RESEARCH

RESEARCH INTEREST

My primary research interests lie in developing effective quantitative tools in evaluating and managing risks in the fields of risk management, finance, and insurance. Currently I am particularly interested in the following topics:

[1] Climate change and weather risk management;

[2] Machine learning and predictive analytics in finance and insurance;

[3] Agricultural insurance;

[4] Longevity risk management.

GRANTS

• Climate Transformation Program (CTP) (Project PI; MOE Tier 3 Grant; 2023 - 2030; Lead PI: Benjamin P. Horton; SGD 50 million)

• A Dynamic Updating Framework for Composite Models  (PI; CAS Committee on Knowledge Extension Research (CKER) Grant; 2022 - 2023; USD 18,000)

• Artificial Intelligence, Population Aging, and Capital Market Solutions (PI; Ministry of Education (MOE) Academic Research Fund (AcRF) Tier 1 Grant; 2020 - 23; SGD 84,385.32)

• Society of Actuaries Education Institution Grant - FSA Grant (PI; Society of Actuaries; USD 7,500)

• Climate Risk and Financial Markets; Financial Innovation for Agricultural Risk Management (PI; Start Up Grant by NTU; 2017 - 20; SGD 100,000)

• Society of Actuaries Education Institution Grant - ASA Grant (PI; Society of Actuaries; USD 5,000)

• Predictive Analysis: An Application to Agriculture (Co-PI; with Ken Seng Tan (PI) and Lysa Porth; Society of Actuaries; 2018 - 19; USD 69,500)

• Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach(Co-PI; with Yang Lu (PI) and Hong Li; Society of Actuaries; 2018 - 19; USD 17,500)

• Farm-Level Crop Yield Forecasting in the Absence of Farm-Level Data (Co-PI; with Ken Seng Tan (PI) and Lysa Porth; Society of Actuaries; 2015-16; USD 50,000)

• Actuarial Ratemaking for Agricultural Insurance (PI; Start Up Grant by Nankai University; 2015 - 17; RMB 90,000)

ON GOING RESEARCH TOPICS

• Climate risk and financial markets

• Longevity risk management

• Index insurance design

• High dimensional financial modeling

• Predictive analytics