معرفی
Yunran Wei is a Tenure-track Assistant Professor at the School of Mathematics and Statistics, Carleton University. His research focuses on Quantitative Risk Management, Actuarial Science, Mathematical Finance, and FinTech/InsurTech. He holds a Ph.D. in Actuarial Science from the University of Waterloo, with supervisors Ruodu Wang and Gord Willmot, and has earned credentials including the Associate of the Society of Actuaries (ASA).
Education:
- Ph.D. in Actuarial Science, University of Waterloo (Supervisors: Ruodu Wang, Gord Willmot)
- MMath in Statistics, University of Waterloo (Supervisor: Carole Bernard)
- BMath, Double Major in Pure Mathematics and Mathematical Finance, University of Waterloo
Research Interests: Dr. Wei’s work bridges theoretical advancements in risk management and practical applications in financial markets. His research explores Cryptocurrency Market Risk, Risk Sharing Mechanisms, and Statistical Methods for Actuarial Applications. Recent projects analyze vulnerability in financial systems using conditional risk measures and investigate optimal allocations under heterogeneous beliefs.
Awards & Funding:
- NSERC Discovery Grant (2023–2028)
- James C. Hickman Scholar Fellowship (2018–2019)
Grants & Advising: As sole PI of NSERC grants totaling $39,500 CAD annually, Dr. Wei leads research teams focusing on risk analytics. His advising includes collaborations on cryptocurrency risk modeling and parametric risk measures.
Professional Activities: Active contributor to journals like Mathematical Finance and Insurance: Mathematics and Economics, with a focus on advancing quantitative methods in finance and insurance.
