Faculty

中文       Go Back       Search
Bowen Yang
Assistant Professor
yangbw@sustech.edu.cn

Yang Bowen obtained her PhD degree in finance from Nanyang Technological University, Singapore in 2017. Before that she obtained her bachelor’s degree from NTU as well. She has worked in actuarial functions in an international reinsurance company.

 

Research area

Insurance and actuarial studies, longevity risks, and the intersection with finance

 

Papers

1. In Search of Preference Shock Risks: Evidence from Longevity Risk and Momentum Profits, with Zhanhui Chen, Journal of Financial Economics (2019)

2. Cohort Extensions of the Poisson Common Factor Model for Modelling Both Genders Jointly, with Jackie Li and Uditha Balasooriya, Scandinavian Actuarial Journal (2016)

 

Personal page Link