Liyuan Lin

Liyuan Lin is a Senior Lecturer in the Department of Econometrics & Business Statistics at Monash University's Faculty of Business and Economics. He holds a PhD in Actuarial Science from the University of Waterloo, awarded in 2024. His academic work centers on advanced risk modeling and actuarial theory.

Research Interests:

• Actuarial Science
• Quantitative Risk Management
• Dependence and Risk Aggregation
• Stochastic Control
• Risk Measures and Diversification
• Reinsurance Strategy and Market Competition

His recent publications, appearing in top journals such as Management Science, Mathematics of Operations Research, and Scandinavian Actuarial Journal, reflect a strong focus on theoretical and applied aspects of risk modeling. Key themes include diversification measurement, optimal reinsurance under competition, calibration of risk models, and structural dependence in multivariate settings. His work often involves deep mathematical analysis and collaboration with leading scholars in actuarial mathematics.

Scientific Awards:

• No awards listed in the provided text.

Advising and Grants:

There is no explicit information available regarding student supervision, grant funding, or advisory roles. However, given his active publication record and position as a Senior Lecturer, it is likely that he mentors students and participates in research projects, though specifics are not disclosed in the source material.

Labs and Research Teams:

No specific lab or research group is mentioned. However, his collaborations suggest active participation in the broader actuarial and quantitative risk research network, particularly with researchers at institutions connected to the University of Waterloo and international actuarial research centers.