Personal profile
Biography
Ning joined RSFAS as a Lecturer in Actuarial Studies in January 2024. He received his PhD in Actuarial Studies from Macquarie University in February 2021. Prior to joining RSFAS, he was a Research Fellow at University of Wollongong and Macquarie University. His current research interest is the application of stochastic optimal control in finance and insurance, including optimal reinsurance design, optimal portfolio selection, model uncertainty, stochastic differential game, life-cycle planning model and climate risk. Ning’s research contributions have appeared in Insurance: Mathematics and Economics, European Journal of Operational Research, Scandinavian Actuarial Journal, North American Actuarial Journal, Quantitative Finance, Annals of Operations Research, etc.
Research Interests
Optimal reinsurance; life-cycle planning; portfolio optimization; stochastic differential game; model uncertainty; climate risk
Qualifications
Certified Financial Risk Manager (FRM) from Global Association of Risk Professionals.
Research student supervision
- Registered to supervise
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Option-based portfolio and consumption insurance (OBPCI)
Escobar-Anel, M., Khemka, G., Wang, N. & Xu, Z., 2026, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 28 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Seek and hide: Retention of lenient auditors in the anti-corruption campaign in China
Cao, Y., Feng, Z., Li, L. Z., Wang, N. & Yan, L., Mar 2026, (E-pub ahead of print) In: Australian Journal of Management. 35 p.Research output: Contribution to journal › Article › peer-review
-
Household decision-making with inflationary environment and the Cobb-Douglas utility
Wang, H., Zhang, W., Liu, D., Xu, L. & Wang, N., 20 Aug 2025, (E-pub ahead of print) In: Applied Economics. p. 1-23 23 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Life-cycle planning model with inflation and time-varying consumption constraints
Liu, D., Wang, N., Xu, L. & Wang, H., 18 Jun 2025, In: Quantitative Finance. 16 p.Research output: Contribution to journal › Article › peer-review
-
Life-cycle planning model with stochastic volatility and recursive preferences
Wang, H., Liu, D., Xu, L. & Wang, N., 27 May 2025, In: International Review of Finance. 25, 2, 22 p., e70025.Research output: Contribution to journal › Article › peer-review
Open Access
Projects
- 1 Active