박소정

Insurance, Risk Management 교수


교수 소개

Sojung C. Park is an Associate Professor at the College of Business Administration, Seoul National University. She received her BA and MS degree in Industrial Engineering from Seoul National University and Ph.D. in Risk Management and Insurance from the Wharton School, University of Pennsylvania in 2009. Before joining Seoul National University, she worked at California State University, Fullerton. She published academic papers in Journal of Risk and Insurance, ASTIN Bulletin, Insurance: Mathematics and Economics, the Geneva Papers on Risk and Insurance - Issues and Practice, Risk Management and Insurance Review, the Asia-Pacific Journal of Risk and Insurance. Her current research interests focus on the areas of auto insurance risk, bonus-malus system, risk management in insurance industry, insurance company rating and market discipline, and InsurTech.

경력사항

학술활동

[Publications]
[1] Park, C. Sojung*, Jean Lemaire, and Choong Tze Chua, 2010, “Is the Design of Bonus-Malus Systems Influenced by Insurance Maturity or National Culture?”, The Geneva Papers on Risk and Insurance - Issues and Practice 35: S7-S27: Leading paper. https://doi.org/10.1057/gpp.2010.37

[2] Park, C. Sojung* and Jean Lemaire, 2011, “Culture matters: Long-Term Orientation and Life Insurance Demand” Asian Pacific Journal of Risk and Insurance 5(2): Article 1 Leading paper. https://doi.org/10.2202/2153-3792.1105

[3] Park, C. Sojung* and Jean Lemaire, 2012, "The Impact of Culture on the Demand for Non-Life Insurance", ASTIN Bulletin (The Journal of the International Actuarial Association) 42(2): 501-527. https://doi.org/10.2143/AST.42.2.2182806

[4] Park, C. Sojung* and Tokutsune Yasuyuki. 2013, “Do Japanese Policyholders Care About Insurers’ Credit Quality?”, The Geneva Papers on Risk and Insurance - Issues and Practice 38(1): 1-21. https://doi.org/10.1057/gpp.2012.32

[5] Moon, Jungbien* and Sojung C. Park, 2014, “Measuring the Costs and Benefits of CSR through Shareholder Value”, Journal of Knowledge Studies 12(1): 266-294. http://www.ifk.re.kr/html/sub03_01.asp

[6] Park, C. Sojung* and Xiaoying Xie, 2014, “Reinsurance and Systemic Risk: Reaction of Property-Casualty Insurers to Reinsurer Downgrading”, Journal of Risk and Insurance 81(3): 581-621. https://doi.org/10.1111/jori.12045

[7] Lemaire, Jean*, Sojung C. Park, and Kili Wang, 2015, “The Impact of Covariates on a Bonus-Malus System: An Application of Taylor’s Model”, European Actuarial Journal 5(1): 1-10. Leading paper. https://doi.org/10.1007/s13385-015-0107-6

[8] Nayoung Park and Sojung C. Park*, 2015, “Non-life Insurance Securitization and its Value Addition to Korean Capital Market”, 리스크관리연구 26(2): 63-114 [in Korean]. http://www.krms.org/html/sub03_01.asp

[9]HongJoo Jung, Chunhua Chen*, Sojung C. Park, Vincenzo Senatore, 2015, “Commuting Accidents in Workers Compensation in Italy and in China - Policy Implications for Korea - , “사회보장연구 31(4): 253-277 (in Korean). http://www.kssa.or.kr/JournalSearch/sub04_03.asp

[10] Park, C. Sojung*, Jean Lemaire, and Kili Wang, 2016, The Use of Annual Mileage as a Rating Variable, ASTIN Bulletin 46(1): 39-69. https://doi.org/10.1017/asb.2015.25

[11] Lemaire, Jean*, Sojung C. Park, and Kili Wang, 2016, “Further Comments on the Paper “Setting a BonusR11;Malus Scale in the Presence of Other Rating Factors” by Taylor”, European Actuarial Journal 6(2):495-499. https://doi.org/10.1007/s13385-016-0135-x

[12] Park, C. Sojung*, Xiaoying Xie, and Jean Lemaire, 2016, “The Opaqueness of Structured Bonds in Insurers’ Assets”, The Geneva Papers on Risk and Insurance - Issues and Practice 41(4): 650-676. https://doi.org/10.1057/s41288-016-0021-4

[13] Elliot Oblander*, Sojung C. Park, and Jean Lemaire, 2016, “The Cost of High Suicide Rates in Japan and Republic of Korea: Reduced Life Expectancies”, Asia-Pacific Population Journal 31(2): 21-44. https://doi.org/10.18356/6a8a7d7b-en

[14] Kim, Bum* and Sojung C. Park, 2016, "Are Insurance Mergers and Acquisitions Value-increasing Activities? : Evidence from ASEAN Countries", 리스크관리연구 27(3): 1-23. http://kiss.kstudy.com/thesis/thesis-view.asp?key=3468787

[15] Kim, Bum* and Sojung C. Park, 2016, "Mergers and Acquisitions in the U.S. Insurance Industry", 재무연구 29(4): 521-545. https://www.earticle.net/Article/A288720

[16] Park, C. Sojung* and Sangeun Han, 2017, "Externalities from Driving Luxury Cars", Risk Management and Insurance Review 20(3): 391-427. https://doi.org/10.1111/rmir.12085

[17] Park, C. Sojung*, 2018, Investors Overreaction to the Extreme Events: Evidence from the 9/11 Terrorism, Seoul Journal of Business 24(2): https://cba.snu.ac.kr/en/sjb-recent-issues

[18] Park, C. Sojung*, Xiaoying Xie, Pinghai Rui, 2018, “The Sensitivity of Reinsurance Demand to Counterparty Risks: Evidence from US Property-Liability Insurance Industry”, Journal of Risk and Insurance, forthcoming. https://doi.org/10.1111/jori.12244

[19] Jeong, Himchan, Emiliano Valdez*, Sojung C. Park, Jaeyun Ahn, 2018, “ Generalized Linear Mixed Models for Dependent Compound Risk Models”, Variance, forthcoming: https://www.variancejournal.org/articlespress/articles/Generalized_Linear_Mixed-Valdezetal.pdf

[20] Jae Youn Ahn*, Woojoo Lee, Sojung C. Park, 2018, “Investigating Dependence between Frequency and Severity via Simple Generalized Linear Models”, Journal of the Korean Statistical Society, forthcoming. https://doi.org/10.1016/j.jkss.2018.07.003

[21] Park, C. Sojung, 2018, “Discussion on the Introduction of Bonus-Malus System in Private Health Insurance for the Actuarial Equality”, 공정거래연구 3(3): 1-23 [in Korean]. http://www.rfe.or.kr/journal/3/3/21

[22] Park, C. Sojung, Joseph H.T. Kim, Jae Youn Ahn*, 2018, “Does Hunger for Bonuses Drive the Dependence between Claim Frequency and Severity?”, Insurance: Mathematics and Economics 83: 32-46. https://doi.org/10.1016/j.insmatheco.2018.09.002

[23] Sekyung Oh*, Changsu Ouh, Sojung C. Park, Siyeol Choi, and Kinam Park,2018, A Study on the Estimation of the Discount Rate for the Insurance Liability under IFRS 17, 보험금융연구 29(3): 47-76. [in Korean] http://www.kiri.or.kr/pdf/전문자료/KIRI_20180913_115240.pdf

*: corresponding author

[Other Publications and Media Coverage]

MEDIA COVERAGES AND OTHER PUBLICATIONS

[1] 이상한 차보험 할증제, 매일경제, 2014.2.7. http://vip.mk.co.kr/news/view/21/20/1112918.htm

[2] 자동차보험 할인할증제도 변경과 그 타당성 R11; 역선택과 도덕적 해이의 이해, NH 금융리뷰, 2017. 2. 24.

[3] 자동차보험 할인할증제도의 변화, Sep. 2014, 월간손해보험 550호: 7-11. https://www.knia.or.kr/data/publish/publish01/

[5] 미국 자동차보험 요율 규제 및 시사점, Sep. 2016, 월간손해보험 574호: 30-39. https://www.knia.or.kr/data/publish/publish01/

[6] 인슈어테크 혁명: 현황 점검 및 과제 고찰, Nov. 2017, 보험연구원. http://www.kiri.or.kr/pdf/%EC%A0%84%EB%AC%B8%EC%9E%90%EB%A3%8C/KIRI_20171102_16266.pdf


[7] 디지털 채널과 상품의 혁신, 2018년 8월, 월간생명보험 474호. http://www.klia.or.kr/board/boardList.do?bCd=14&schContent=3&searchCd=S&srchCondition2=8&srchCondition1=2018&srchCondition2_view=8

[8] P2P 보험의 이해, 2018년 9월, 월간생명보험 475호. http://www.klia.or.kr/board/boardList.do?bCd=14&schContent=3&searchCd=S&srchCondition2=9&srchCondition1=2018&srchCondition2_view=9

[9] 블록체인기술과 보험산업, 2018년 10월, 월간생명보험 476호.
http://www.klia.or.kr/board/boardList.do?bCd=14&schContent=3&searchCd=S&srchCondition2=10&srchCondition1=2018&srchCondition2_view=10

[10] 핀테크 활용한 보험금 간편청구 못할 이유 없다, 한국경제, Oct. 21, 2018. http://news.hankyung.com/article/2018082132871

[12] 인슈어테크가 가져올 보험사 가치사슬의 변화,
* Korean Version: 2017, the Risk 4(4): 12-22.
* English Version: 2018, the Risk Special Edition: 13-24.
http://koreanre.co.kr/sub.asp?maincode=505&sub_sequence=526&sub_sub_sequence=&exec=list&strBoardID=kui_526

[13] 사물인터넷과 보험, 2019, 방재와 보험 171: 24-29. https://www.kfpa.or.kr/business/bu_06_03.as


[Conference Presentations]

2008 FMA (Financial Management Association) annual conference,
California State University, Fullerton

2009 ARIA (American Risk and Insurance Association) annual conference,
FMA annual conference

2010 FMA annual conference,
NBER (National Bureau of Economic Research) Catastrophic risk and insurance group meeting,
WRIEC (World Risk and Insurance Economics Congress) conference (2x)

2011 Insurance Seminar at Temple University,
Risk Theory Society annual meeting,
ARIA annual conference,
Convergence, Interconnectedness, and Crisis: Insurance and Banking Conference

2012 ASSA/ARIA annual conference,
APRIA annual conference (3x),
ARIA annual conference,
Luncheon seminar at Seoul National University,
Korea Management Engineers Society annual conference,
Finance Seminar at KAIST,
Financial Economics Research Center seminar at Seoul National University

2013 WRIA (Western Risk and Insurance Association) annual conference,

2014 Korean Insurance Association bi-annual meeting,
Korean Risk Management Association bi-annual meeting,
Risk forum seminar at Korean Insurance Research Institution (KIRI),
Korean Financial Engineering Society Annual Meeting,
Financial Engineering and Banking Society Annual meeting

2015 Korea Risk Management Society bi-annual conference,
IRFRC(Insurance Risk and Finance Research Centre) annual conference,
WRIEC conference (3x),
Statistics department seminar at Ehwa Woman’s University,
Finance department seminar at Korea University,
IAFICO(International Academy of Financial Consumers) annual conference

2016 WRIA annual conference,
East Asia Risk Management and Insurance Conference,
UNIST finance seminar,
IRFRC annual conference,
IAFICO annual conference,
Financial Economics Research Center seminar at Seoul National University

2017 APRIA annual conference,
Korea Risk Management Society bi-annual conference,

2018 APRIA annual conference,
IAFICO annual conference,
Korea Risk Management Society bi-annual conference,
Financial Economics Research Center seminar at Seoul National University




[Other Invited Talks]

[1] Samsung Scholarship 2010 Academic Camp Alumni Talk, Yosemite, CA, August 2010

[2] Earthquake and Insurance, Jim Gutmann Speaker Series, MCBE, Cal State, Fullerton, March, 2011

[3] Catastrophic Risk and Insurance, Global Catastrophe Risk Forum, MCBE, Cal State, Fullerton, May, 2011

[4] 자동차 보험 할인할증제도 개선 공청회, 보험개발원, 민병두 의원 공동주최, 국회도서관, Feb., 2014 [Media coverages: ]

[5] GARP (Global Association of Risk Professionals) Korean Chapter inception meeting keynote speaker, July, 2014

[7] 보험사 시스테믹 리스크 세미나 발표, 한국은행, Nov, 2015

[8] 실손보험 제도 개선 공청회 패널 토론, 보험연구원 주최, 서울상공회의소, Nov, 2016 [Media coverages:
http://www.hankookilbo.com/News/Read/201611282093456096]

[9] 자동차 보험 할인할증제도 개선 공청회 발제자, 보험개발원, 금융감독원 공동주최, 국회도서관, Feb, 2017 [Media coverages: https://news.joins.com/article/21202914]

[10] 4차 산업혁명과 인슈어테크 활용 국제세미나 발표, 보험연구원, 생명보험협회 공동주최, 대한상공회의소, June, 2017 [Media coverages: http://www.e-conomy.co.kr/news/articleView.html?idxno=20865]

[11] 법제처 세미나 발표, 법제처, Aug. 10th , 2017.

[12] 문재인케어 추진에 따른 실손보험의 역할 진단 토론회 패널 토론, 김상희 의원, 이학영 의원 주최, 국회도서관, Sep, 2017 [Media coverages: ]

[13] 한국보험계리사회 4차 아카데믹 컨퍼런스 발표자, Sep 22, 2017 th

[14] IT기술의 발전과 보험산업의 변화 세미나 발표자, 한국리스크관리학회, 화재보험협회 공동주최, Oct, 2017 [Media coverages:
http://www.safekoreanews.com/27198]

[15] 2018년 1학기 서울대학교 산업공학세미나 발표, Mar. 30th , 2018.

[16] Keynote Speaker at Korean Re Reinsurance Management Seminar, May. 17th, 2018.

[17] Keynote Speaker at 18th Asian Reinsurers’ Summit, Four Seasons Seoul, Oct. 18th, 2018.

[18] 4차 산업혁명 기술을 활용한 재난안전관리 동향 및 전망 세미나 발표, 리스크관리학회, 화재보험협회 공동주최, 화재보험협회, Oct, 2018 [Media coverages: http://www.insnews.co.kr/m/news_view.php?firstsec=1&secondsec=13&num=55994]

[19] IFRS 17 주요 이슈별 실무 적용사례 세미나, 생명보험 협회 주최, Nov. 19th , 2018.

[20] IFRS 17의 이해 R11; 서울대학교 시장과 정부센터 세미나 발표, Dec. 11th , 2018.


[OTHER ACTIVITIES AND SERVICES]

[1] 2009-2011 Advisor for Beta Gamma chapter of Gamma Iota Sigma, the Insurance Student Association
[2] 2010-2011 Cal State, Fullerton Insurance Scholarship Committee
[3] 2014-2015 금융감독원 자동차보험 할인할증제도 개편 위원
[4] 2014- Present 우체국보험적립금 운용 분과위원회 위원
[5] 2014- Present 보험금융연구 편집위원
[6] 2015-2018 금융감독원 보험분과 자문위원
[7] 2015-2016 한국보험학회 이사
[8] 2015- Present 한국리스크관리 학회 운영이사
[9] 2015-2016 리스크관리연구 부편집위원장
[10] 2015- Present 리스크관리연구 편집위원
[11] 2015 - Present 한국증권학회지 편집위원
[12] 2015 안전행정부 산하기관 경영평가 위원
[13] 2015- Present Executive Board Member, the International Academy of Financial Consumers(IAFICO)
[14] 2016- Present 한국지방재정공제회 보험사업부문 자문위원
[15] 2016- Present 사학연금연구 편집위원
[16] 2017-2018 서울대학교 경영대학 사례센터 센터장
[17] 2017- Present 한국보험학회 운영이사
[18] 2017- Present 보험학회지 편집위원
[19] 2017-2018 서울대학교 발전공로상 심의위원회 위원
[20] May. 2018 과학기술인공제회 전문가 자문회의, 과학기술정보통신부
[21] 2018- Present 금융감독원 분담금 위원회 위원, 금융위원회
[22] 2018- Present 연구 평가위원, 근로복지연구원
[23] 2018- Present 보험개발원 자문위원
[24] Jan. 2019 우정사업본부-서울대학교 빅데이터 연구원 해커톤 심사위원
[25] Feb. 2019 한국지방재정회 경영실적 평가위원
[26] 2019 - Present 생명보험협회 신상품 심의위원회 위원
[27] 2019-2021 서울대학교 경영대학 EMBA 부주임
[28] 2018 - Present 고용노동부 산업재해보상보험 정책전문 위원회 위원