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Wang Ying

  • About
    • Department: Faculty of Economics and Management
    • Gender: female
    • Post: Assistant Professor
    • Graduate School: University of Waterloo
    • Degree: PhD in Actuarial Science
    • Academic Credentials:
    • Tel:
    • Email: ywang@fem.ecnu.edu.cn
    • Office: Science Building
    • Address: 3663 N Zhongshan R.
    • PostCode: 200062
    • Fax:

    WorkExperience

    2016.8 - 2018.8 University of Illinois at Urbana and Champaign (UIUC) Research Assistant Professor

    2018.9 - now   East China Normal University Assistant Professor


    Education

    PhD in Actuarial Science University of Waterloo 

    Master in Statistics East China Normal University

    Bachelor (Double degree in Math and Applied Math & Economics)

    Resume

    Other Appointments

    Research Fields

    Risk Management 

    Risk Measures

    Capital Allocation Principles

    Regulation related issues

    Other topic with application in industry combined with the theories of statistics, machine learning, deep learning methods


    Enrollment and Training

    Course

    Quantitative Risk Management and Investment (Bilingual/English)

    Loss Models/Short-Term Actuarial Mathematics (Bilingual/English)

    Financial Mathematics (Bilingual/English)

    Probability and Mathematical Statistics (Bilingual/English)


    Scientific


     

    1.  Participate in NSERC Key Project:  Analytical methods of Complex data and behavior in Economics and Management with corresponding applications (No. 71931004) 2020.01-2024.12.

    2.  Host three SOA CAE research projects 2016.8-2017.5.

    3.  Host two UIUC Illinois Geometry Lab projects 2017.9-2017.12.

    4.  Host ECNU 2019 youth high-level talent project: Research on several optimization problems in risk management No. 41300-20101-2225302019.1-2019.12.

    5.  Host ECNU English Curriculum Construction project: Risk Management and Investment 


    Academic Achievements

    (1) Jun Cai#, Ying Wang*, Tiantian Mao, Tail Subadditivity of Distortion Risk Measures and Multivariate Tail Distortion Risk Measures, Insurance: Mathematics and Economics, 2017, 75:105-116. (Corresponding Author) 

    (2) Ying Wang,Review on Capital Allocation Principles. SOA CAE Research Report. 2017.

    (3) Ying Wang,Reinsurance Framework--Regulations, Products and Strategies. SOA CAE Research Report. 2017.

    (4) Ying Wang,Risk Measures and Robustness. SOA CAE Research Report. 2017.

    (5) Jun Cai#, Ying Wang*, Reinsurance Premium Principles based on Weighted Loss Functions, Scandinavian Actuarial Journal2019: 10, 903-923. (Corresponding Author)

    (6) Jun Cai#, Ying Wang*, Optimal Capital Allocation Principles considering Capital Shortfall and Surplus Risks in a Hierarchical Corporate Structure, Insurance: Mathematics and Economics, 2021:100, 329-349. (Corresponding Author)

    (7) Jun Cai, Ying Wang (2021+) Risk measures based on generalized weighted loss functions.




    Honor

    Dominion of Canada Scholarship for Actuarial Science Research