Personal profile
Biography
Ning joined RSFAS as a Lecturer in Actuarial Studies in January 2024. He completed his Master of Research at Macquarie University in April 2019 and received his PhD in Statistics from East China Normal University in December 2020 and 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 and life-cycle planning model. Ning’s research contributions have appeared in Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, North American Actuarial Journal, Quantitative Finance, Annals of Operations Research, etc.
Research Interests
Optimal insurance and reinsurance; life-cycle planning; portfolio optimization; stochastic differential game; model uncertainty
Research student supervision
- Registered to supervise
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Household decision-making with inflationary environment and theCobb-Douglas utility
Wang, H., Zhang, W., Liu, D., Xu, L. & Wang, N., 20 Aug 2025, (E-pub ahead of print) In: Applied Economics. 23 p.Research output: Contribution to journal › Article › peer-review
-
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 -
Optimal decision-making for consumption, investment, housing, and life insurance purchase in a couple with dependent mortality
Zhang, J., Wei, J. & Wang, N., 31 Mar 2025, In: Annals of Actuarial Science. 29 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus) -
Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility
Wang, N. & Zhang, Y., 2025, In: Insurance: Mathematics and Economics. 124, 38 p.Research output: Contribution to journal › Article › peer-review
Projects
- 1 Active