Academic Profile : Faculty

profile_wj - Copy.jpg picture
Asst Prof Zhu Wenjun
Assistant Professor, College of Business (Nanyang Business School) - Division of Banking & Finance
 
External Links
 
Wenjun Zhu (Ph.D., FSA, CERA) is an 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, 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). 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 actuarial and insurance journals such as the Journal of Risk and Insurance, North American Actuarial Journal, Insurance: Mathematics, and Economics, and ASTIN Bulletin. 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, 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.
Systemic risks in finance and insurance; Predictive analytics; Weather risk management and agricultural insurance; High dimensional modeling with copulas; Longevity risk management.
 
  • Artificial Intelligence, Population Aging, and Capital Market Solutions
Awards
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
 
Fellowships & Other Recognition
Nov 2019 - Fellow of Society of Actuaries (FSA)
Mar 2019 - Chartered Enterprise Risk Analyst (CERA)