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Cover Page

The handle

http://hdl.handle.net/1887/86070

holds various files of this Leiden University

dissertation.

Author: Yan, D.

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Acknowledgement

I am in debt to many people for their support during my PhD study.

First, I would like to thank Prof. Aad van der Vaart and Dr Shota Gugushvili for offering the PhD position to me. I am most thankful for their guidance and supervision to my PhD research. In addition, they also gave me large freedom to choose research topics and tolerated my stubbornness, a lot. Furthermore, I am also grateful to Aad for his generous support on academic activities, and to Shota for his suggestions on interesting workshops, and exotic spirits.

Second, I also owe many thanks to my colleagues at NN Re. They showed great understanding and indulged me with the freedom to work on my thesis aside to my regular job. I am particularly grateful to them for sharing the workloads, especially the reporting burden.

Third, to my friends, I am appreciated to your company in the past years. I will always cherish the memories shared by us all: the conferences, not only academic discussions but also drinks in the evening; the gaming nights, online and offline; trips, by plane or by bike; badminton games, competitive or recreational; talks, discussions, and coffee breaks... It is truly a regrettable fact that we only shared the memories of a part of the journey. Many of you have relocated to other countries or even continents. Especially, I would like to thank Alexander Ly, for sharing the passion for mathematics and other more lively subjects, and the assistance on revising and translating the summary of this thesis. And of course, as always, I feel indebted and grateful to my beloved Xi for her companionship, understanding, and support, without whom I could not finalize this thesis.

In the end, to my family, no word can nearly express my gratitude. I am in great debt to my grandparents, who had made the right decisions at several points in my lifetime so that it became possible for me to enter the academic world, as well as my mother, who has been always supportive and protective in my entire life.

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Curriculum Vitae

Dong Yan was born on January 10, 1989 in Yangxi, Guangdong, People’s Republic of China.

After graduating from Shenzhen Middle School, China, in 2007 Dong began his bachelor study at Delft University of Technology, the Netherlands. In 2010, he earned a Bachelor of Science in Aerospace Engineering (cum laude). He was awarded a van Effen scholarship, which allowed him to continue his Master’s study at the same university. He completed the Master’s programmes in Applied Math-ematics and Aerospace Engineering.

In February 2014, Dong started his PhD project, funded by European Research Council, at the Mathematical Institute, Leiden University. He conducted the research concentrated on Bayesian nonparametric inference for Gaussian linear models. The project was supervised by Aad van der Vaart and Shota Gugushvili. During his PhD, Dong also lectured or assisted multiple courses, and attended several conferences and workshops.

In November 2017, Dong joined NN Group, a Dutch insurance and asset man-agement company. He worked as a quantitative analyst at NN Re, the reinsurance business unit.

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