Wenjun Zhu, PhD, FSA, CERA


Dr. Wenjun Zhu is a tenure-track Assistant Professor in Nanyang Business School at Nanyang Technological University, Singapore. She received her Ph.D. in the Department of Statistics and Actuarial Science, University of Waterloo in 2015. As the first student admitted to the PhD program without a Master's degree in the department, Wenjun holds double Bachelor's degree in Economics as well as Mathematics. She is a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). She is also a winner of the Society of Actuaries James C. Hickman Scholar (2013-15). Before joining NBS, she served as a tenure-track assistant professor in School of Finance at Nankai University (2015-17).

Wenjun has been publishing in leading academic journals inluding Management Science, Journal of Risk and Insurance, Insurance: Mathematics and Economics, North American Actuarial Journal, ASTIN Bulletin, and Journal of Banking & Finance. Wenjun has interdisciplinary research experience in developing effective statistical and quantitative tools in evaluating and managing risks in the fields of insurance and finance. Currently, she is particularly interested in research topics including systemic risks in finance and insurance, predictive analytics with machine learning, weather risk management and agricultural insurance, high dimensional modeling with copulas, and longevity risk management.

Wenjun enjoys teaching. She teaches courses in actuarial science, finance, risk mangement and insurance. She is the recipient of the 2020 NBS Teaching Excellence Award (TEA). She was also nominated for the Msc Financial Engineering Teacher of the Year Award 2020, as well as NBS Business Teacher of the Year Award 2021.

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