Yuyu Chen

Academic Appointments

• 2025.09 - present    Senior Lecturer, Department of Economics, University of Melbourne
• 2023.01 - 2025.08    Lecturer, Department of Economics, University of Melbourne
• 2022.09 - 2022.12    Research Assistant, Department of Statistics and Actuarial Science, University of Waterloo

Education and Professional Designation

• 2018.09 - 2022.10Ph.D. in Actuarial Science, University of Waterloo. Advisors: Ruodu Wang and Ken Seng Tan
• 2016.09 - 2018.07M.Sc. in Statistics, University of Calgary. Advisors: Alexandru Badescu
• 2012.09 - 2016.06B.Ec. in Actuarial Science, Southwestern University of Finance and Economics
• 2021Associate of the Society of Actuaries

Research Interests

I am interested in the research of actuarial science and risk management.

• Portfolio risk analysis
• Risk aggregation
• Model uncertainty

Selected Awards

• Best Paper Award (First Place), the 13th China International Conference on Insurance and Risk Management (CICIRM 2023)
• Best Paper Award, the 2021 International Actuarial Association Joint Section Colloquium AFIR-ERM Section
• Sprott Scholarship, University of Waterloo
• Maplesoft Best Student Paper Award, the 24th Congress on Insurance: Mathematics and Economics

Conferences

Invited Conference Presentations

• 2025.12Annual Meeting of the Australian Mathematical Society, Melbourne, Australia
• 2023.12Annual Meeting of the Australian Mathematical Society, Brisbane, Australia
• 2022.08Extreme Value Theory and Quantitative Risk Management Workshop, Shanghai, China, Online

Contributed Conference Presentations

• 2026.07International Congress on Insurance: Mathematics and Economics, Seoul, South Korea
• 2026.01ASTIN Bulletin Conference, Zurich, Switzerland
• 2025.12Australasian Actuarial Education and Research Symposium, Sydney, Australia
• 2025.09Risk Sciences Annual Conference, Singapore
• 2024.12Quantitative Methods in Finance Conference, Sydney, Australia
• 2024.11Australasian Actuarial Education and Research Symposium, Melbourne, Australia
• 2023.11Australasian Actuarial Education and Research Symposium, Wellington, New Zealand
• 2023.07National Conference on Probability Limit Theory and Large Sample Theory, Xining, China
• 2023.07China International Conference on Insurance and Risk Management, Guangzhou, China
• 2021.10International Actuarial Association Joint Section Colloquium, Online
• 2021.08Actuarial Research Conference, Online
• 2021.07International Congress on Insurance: Mathematics and Economics, Online
• 2021.05PKU-NUS Annual International Conference on Quantitative Finance and Economics, Online
• 2020.02SAS Research Presentation Day, Waterloo, Canada
• 2018.05Alberta Mathematics Dialogue, Calgary, Canada

Seminars

• 2026.07School of Mathematics Seminar, Southwestern University of Finance and Economics, China
• 2026.01Actuarial Science & Mathematical Finance Seminar, University of Amsterdam, Netherlands
• 2025.10School of Risk and Actuarial Studies Seminar, UNSW Sydney, Australia
• 2024.03Department of Econometrics and Business Statistics Seminar, Monash University, Australia
• 2023.11School of Mathematics, Statistics and Actuarial Science, University of Essex, Online
• 2023.09School of Mathematical Science Seminar, Nankai University, Online
• 2023.08School of Risk and Actuarial Studies Seminar, UNSW Sydney, Australia
• 2022.09Mathematical and Computational Finance Lab Seminar, University of Calgary, Canada