Wenjun Jiang, PhDPhD in actuarial science, Western University, Canada
MSc in actuarial mathematics, Concordia University, Canada
BSc in applied mathematics, Tianjin University, China
Areas of Research
My primary research interest lies on optimal (re)insurance design, which is a particular functional optimization problem. The vital role played by the insurance indemnity function in hedging the risks of policyholder and insurer puts the insurance design at the forefront of actuarial studies among various actuarial decision-making problems. The recent advances in economics, behavioral and game theories greatly push the development of this field. As per the recent literature, there are different streams which deserve more effort to investigate. More details could be found on: https://science.ucalgary.ca/mathematics-statistics/research/areas/actuarial-science
Working with this supervisor
I am recruiting masters and PhD students. Currently, I am working on the design of optimal insurance/reinsurance but I am open to various actuarial decision making problems. I am also interested in reliability analysis, optimal inspection and maintenance schedule, clustering of financial assets. I welcome students with math, stats, actuarial science background to inquire and apply, especially those who are strongly interested in research. A solid foundation in applied math and programming is an asset.
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