Academic Profile

Academic Profile

Dr Nie Ciyu

Lecturer

Division of Banking & Finance
College of Business (Nanyang Business School)

Email: CYNIE@NTU.EDU.SG
Phone: (+65)6790 6256
Office: S3-B1A-33

Education
  • PhD University of Melbourne 2013
  • BCom(Hons) University of Melbourne 2008
Biography
Ciyu Nie (Jade) is a qualified actuary from the Institute of Actuaries of Australia. She graduated from The University of Melbourne (Australia) with a PhD degree in Actuarial Science. Before joining NTU as a lecturer, she has firstly worked in Ernst & Young (Shanghai) as an actuarial consultant, and later on worked in Alibaba Group as a data scientist. Her combined experiences in the insurance industry as well as the internet industry greatly inspired her interests in big data analytics as well as cyber risk management. She is now a member of the IRFRC and her current research is focusing on cyber risk modelling.
Research Interests
-cyber risk modelling
-ruin theory
-data modelling
-longevity modelling
-risk analytics
Selected Publications
  • Ciyu Nie, David C.M. Dickson, Shuanming Li. (2015). The finite time ruin probability in a risk model with capital injections. Scandinavian Actuarial Journal, 2015(4), 301-318.
  • Ciyu Nie, David C.M. Dickson, Shuanming Li. (2011). Minimizing the ruin probability through capital injections. Annals of Actuarial Science, 5, 195-209.

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