Yang Shen

Yang Shen is an Associate Professor at the School of Risk and Actuarial Studies, UNSW Business School, and an Associate Investigator at CEPAR. He holds a Ph.D. in Actuarial Studies from Macquarie University (2014), an M.Sc. in Financial Mathematics from Peking University, and a B.Ec. in Insurance Science from East China Normal University.

• Ph.D., Actuarial Studies, Macquarie University (2014)
• M.Sc., Financial Mathematics, Peking University
• B.Ec., Insurance Science, East China Normal University

His research bridges actuarial studies and financial mathematics, focusing on retirement planning, longevity and health risk, optimal insurance and reinsurance, pricing and hedging of insurance products, portfolio optimization, and game theory. His work explores stochastic volatility models, regime-switching frameworks, and robust control strategies to address risk in insurance and financial contexts.

Yang has secured major grants from the Australian Research Council (ARC), Natural Sciences and Engineering Research Council of Canada (NSERC), Society of Actuaries (SOA), and Insurance Institute (CAS). Notable awards include the DECRA (2020-2022), the first such award in actuarial studies, and the Chinese Government Award for Outstanding Self-Financed Students Abroad (2013).

He has taught courses such as ACTL 6105 and ACTL 5004 at UNSW and Risk Theory courses at York University. His research has been cited over 1,700 times with an h-index of 25 (Google Scholar, 2024).