| Assoc Prof Wu Yuan
Associate Professor
Division of Banking & Finance
College of Business (Nanyang Business School)
Email: AYWU@ntu.edu.sg
Phone: (+65)6790 4651
Office: S3-01B-61 |
| Education |
- MActSt University of New South Wales 2009
- PhD University of New South Wales 1993
- MStats University of New South Wales 1989
- BS Wuhan University 1982
|
| Biography |
| Dr Wu joined the academic staff of NTU in 1994. Previously he was a member of the faculty of the University of Sydney, and also worked in the University of New South Wales in Australia. He has taught various statistical courses for undergraduates and postgraduates in Australia and Singapore. He received the Best Teacher Award (1999), Best Teacher Award for the Master Financial Engineering Programme (2002, 2004, 2010), and Best Teacher Award for Actuarial Science Programme (1998, 1999, 2001). |
| Research Interests |
| Prof Wu's research interests are in Actuarial Science, Data Mining, Application of Statistics to Business and Finance, and Traffic Accidents Analysis. |
| Selected Publications |
- Liew Rong Qi, Wu Yuan. (2013). Pairs trading: A copula approach. Journal of Derivatives and Hedge Funds, Vol 19(1), pp12-30.
- Yee Wah Chin, Wu Yuan. (2006). Effectiveness of the Central Provident Fund Healthcare Schemes. Journal of Risk Management and Insurance, 11, 92-110.
- Yee Wah Chin, Wu Yuan. (2005). Implications of channel distribution preference for financial products and services in Singapore. Journal of Insurance and Risk Management, .
- Yee Wah Chin, Wu Yuan. (2005). Effect of captives on stock returns and systematic risks. Journal of Insurance Research and Practice, 20(2), 5-15.
- Robert Lian, Wu Yuan, Koh Hian Chye. (2004). Decision Tree Analysis of Terminated Life Insurance Policies. Journal of Actuarial Practice, 11, 79-102.
|