Curriculum Vitae

DR. SHAIFUL ANUAR BIN ABU BAKAR

Senior Lecturer
  • Institute of Mathematical Sciences
    Faculty of Science

AREAS OF EXPERTISE

  • ACTUARIAL MODELLING
    Risk theory, Mortality studies, Loss models, Pensions
  • PROBABILITY AND DISTRIBUTION THEORY
    Parametric approach, Model assessment
  • STATISTICAL COMPUTING
    Package development, Algorithm design

ACADEMIC QUALIFICATION

  • PhD, (Statistics)
    University of Manchester, United Kingdom
  • MSc (Actuarial Science), (Sains Aktuari)
    Heriot-Watt University, Edinburgh, Scotland
  • BSc (Hons)(Actuarial Science), (Sains Aktuari)
    Universiti Teknologi Mara (Uitm)
  • Dip. Actuarial Science, (Sains Aktuari)
    Universiti Teknologi Mara (Uitm)

ADMINISTRATIVE DUTIES

  • Mentor of Actuarial and Financial Mathematics Club
    09 Dec 2013 - present (University Malaya)
  • JAWATANKUASA COURSE DESIGN
    16 Dec 2021 - present (Institute of Mathematical Sciences, Faculty of Science)
  • UoM Alumni Member
    29 Oct 2012 - present (International)
  • Committee Members
    01 Sep 2022 - 31 Oct 2023 (Institute of Mathematical Sciences, Faculty of Science)
  • Coordinator
    06 Oct 2022 - 30 Jun 2023 (Institute of Mathematical Sciences, Faculty of Science)
  • Coordinator
    28 Sep 2022 - 30 Jun 2023 (Institute of Mathematical Sciences, Faculty of Science)
  • Industrial Liaison Officer
    01 Jan 2021 - 31 Dec 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • Committee Members
    13 Apr 2022 - 31 Dec 2022 (Department)
  • Committee Members
    29 Mar 2022 - 31 Dec 2022 (Department)
  • Committee Members
    24 May 2022 - 31 Dec 2022 (University Malaya)
  • Jawatankuasa Pengajaran dan Pembelajaran
    01 Jan 2020 - 31 Dec 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • JAWATANKUASA BERSAMA PELAJAR
    01 Oct 2021 - 30 Sep 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • Coordinator
    12 Oct 2020 - 31 Mar 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • Penyelaras Mobiliti ISM
    01 Mar 2020 - 28 Feb 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • Panel Penasihat Akademik
    08 Sep 2021 - 28 Feb 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • AJK-AJK ISM
    01 Nov 2020 - 31 Oct 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Penyelaras Latihan Industri
    01 Mar 2021 - 03 Oct 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Supervisor
    26 Jul 2021 - 01 Oct 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Pemeriksa dan Penyemak Skrip
    01 Jun 2021 - 31 Aug 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • AJK Haluansiswa ISM
    01 Sep 2020 - 31 Aug 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Jawatankuasa Penyaringan Kertas Soalan
    01 Apr 2021 - 30 Apr 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Coordinator
    07 Dec 2020 - 31 Mar 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Acting Head of Department
    18 Sep 2020 - 18 Sep 2020 (Institute of Mathematical Sciences, Faculty of Science)
  • FRGS Assesor Panel
    17 Feb 2020 - 21 Feb 2020 (Institute of Mathematical Sciences, Faculty of Science)
  • AJK ISM 2018
    01 Sep 2018 - 31 Oct 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Panel Penasihat Akademik
    09 Sep 2018 - 31 Jul 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Penyaringan Kertas Soalan Peperiksaan
    30 Oct 2018 - 31 Jan 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Jawatankuasa Kurikulum Program Asasi Sains Aktuari
    10 Aug 2018 - 31 Dec 2018 (University Malaya)
  • Supervisor
    02 Jul 2018 - 07 Sep 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Supervisor
    02 Apr 2018 - 04 Aug 2018 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme Committee - CMCGS 2017
    01 Jan 2017 - 31 Dec 2017 (International)
  • AJK ISM 2017
    01 Sep 2017 - 31 Dec 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • AJK Kursus MOOC
    06 Sep 2017 - 31 Dec 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme Committee - ISAM ICoRAST 2017
    01 Dec 2017 - 31 Dec 2017 (National)
  • Jawatankuasa iCGPA ISM
    05 Oct 2017 - 31 Dec 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Panel Penasihat Akademik
    14 Aug 2017 - 31 Dec 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • AJK Pengurusan Kualiti (Pengurusan Risiko)
    18 Apr 2017 - 31 Dec 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Panel Penasihat Akademik
    16 Nov 2016 - 31 Aug 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Jawatankuasa Renovasi
    01 Sep 2016 - 31 Aug 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Jawatankuasa Perhubungan Luar dan Alumni
    01 Sep 2016 - 31 Aug 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Jawatankuasa Akreditasi Program ISM
    01 Sep 2016 - 31 Aug 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Jawatankuasa Buku Panduan
    01 Sep 2016 - 31 Aug 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Supervisor
    03 Apr 2017 - 04 Aug 2017 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Pemilihan Kemasukan
    06 Apr 2016 - 31 Dec 2016 (University Malaya)
  • Manager
    01 May 2016 - 31 Dec 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme Coordinator
    01 Sep 2013 - 31 Dec 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Ijazah Tinggi
    01 Sep 2013 - 31 Aug 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Kurikulum
    01 Sep 2013 - 31 Aug 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Lanskap
    01 Sep 2013 - 31 Aug 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa ISO
    01 Sep 2013 - 31 Aug 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Interviewer for Admission to Undergraduate Program
    14 Mar 2014 - 31 Aug 2015 (University Malaya)
  • Panel Penasihat Akademik
    27 Aug 2013 - 31 Aug 2014 (Institute of Mathematical Sciences, Faculty of Science)
  • Penyelia Latihan Industri dalam Sains Aktuari.
    29 Apr 2013 - 31 Aug 2014 (Institute of Mathematical Sciences, Faculty of Science)
  • Ahli Jawatankuasa Pemeriksa Fakulti Sains
    03 Jan 2014 - 31 Aug 2014 (Institute of Mathematical Sciences, Faculty of Science)
  • Penasihat Akademik
    05 Mar 2013 - 31 Aug 2013 (Institute of Mathematical Sciences, Faculty of Science)

MEMBERSHIPS

  • ASSOCIATE EDITOR, ASSOCIATE EDITOR
    2020 to 2022 (International)
  • INSTITUTE AND FACULTY OF ACTUARIES, MEMBERSHIP
    2012 to 2018 (International)
  • CMCGS 2017, COMMITTEE MEMBERS
    2016 to 2017 (International)

AWARD AND STEWARDSHIP

  • Expert contribution
    Universiti Malaya, 2021 (University)
  • Judge for Scudem VI 2021
    SIMIODE, 2021 (International)
  • Judge for SCUDEM V 2020
    SIMIODE, 2020 (International)
  • Ahli Jawatankuasa Seminar Kebangsaan ISM Ke-14
    Institute of Mathematical Sciences and Malaysian Institute of Statistics, 2020 (National)
  • Certificate of Excellence in Reviewing
    Asian Journal of Probability and Statistics, 2020 (International)
  • FRGS Evaluator Panel
    Faculty of Science, University of Malaya, 2020 (University)
  • Editorial Board Membership
    Hong Kong Society of Robotics and Automation, 2020 (International)
  • Contributor to MyStats 2018
    Department of Statistics Malaysia, 2018 (National)
  • Hakim Pertandingan Kuiz Sains Dan Matematik
    Kementerian Pendidikan Malaysia, 2018 (Government)
  • Penilai Laporan Penyelidikan MIROS
    INSTITUT PENYELIDIKAN KESELAMATAN JALAN RAYA MALAYSIA, 2017 (National)

PUBLICATIONS

Article in Journal
WoS
  1. Abu Bakar, Shaiful Anuar; Pathmanathan, Dharini (2022). Income modeling with the Weibull mixtures, COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. . doi:10.1080/03610926.2020.1800737
  2. Bakar, Shaiful Anuar Abu; Nazatul, Sharifah; Shahruddin, Shima Syed Mohamed; Ismail, Noriszura; Adnan, Wan Ahmad Hafiz Wan Md (2022). Biological age for chronic kidney disease patients using index model, PEERJ. 10. doi:10.7717/peerj.13694
  3. Tajuddin, Razik Ridzuan Mohd; Ismail, Noriszura; Ibrahim, Kamarulzaman; Abu Bakar, Shaiful Anuar (2022). A New Zero-One-Inflated Poisson-Lindley Distribution for Modelling Overdispersed Count Data, BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY. 45(SUPPL 1), 21-35. doi:10.1007/s40840-021-01222-8
  4. Tajuddin, Razik Ridzuan Mohd; Ismail, Noriszura; Ibrahim, Kamarulzaman; Abu Bakar, Shaiful Anuar (2022). A four-parameter negative binomial-Lindley distribution for modeling over and underdispersed count data with excess zeros, COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. . doi:10.1080/03610926.2020.1749854
  5. Abu Bakar, S. A., & Nadarajah, S. (2021). Composite models with underlying folded distributions. Journal of Computational and Applied Mathematics, 390, 7. doi: 10.1016/j.cam.2020.113351
  6. Abu Bakar, S. A.; Nadarajah, S.; Ngataman, N. (2020). A family of density-hazard distributions for insurance losses, COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. . doi:10.1080/03610918.2020.1784430
  7. Abu Bakar, S. A., Nadarajah, S. (2019). Risk measure estimation under two component mixture models with trimmed data. Journal of Applied Statistics, 46(5), 835-852. doi:10.1080/02664763.2018.1517146
  8. Abu Bakar, S. A., Nadarajah, S., Adzhar, Z. (2018). Loss modeling using Burr mixtures. Empirical Economics, 54(4), 1503-1516. doi:10.1007/s00181-017-1269-7
  9. Abu Bakar, S. A., Nadarajah, S., Adzhar, Z., Mohamed, I. (2016). Gendist: An R Package for Generated Probability Distribution Models, Plos One. 11(620), Article
  10. Nadarajah, S., Bakar, S. A. A. (2016). An exponentiated geometric distribution, Applied Mathematical Modelling. 40(13-146775-6784), Article
  11. Abu Bakar, S. A., Hamzah, N. A., Maghsoudi, M., Nadarajah, S. (2015). Modeling loss data using composite models, Insurance Mathematics Economics. 61, 146-154
  12. Nadarajah, S., Bakar, S. A. A. (2015). New Folded Models for the Log-Transformed Norwegian Fire Claim Data, Communications in Statistics-Theory and Methods. 44(204408-4440), Article
  13. Nadarajah, S., Bakar, S. A. A. (2013). CompLognormal: An R Package for Composite Lognormal Distributions, R Journal. 5(2), 98-104
Others
  1. Maghsoudi, M., & Bakar, S. A. A. (2017, May). In search of best fitted composite model to the ALAE data set with transformed Gamma and inversed transformed Gamma families. In AIP Conference Proceedings (Vol. 1842, No. 1, p. 020007). AIP Publishing.
  2. Maghsoudi, M., Bakar, S. A. A., & Hamzah, N. A. (2014, July). Composite Weibull-Inverse Transformed Gamma distribution and its actuarial application. In PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): Germination of Mathematical Sciences Education and Research towards Global Sustainability (Vol. 1605, pp. 1007-1012). AIP Publishing.
  3. Nadarajah, S., & Bakar, S. A. A. (2014). New composite models for the Danish fire insurance data. Scandinavian Actuarial Journal, 2014(2), 180- 187.
  4. Nadarajah, S., & Bakar, S. A. A. (2013). A new R package for actuarial survival models. Computational Statistics, 28(5) : 2139-2160.
  5. Nadarajah, S., Withers, C. S., & Bakar, S. A. A., (2013), Expansions for moments of compound Poisson distributions. Probability in the Engineering and Informational Sciences, 27(3) : 319-331.
Article in Proceeding
  1. In Search of Best Fitted Composite Model to the ALAE Data Set with Transformed Gamma and Inversed Transformed Gamma Families. AIP Conference Proceedings - The 3rd ISM International Statistical Conference 2016 (ISM III).
  2. Maghsoudi, M., Bakar, S. A. A., & Hamzah, N. A. (2014, July). Composite Weibull-Inverse Transformed Gamma distribution and its actuarial application. In PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): Germination of Mathematical Sciences Education and Research towards Global Sustainability (Vol. 1605, pp. 1007-1012). AIP Publishing.
Other Publications
  1. KEPUTUSAN MESYUARAT JAWATANKUASA FATWA NEGERI SELANGOR, 'PANDANGAN HUKUM SYARAK PENGISBATAN ANAK BULAN DARI PERSPEKTIF SYARIAH DAN ASTRONOMI'", BIL 3/2021, 18 MEI 2021. - Policy Paper
  2. Kompilasi Pandangan Hukum Jawatankuasa Muzakarah Majlis Kebangsaan Bagi Hal Ehwal Islam Malaysia (MK(), ms 66-67, Jabatan Kemajuan Islam Malaysia. - Policy Paper

RESEARCH PROJECT

National
  1. 2019 - 2024, Others MOHE - Top 100 (IIRG)-FNW
    Development Of Efficient Algorithm To Improve The Crescent Moon Visibility Based On Al-rukyah Method In Malaysia And Related Android/web Based Application ( Co-Researcher)
  2. 2020 - 2023, RU Geran - Fakulti Program
    Formulation And Performance Evaluation Of Value At-risk Models In Emerging Markets ( Co-Researcher)
  3. 2018 - 2021, RU Geran - Fakulti Program
    Mortality Modelling Using Generalized Linear And Non-linear Models Using Additive Component ( Principal Investigator(PI))
  4. 2017 - 2020, Fundamental Research Grant Scheme (FRGS)
    Risk Models For General Insurance Using Data Trimming Approach ( Principal Investigator(PI))
  5. 2018 - 2019, RU Geran - Fakulti Program
    Measurement And Modeling Of Moral Hazard On Equity Contracts In Investment Financing ( Co-Researcher)
  6. 2018 - 2019, RU Geran - UMCares
    Pemerkasaan STEM di MRSM terandak : Fun Teaching & Learning ( Co-Researcher)
  7. 2014 - 2016, Fundamental Research Grant Scheme (FRGS)
    Actuarial Parametric Modeling For Casualty Insurance Losses ( Principal Investigator(PI))
  8. 2013 - 2014, Bantuan Kecil Penyelidikan (BKP)
    MODELING LOSS DATA USING SKEWED DISTRIBUTIONS ( Principal Investigator(PI))
  9. 2020 - 2022, Fundamental Research Grant Scheme (FRGS)
    Formulation of Long Term Pension Sustainability Model Following Population Ageing in Malaysia ( Co-Researcher)
  10. 2020 - 2022, Universiti Teknologi MARA
    Mortality modelling using biological age for kidney disease patients ( Co-Researcher)
  11. 2020 - 2022, Fundamental Research Grant Scheme (FRGS)
    Formulation of Long Term Pension Sustainability Model Following Population Ageing in Malaysia, Universiti Sains Islam Malaysia (USIM) ( Co-Researcher)
  12. 2020 - 2022, NONE
    Mortality modelling using biological age for kidney disease patients, Universiti Teknologi Mara (UITM) ( Co-Researcher)

PAPER PRESENTED

INVITED SEMINAR
  1. Insurance Loss Models and Their Computer Implementation , Research Visit To UNSRI, Mathematics Department, Faculty of Mathematics and Natural Sciences, Sriwijaya University, Indonesia (International) (16 Jul 2018 - 16 Jul 2018)
INVITED SPEAKER
  1. Risk measure estimation under two component mixture models with trimmed data, 2020 International Conference on Frontiers of Mathematics and Artificial Intelligence (CFMAI 2020), HKSRA (International) (20 Nov 2020 - 22 Dec 2020)
  2. Dealing actuarial parametric models with R statistical software, 6th Malaysia Statistics Conference 2018, Department of Statistics Malaysia, Bank Negara Malaysia, Malaysia Institute of Statistics (International) (19 Nov 2018 - 19 Nov 2018)
  3. Actuarial loss modeling with the composite models and its computer implementation, International Conference on Statistical Distributions and Applications (ICOSDA 2016), Central Michigan University (International) (14 Oct 2016 - 16 Oct 2016)
  4. In Search of Best Fitted Composite Model to the ALAE Data Set with Transformed Gamma and Inversed Transformed Gamma Families, The 3rd International Statistical Conference 2016 (ISM-III), Institute of Mathematical Science, University of Malaya, Malaysia (International) (09 Aug 2016 - 11 Aug 2016)
ORAL PRESENTER
  1. Estimation of biological age for Chronic Kidney Disease Patients, 2022 4th International Conference on Advanced Information Science and System (AISS 2022), The International Society for Applied Computing (International) (25 Nov 2022 - 25 Nov 2022)
PRESENTER
  1. Risk measure estimation under two component mixture models with trimmed data, ISM Virtual Research Seminar 2020, Institute of Mathematical Sciences and Malaysia Institute of Statistics (National) (21 Sep 2020 - 23 Sep 2020)
  2. Risk measure estimation under two component mixture models with trimmed data, ISM Internal Seminar, Institute of Mathematical Sciences (University) (07 Aug 2020 - 07 Aug 2020)
  3. New folded models for Norwegian fire claim data, One-Day Statistics Seminar: Statistical Distributions in Applications, The Center of Mathematical and Statistical Modelling (National) (07 Mar 2014 - 07 Mar 2014)
OTHERS
  1. Loss modelling and its computer implementation for Casualty Insurance, Actuarial Science Colloquium, Centre of Actuarial Studies, Faculty of Computer and Mathematical Sciences, UiTM Shah Alam (International) (15 Dec 2017 - 15 Dec 2017)

TEACHING

Bachelor
  1. (2021) SIQ3001 - Actuarial Mathematics I
  2. (2021) SIQ3003 - Actuarial Mathematics Ii
  3. (2020) SIQ3001 - Actuarial Mathematics I
  4. (2014) SJER2215 - Introductory Life Contingencies
  5. (2014) SJER3216 - Further Life Contingencies
  6. (2014) SJES3466 - Further Life Contingency

SOCIAL RESPONSIBILITY ACTIVITIES

  • Penggunaan Aplikasi Atas Talian Dalam Melicinkan Pengurusan Maya, (17 Aug 2021 - 17 Aug 2021) (University)
  • Program Committee for Isam-Icorast 2017, (27 Apr 2017 - 31 Dec 2017)
  • Programme Commitee for Cmcgs 2017, (04 Oct 2016 - 07 Mar 2017)
  • Invited Session Organizer for Ism3 Conference, (09 Aug 2016 - 11 Aug 2016)
  • Mentor for University of Malaya Actuarial Club, (09 Dec 2013 - 31 Dec 2020)
  • Alumni University of Manchester, (01 Jan 2013 - 31 Dec 2017)

COURSE ATTENDED

Internal / External Course
INTERNAL COURSE- ORGANIZED BY PTJ
  1. GOOGLE SITES AS AN EFFECTIVE TOOL FOR INFORMATION DISSEMINATION AND WORKPLACE COORDINATION, Onlne (14 Jun 2021 - 14 Jun 2021)
  2. SEMINAR LATIHAN STAF : PENGGUNAAN APLIKASI ATAS TALIAN DALAM MELICINKAN PENGURUSAN MAYA , Secara Atas Talian (17 Aug 2021 - 17 Aug 2021)
  3. CERAMAH BULANAN INSTITUT SAINS MATEMATIK "SYAFAAT AL-QURAN DI MUSIM WFH" , Secara Google Meet (16 Jul 2021 - 16 Jul 2021)
  4. BENGKEL PENCAPAIAN KPI DAN TRANSFORMASI PEMBANGUNAN STAF ISM 2021, Institut Sains Matematik (12 Jan 2022 - 12 Jan 2022)