Dr Pengyu Wei

Senior Research Associate

BSc BEc PKU; DPhil Oxford

Primary affiliation:

Senior Research Associate, UNSW Business School, UNSW Sydney

Research stream:

Sustainable Wellbeing in Later Life

Pengyu Wei is a CEPAR Senior Research Associate, located in the UNSW Business School. He joined the Centre in March 2018 after obtaining his DPhil in Mathematics from the University of Oxford. His current research interests include actuarial science, quantitative finance, risk management and insurance. He develops actuarial models to investigate health and longevity risk. He also builds life-cycle models to study retiring individuals’ demand for retirement income products. He has published in leading journals such as Mathematical Finance and Insurance: Mathematics and Economics.