一、研究方向

分布回归建模，宏观计量经济学，保险精算建模和风险分析

二、工作经历

2024.12-至今，湖南大学金融与统计学院，统计与数据科学系，助理教授

三、教育背景

2020.03-2024.09，澳大利亚莫纳什大学，获计量经济学博士

2016.09-2019.07，重庆大学，统计学专业，获理学硕士学位

2012.09-2016.07，重庆大学，统计学专业，获理学学士学位

四、科研论文

1. 已发表

[1] Bivariate Distribution Regression with Application to Insurance Data. Yunyun Wang, Tatsushi Oka, and Dan Zhu. Insurance Mathematics and Economics 113 (2023): 215-232.

[2] Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees. Meiqiao Ai, Yunyun Wang, Zhiming Zhang and Dan Zhu. Scandinavian Actuarial Journal (2023): 1-27.

[3] Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion. Wen, Su, Benxuan Shi, and Yunyun Wang. Communications in Statistics-Theory and Methods 49.23 (2020): 5686-5708.

2. 工作论文

[1] Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. Yunyun Wang, Tatsushi Oka, and Dan Zhu. arXiv preprint arXiv:2303.04994 (2023).

[2] Inflation Target at Risk: A Time-Varying Parameter Distribution Regression. Yunyun Wang, Tatsushi Oka, and Dan Zhu. arXiv preprint arXiv:2403.12456 (2024)

[3] Multi-period Mean-variance Portfolio Optimization with Capital Injections. Longyu Shi, Yunyun Wang, Wenyue Li, Zhimin Zhang. (2024)

五、学术会议

2024

The Econometric Society Australasian Meeting, Melbourne, Australia

The Annual Conference of the International Association for Applied Econometrics (IAAE), Xiamen, China

International Conference on Insurance and Actuarial Science, Tianjin, China

2023

17th Int. Conference on Computational and Financial Econometrics, Berlin, Germany

Asian Meeting of the Econometric Society in East and Southeast Asia, Singapore

Asian Meeting of the Econometric Society, Beijing, China

2022

Australasian Actuarial Education and Research Symposium, Canberra, Australia

Time Series and Forecasting Symposium (TSF), Sydney, Australia (Best Student Presenter)

Asian Meeting of the Econometric Society in East and South-East Asia, Tokyo, Japan

Asian Meeting of the Econometric Society, Shenzhen, China

2021

24th International Congress on Insurance: Mathematics and Economics