Curriculum Vitae

DR. MOHD AZMI BIN HARON

Senior Lecturer
  • Institute of Mathematical Sciences
    Faculty of Science
  • 0379674172

BIOGRAPHY

Dr Mohd Azmi bin Haron, is a Senior Lecturer at Institute of Mathematical Sciences, Faculty of Science, University of Malaya (UM).  He received his PhD Finance from Universiti Putra Malaysia (UPM). He has more than twenty years lecturing and teaching experiences at degree and master level and supervised postgraduate MSc and PhD in his specialized area in Financial Economics and Insurance. In addition he has vast industrial working experiences in Banking, Insurance and Multi National Corporations (MNC's). His primary area of research interest include financial risk, economics and actuarial sciences. His current research interests include financial risk, econometrics and actuarial modelling. He is a member of Malaysia Mathematics Society, Spanish Association of International Economics and Finance (AEEFI), Malaysia Finance Association (MFA) and Malaysia Insurance Institute (MII). 

 

 

AREAS OF EXPERTISE

  • ACTUARIAL MODELLING
    Mortality, Health Care System, Retirement & Pension
  • FINANCIAL & ECONOMICS MATHEMATICS
    Credit & Operational Risks, Investment & Capital Market, Income, Economics Modelling, Applied Econometrics, International Trade

ACADEMIC QUALIFICATION

  • PHD (FINANCE), (Finance)
    Universiti Putra Malaysia (UPM)
  • MBA, (Pengurusan Am)
    Universiti Putra Malaysia (UPM)
  • BBA (HONS), (Business Administration)
    Universiti Putra Malaysia (UPM)

ADMINISTRATIVE DUTIES

  • Coordinator
    01 Oct 2022 - 31 Oct 2023 (Institute of Mathematical Sciences, Faculty of Science)
  • Penyelaras Latihan Industri (Sains Aktuari)
    01 Jan 2019 - 31 Dec 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Pengerusi J/K Pelupusan
    01 Sep 2018 - 30 Sep 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Penyelaras Latihan Industri (Sains Aktuari)
    02 Sep 2018 - 30 Sep 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Lanskap Dan Renovasi
    01 Sep 2018 - 31 Aug 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Kurikulum Program Asasi Sains Aktuari, Pusat Asasi Sains.
    10 Aug 2018 - 10 Aug 2019 (University Malaya)
  • Ahli Jawatankuasa Penyaringan Kertas Soalan Peperiksaan Semester 1, 2018/2019 bagi Sarjana Muda Sains (Matematik Aktuari dan Kewangan) dan Sarjana Muda Aktuari
    30 Oct 2018 - 31 Dec 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Panel Candidature Research Proposal Defense Sem 1 2018/2019
    01 Sep 2018 - 31 Dec 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Penyelaras Latihan Industri (LI) Fakulti Sains
    04 Sep 2017 - 10 Sep 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Pengerusi Jawatankuasa Pelupusan
    04 Sep 2017 - 31 Aug 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Lanskap
    04 Sep 2017 - 24 Aug 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Penyaringan Kertas Soalan Peperiksaan Semester 1, Sesi 2017/2018
    17 Oct 2017 - 18 Dec 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Penilai Kursus SJER4271 Program Sains Aktuari
    12 May 2017 - 31 May 2017 (Institute of Mathematical Sciences, Faculty of Science)

MEMBERSHIPS

  • MCOBA (MALAY COLLEGE OLD BOYS ASSOCIATION), LIFE MEMBERSHIP
    Since 2023 (National)
  • SPANISH ASSOCIATION OF INTERNATIONAL ECONOMICS AND FINANCE (AEEFI), MEMBER
    2021 to 2023 (International)
  • MALAYSIAN INSURANCE INSTITUTE, MEMBER
    2019 to 2022 (National)
  • SPANISH ASSOCIATION OF INTERNATIONAL ECONOMICS AND FINANCE (AEEFI), COMMITTEE MEMBER
    2019 to 2021 (International)
  • MFA (MALAYSIA FINANCE ASSOCIATION), ASSOCIATE MEMBER
    2016 to 2021 (National)

AWARD AND STEWARDSHIP

  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2020 (University)
  • QC ACADEMIC SURVEY
    QUACQUARELLI SYMONDS LTD, 2019 (International)
  • Reviewer
    Taylor University, 2019 (International)
  • AACSB Accreditation Audit 2018
    Putra Business School, UPM, 2018 (National)
  • QS GLOBAL ACADEMIC SURVEY 2018
    WORLD UNIVERSITY RANKINGS YEAR 2018 , 2018 (International)

PUBLICATIONS

Article in Journal
WoS
  1. Safari, Muhammad Aslam Mohd; Masseran, Nurulkamal; Haron, Mohd Azmi (2024). Examining Tail Index Estimators in New Pareto Distribution: Monte Carlo Simulations and Income Data Applications, SAINS MALAYSIANA. 53(2), 461-476. doi:10.17576/jsm-2024-5302-18
  2. Abd Raof, Anis Syazwani; Haron, Mohd Azmi; Safari, Muhammad Aslam Mohd; Siri, Zailan (2022). Modeling the Incomes of the Upper-Class Group in Malaysia using New Pareto-Type Distribution, SAINS MALAYSIANA. 51(10), 3437-3448. doi:10.17576/jsm-2022-5110-26
  3. Edrus, Robiaatul Adawiah; Siri, Zailan; Haron, Mohd Azmi; Safari, Muhammad Aslam Mohd; Kaabar, Mohammed K. A. (2022). A Comparative Analysis of the Forecasted Mortality Rate under Normal Conditions and the COVID-19 Excess Mortality Rate in Malaysia, JOURNAL OF MATHEMATICS. 2022. doi:10.1155/2022/7715078
  4. Edrus, Robiaatul Adawiah; Siri, Zailan; Haron, Mohd Azmi; Safari, Muhammad Aslam Mohd; Kaabar, Mohammed K. A. (2022). Econometric Analysis of Macroeconomic to Age-Specific Mortality Rate in Malaysia: Evidence from Panel Data, JOURNAL OF MATHEMATICS. 2022. doi:10.1155/2022/8268177
Scopus
  1. Abd Raof A.S., Haron M.A., Safari M.A.M., Siri Z. (2022). Modeling the Incomes of the Upper-Class Group in Malaysia using New Pareto-Type Distribution, Sains Malaysiana. 51(10), 3437-3448. doi:10.17576/jsm-2022-5110-26
  2. Edrus R.A., Siri Z., Haron M.A., Safari M.A.M., Kaabar M.K.A. (2022). A Comparative Analysis of the Forecasted Mortality Rate under Normal Conditions and the COVID-19 Excess Mortality Rate in Malaysia, Journal of Mathematics. 2022. doi:10.1155/2022/7715078
  3. Edrus R.A., Siri Z., Haron M.A., Safari M.A.M., Kaabar M.K.A. (2022). Econometric Analysis of Macroeconomic to Age-Specific Mortality Rate in Malaysia: Evidence from Panel Data, Journal of Mathematics. 2022. doi:10.1155/2022/8268177
Others
  1. Abd Raof, Anis Syazwani; Haron, Mohd Azmi; Safari, Muhammad Aslam Mohd; Siri, Zailan (2023). Measuring the Inequality of Malaysian Top Incomes Using a New Pareto-Type Distribution in Rural and Urban Regions. 2023 doi.org/10.1063/5.0171951
Article in Proceeding
  1. Azmi H.M & A.K.M Azhar (2013) A New Geometric Dynamic Integration Approach of Credit and Operational Risk in Banach Space
  2. Azmi H.M & A.K.M Azhar (2013). On the Measurement of Operational Risk: A New Dynamic Geometric Approach
  3. Azmi H.M & A.K.M Azhar (2011). On the Measurement of Operational Risk: A New Geometric Approach
Scopus
  1. Edrus, R. A., Siri, Z., Haron, M. A., & Safari, M. A. M. (2021). Model fitting for Malaysian mortality rate: Comparison of Heligman-Pollard and P-splines smoothing. 1988. doi: 10.1088/1742-6596/1988/1/012094

RESEARCH PROJECT

National
  1. 2023 - 2025, Fundamental Research Grant Scheme (FRGS)
    Modelling Inequality Of Income Class In Malaysia For Equitable Income Growth Using New Pareto Distribution ( Principal Investigator(PI))
  2. 2020 - 2023, RU Geran - Fakulti Program
    Modeling The Income Of The Upper Class Group In Malaysia Using New Pareto Distribution ( Principal Investigator(PI))
  3. 2018 - 2021, RU Geran - Fakulti Program
    Mortality Modelling Using Generalized Linear And Non-linear Models Using Additive Component ( Co-Researcher)
  4. 2018 - 2019, RU Geran - Fakulti Program
    Measurement And Modeling Of Moral Hazard On Equity Contracts In Investment Financing ( Principal Investigator(PI))

CONSULTANCY PROJECT

  • Kajian Had Alokasi Aset Pelaburan UM, Jabatan Bendahari, UM, Project Leader/Lead Consultant
    01 Nov 2022 - 31 Mar 2023 (University)
  • Research Consultation Project On Forecasting Unemployment Through Centre for Data Analytic Consultancy and Services (UM-Cdacs) With Rating Agency Malaysia (Ram)., RATING AGENCY MALAYSIA (RAM)
    01 Nov 2020 - 01 Nov 2021 (National)
  • Aacsb Re-Accreditation Audit 2018, Putra Business School, UPM
    01 Dec 2018 - 01 Dec 2019 (National)
  • "New Tools for Gst Policy: a New Framework for Efficiency Analysis and The Measurement of Benefit Intensity of Gst Revenue Growth", Kementerian Kewangan & Kastam Diraja Malaysia
    01 Dec 2016 - 01 Dec 2017 (National)

PAPER PRESENTED

CONFERENCE
  1. Seminar Kebangsaan Institut Statistik Malaysia (ISM) - XII, Seminar Kebangsaan Institut Statistik Malaysia (ISM) XII, Institut Statistik Malaysia (ISM) (National) (29 Mar 2018 - 30 Dec 2018)
INVITED SPEAKER
  1. Recent Issues in Actuary and Economics, 62nd ISI WORLD STATISTICS CONGRESS (WSC), 18-23 AUGUST 2019, KUALA LUMPUR., International Statistical Institute (ISM). Department of Statistics (DOSM), Bank Negara Malaysia (BNM) (International) (18 Aug 2019 - 23 Aug 2019)
PRESENTER
  1. Growth and Competitive Effects of Constant Market Share in New Trade Measure Analysis, XX JORNADAS DE ECONOM A INTERNACIONAL / XX CONFERENCE ON INTERNATIONAL ECONOMICS, held in Granada (Spain), on June 27-28, 2019. , The Spanish Association of International Economics and Finance (AEEFI)  (International) (27 Jun 2019 - 28 Jun 2019)
  2. Modelling of Moral Hazard on Equity Contract in Investment Financing., Research Collaboration with Universitas Sriwijaya, Indonesia, Universitas Sriwijaya, Indonesia (International) (16 Jul 2018 - 17 Jul 2018)
  3. Modelling and Measurement of Insolvency Risk for Banking System and Basel III , Seminar Kebangsaan ISM-XII Institut Statistik Malaysia (ISM), Jabatan Matematik, Fakulti Sains UPM & Institut Statistik Malaysia (ISM) (National) (29 Mar 2018 - 29 Mar 2018)
  4. On the Measurement of Operational Risk: A New Geometric Approach, Persidangan Kebangsaan Ekonomi Malaysia Ke-V 2013, UKM (National) (05 Dec 2017 - 07 Dec 2015)
  5. A New Dynamic Approach to Operational Risk Measurement and Modelling , Applied Mathematic International ESIAM Conference, ESIAM (International) (12 Dec 2014 - 14 Dec 2014)
  6. A New Dynamic Integration Model of Credit and Operational Risk Modelling in Banach Space, Persidangan Kebangsaan Ekonomi Malaysia Ke-VI 2013, UKM (National) (05 Jun 2013 - 08 Jun 2013)

ACADEMIC/PROF. SERVICES

Evaluation
  1. (2023) 5th International Conference On Mathematical Sciences (Icms5 2023), National, (Reviewer)
  2. (2022) Reviewer for Simposium Kebangsaan Sains Matematik Ke-29 (Sksm29), National, (Reviewer)
  3. (2022) Panel Temu Duga Bagi Program Malaysia International Scholarship (Mis) Kementerian Pengajian Tinggi Tahun 2022, National, (External Assessor)
  4. (2022) Panel Evaluation for Fundamental Research Grant Scheme (Frgs) 2022, University, (Internal Evaluator)
  5. (2021) Paper Title: Analysis of Value At Risk (Var) With a Historical Simulation of The Optimal Portfolio of Islamic Stocks Jii S Index (2011-2020) With a Black-Litterman Model, International, (Reviewer)
  6. (2021) Panel Temuduga Biasiswa Mybrainsc Kementerian Pengajian Tinggi, National, (External Assessor)
  7. (2021) Panel Penilai Fundamental Research Grant Scheme (Frgs) 1/2021, National, (Internal Evaluator)
Contribution to external organisation
  1. (2023) Pelantikan Sebagai Panel Temu Duga Bagi Program Biasiswa Mybrainsc Kementerian Pendidikan Tinggi Tahun 2023, National, (Expert Advisor)

SUPERVISION

Postgraduate Student
PhD/ Doctoral
  1. (2022) A Study of Mortality Rate and Its Impact on Malaysian Government Pension Scheme, ROBIAATUL ADAWIAH BINTI EDRUS
  2. (2020) Measurement and Modelling Pricing and Reserving of Health Care Insurance, Muhammad Bin Aziz
  3. (2019) ASSESSING RETIREMENT ADEQUACY BY MODELLING MORTALITY TRENDS AND MEASURING LONGEVITY RISK IN MALAYSIAN RETIREMENT SCHEME, ROBIAATUL ADAWIAH BINTI EDRUS
Master
  1. (2022) MODELLING THE MALAYSIAN TOP INCOMES FROM 2012 TO 2019 USING THE NEW PARETO DISTRIBUTION, ANIS SYAZWANI BINTI ABD RAOF
  2. (2019) MODELLING AND MEASUREMENT CREDIT RISK AND MORAL HAZARD ANALYSIS

TEACHING

Doctor Of Philosophy
  1. (2023) SMX7001 - Research Methodology in Science
Bachelor
  1. (2023) SIM2007 - Appreciation of Mathematics
  2. (2021) SIQ3007 - Industrial Training
  3. (2021) SIQ3005 - Life Insurance and Takaful
  4. (2020) SIQ3005 - Life Insurance and Takaful
  5. (2020) SIQ3007 - Industrial Training
  6. (2019) SIQ3005 - Life Insurance and Takaful
  7. (2019) SJER2213 - Macroeconomics
  8. (2019) SJER2214 - Introduction to Accounting
  9. (2018) SIQ3005 - Life Insurance and Takaful
  10. (2018) SJER4221 - Life Insurance and Takaful
  11. (2018) SJER4223 - Loss Reserving, Accounting and Reinsurance for Property and Casualty Insurance
  12. (2017) SIQ2001 - Microeconomics
  13. (2017) SJER4223 - Loss Reserving, Accounting and Reinsurance for Property and Casualty Insurance
  14. (2017) SJER4223 - Loss Reserving, Accounting and Reinsurance for Property and Casualty Insurance