Ning Wang

Ning Wang

RSFAS

Research School of Finance, Actuarial Studies & Statistics

Position
Lecturer
Email
ning.wang@anu.edu.au
Research areas

Optimal insurance and reinsurance; life-cycle planning; portfolio optimization; stochastic differential game; model uncertainty

Biography

Ning joined RSFAS as a Lecturer in Actuarial Studies in January 2024. He completed his Master of Research at Macquarie University in April 2019 and received his PhD in Statistics from East China Normal University in December 2020 and PhD in Actuarial Studies from Macquarie University in February 2021. Prior to joining RSFAS, he was a Research Fellow at University of Wollongong and Macquarie University. His current research interest is the application of stochastic optimal control in finance and insurance, including optimal reinsurance design, optimal portfolio selection, model uncertainty, stochastic differential game and life-cycle planning model. Ning’s research contributions have appeared in Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, North American Actuarial Journal, Quantitative Finance, Annals of Operations Research, etc.

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Research publications