Assistant Professor Department of Finance

Yang Bowen obtained her PhD degree in finance from Nanyang Technological University, Singapore in 2017. Before that she obtained her bachelor’s degree from NTU as well. She has worked in actuarial functions in an international reinsurance company.

Personal Profile

Research

Insurance and actuarial studies, longevity risks, and the intersection with finance


Teaching

Financial risk management


Publications Read More

1. In Search of Preference Shock Risks: Evidence from Longevity Risk and Momentum Profits, with Zhanhui Chen, Journal of Financial Economics (2019)

2. Cohort Extensions of the Poisson Common Factor Model for Modelling Both Genders Jointly, with Jackie Li and Uditha Balasooriya, Scandinavian Actuarial Journal (2016)

3. Using Bootstrapping to Incorporate Model Error for Risk-neutral Pricing of Longevity Risk, with Jackie Li and Uditha Balasooriya, Insurance: Mathematics and Economics (2015)

Lab members Read More

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Contact Us

Contact Address

Office Phone

(0755)8801 8631

Email

yangbw@sustech.edu.cn

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