معرفی
Ning Wang is a Lecturer in Actuarial Studies at the Research School of Finance, Actuarial Studies & Statistics at Australian National University (ANU), joining in January 2024. He holds a PhD in Statistics from East China Normal University (2020) and a PhD in Actuarial Studies from Macquarie University (2021), along with a Master of Research from Macquarie University (2019). Prior to ANU, he served as a Research Fellow at University of Wollongong and Macquarie University.
His research focuses on stochastic optimal control applications in finance and insurance, including optimal reinsurance design, portfolio optimization, life-cycle planning models, and stochastic differential games. His work has been published in journals such as Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, and Quantitative Finance.
He currently supervises research students and leads the ANU Futures Scheme project (2024–2026), exploring advanced financial modeling frameworks. His research also addresses model uncertainty, dynamic programming, and robust optimization strategies under varying economic conditions.
- Education:
- PhD in Statistics, East China Normal University, 2020
- PhD in Actuarial Studies, Macquarie University, 2021
- Master of Research, Macquarie University, 2019
- Grants & Projects:
- ANU Futures Scheme (2024–2026): Focuses on stochastic models for financial decision-making
- Key Research Themes:
- Optimal reinsurance and investment strategies
- Life-cycle planning with stochastic volatility
- Robust asset-liability management
His publications demonstrate expertise in solving complex financial and actuarial problems through advanced mathematical and computational methods, including partial differential equations, dynamic programming, and numerical simulations.
