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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.