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SHAUN WANG, PhD
Professor
of Actuarial Science
Director Actuarial Science Program
Robert W. Batten Chair of Actuarial Science
(404) 413-7486
shaunwang@gsu.edu |
Shaun Wang is the director of actuarial science programs in the Department of Risk Management and Insurance at Georgia State University's Robinson College of Business and holder of the Robert W. Batten Chair of Actuarial Science. He is an internationally renowned expert on the quantification and measurement of risk and a leading actuarial scholar in enterprise risk management. He holds memberships in the American Academy of Actuaries and the American Risk and Insurance Association.
As an active researcher, Dr. Wang has published extensively on the topics of risk measurement, correlation modeling, and the pricing of risk, in such leading journals as the ASTIN Bulletin, the Journal of Risk and Insurance, The North American Actuarial Journal, and Insurance: Mathematics and Economics. He currently serves as Editor of the ASTIN Bulletin—the journal of the International Actuarial Association—and has served in the past on the editorial boards of many leading publications. He is also Executive Director of the ERM Institute International, Ltd.
Prior to joining the Georgia State faculty, he was assistant vice president and group research director at SCOR—a global reinsurance company. While at SCOR, Dr. Wang developed a universal pricing formula—now commonly known as the Wang transform—for insurance risks, credit risks, and weather derivatives. He extended the Wang transform to analyze catastrophe bond transactions, corporate bond yield spreads, and applied the new 2-factor model to the pricing of aggregate stop-loss reinsurance and catastrophe reinsurance.
Dr. Wang is an experienced educator, with visiting professor appointments at the University of Copenhagen in Denmark, as well as at Nankai University and Peking University, two of China’s leading academic institutions. He has also held permanent teaching positions at the University of Waterloo and Concordia University in Canada. He holds an undergraduate degree in mathematics from China’s Beijing University and a doctoral degree in statistics from the University of Waterloo.
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PO BOX 4036