Academic Profile : Faculty
Assoc Prof Wenjun Zhu
Associate Professor, College of Business (Nanyang Business School) - Division of Banking & Finance
Deputy Director, Insurance Risk and Finance Research Centre (IRFRC)
Deputy Head, Division of Banking and Finance, College of Business (NBS)
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Wenjun Zhu (Ph.D., FSA, CERA) is an Associate Professor (with tenure) 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, Dr. Zhu 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). Wenjun is a winner of the Society of Actuaries James C. Hickman Scholar, and the 2023 Actuarial Science Early Career Award. She is an Associate Editor of the Annals of Actuarial Science (AAS).
Wenjun has been publishing in leading academic journals inluding Management Science, Insurance: Mathematics and Economics, North American Actuarial Journal, Journal of Risk and Insurance, ASTIN Bulletin, Journal of Banking & Finance, and etc. 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 climate change and its risk management solutions, predictive analytics with machine learning, agricultural insurance, and longevity risk management. Through close collaboration with the insurance industry, actuarial professional bodies, and governments, Wenjun's research aims to revolutionize insurance practice by developing state-of-the-art tools for more efficient 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.
Wenjun has been publishing in leading academic journals inluding Management Science, Insurance: Mathematics and Economics, North American Actuarial Journal, Journal of Risk and Insurance, ASTIN Bulletin, Journal of Banking & Finance, and etc. 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 climate change and its risk management solutions, predictive analytics with machine learning, agricultural insurance, and longevity risk management. Through close collaboration with the insurance industry, actuarial professional bodies, and governments, Wenjun's research aims to revolutionize insurance practice by developing state-of-the-art tools for more efficient 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.
Systemic risks in finance and insurance; Predictive analytics; Weather risk management and agricultural insurance; High dimensional modeling with copulas; Longevity risk management.
- Climate Transformation Programme
- Climate Transformation Programme - Cluster 5 (Weikai Li SMU)
- Climate Transformation Programme - Cluster 5 (Wenjun Zhu)
- Climate Transformation Programme - Cluster 5 (Xin Chang, Simba)
Awards
2023 - Actuarial Science Early Career Award by the Society of Actuaries
2021 - Nominee for NBS Business Teacher of the Year Award
2020 - NBS Teaching Excellence Award (TEA)
2020 - Nominee for Msc Financial Engineering Teacher of the Year Award
2013 - James C. Hickman Scholar by the Society of Actuaries
2021 - Nominee for NBS Business Teacher of the Year Award
2020 - NBS Teaching Excellence Award (TEA)
2020 - Nominee for Msc Financial Engineering Teacher of the Year Award
2013 - James C. Hickman Scholar by the Society of Actuaries
Fellowships & Other Recognition
Nov 2019 - Fellow of Society of Actuaries (FSA)
Mar 2019 - Chartered Enterprise Risk Analyst (CERA)
Mar 2019 - Chartered Enterprise Risk Analyst (CERA)