Yang Shen
School of Risk and Actuarial Studies - PhD, Macquarie University | MSc, Peking University | BEc, East China Normal University
Yang Shen is an Associate Professor in the School of Risk and Actuarial Studies and an Associate Investigator of CEPAR. He was the first winner of DECRA (2020-2022) in the field of actuarial studies since the inception of this award. Yang obtained his PhD in Actuarial Studies from Macquarie University in 2014. He worked as a Research Fellow at CEPAR from 2013 to 2015 and as an Assistant Professor at York University from 2015 to 2019. His current research interests are at the intersection of actuarial studies and financial mathematics, including retirement planning, longevity and health risk, optimal insurance and reinsurance, pricing and hedging of insurance and annuity products, portfolio optimisation and game theory. Yang has published in all top-tier actuarial journals (e.g., IME, ASTIN, SAJ, NAAJ), top journals in control theory (e.g., Automatica), and major journals in financial mathematics (e.g., SIFIN) and operations research (e.g., EJOR). According to Google Scholar, as of August 2024, his publications were cited over 1,700 times and had an h-index of 25. His research has been funded by major funding agencies and professional organisations, such as ARC, NSERC, SOA, CAS, etc.
From This Author
Why the hidden costs of annuities are keeping retirees poorer
Research explains why transaction costs can delay annuity purchases, reduce spending and change how retirees manage superannuation savings in retirement