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Assistant Professor of Actuarial Science
B.S., Fudan University; Ph.D., University of Pittsburgh.
Expertise:
Math Finance, Actuarial Science, Statistical Modeling
Research & Practice Areas:
Math Finance, Mortality, Actuarial Science
I am currently working on two projects. The first is forecasting mortality and analyzing mortality dynamics. The second studies bond pricing and risk management under credit rating migration.
Publications
Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks. Wanying Fu, Xinfu Chen, Jin Liang. Interfaces and Free Boundaries, Vol. 22.
A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting. Wanying Fu, Barry Smith, Patrick Brewer and Sean Droms. Risks 2022, 10(8).