Assistant Professor
F. Ross Johnson Fellow
Warren Centre for Actuarial Studies and Research
Room 660 Drake Centre
181 Freedman Crescent
University of Manitoba (Fort Garry Campus)
Winnipeg, Manitoba R3T 5V4
Yumin Wang
Biography
Teaching Interests
- Long-term Actuarial Mathematics
- Short-term Actuarial Mathematics
- Statistical Learning in Actuarial Science
Research Interests
- Variable annuity
- Registered index-linked annuity
- Pension economics
- Stochastic control in finance and insurance
Publications
Chen, L., Li, D., Wang, Y., & Zhu, X. (2023). Optimal VIX-linked structure for the target benefit pension plan. ASTIN Bulletin: The Journal of the IAA, 1-19. (Forthcoming)
Chen, L., Li, D., Wang, Y., & Zhu, X. (2023). The optimal cyclical design for a target benefit pension plan. Journal of Pension Economics & Finance, 22(3), 284-303.
Landriault, David & Li, Bin & Li, Dongchen & Wang, Yumin. (2021). High-Water Mark Fee Structure in Variable Annuities. Journal of Risk & Insurance. 88(4), 1057-1094.