Demographic Research. 29 (1), 1187-1226
Thesis dissertation (1)
Wong, JST., (2017). Bayesian estimation and model comparison for mortality forecasting
Grants and funding
2024
Collaborations with Developing Countries - Collaborator visit - Mohd Zaki Awang Chek (UiTM, Malaysia)
London Mathematical Society
2023
Croud Inc Ltd KTP Application
Innovate UK (formerly Technology Strategy Board)
Croud Inc Ltd KTP Application
Innovate UK (formerly Technology Strategy Board)
Croud Inc Ltd KTP Application
Innovate UK (formerly Technology Strategy Board)
Croud Inc Ltd KTP Application
Innovate UK (formerly Technology Strategy Board)
2022
Evaluation of Essex Police's Knife Crime intervention pilot
Essex Police
Evaluation of Essex Police's Knife Crime intervention pilot
Essex Police
Contact
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