Researcher

My Expertise

Ethical Insurance Pricing, Insurance Data Science

Keywords

Fields of Research (FoR)

Insurance studies, Investment and risk management, Statistical data science

SEO tags

Biography

Fei is a Senior Lecturer in Risk and Actuaries Studies and Deputy Director (Data and AI Tech) of UNSW Business AI Lab. She received her BSc. in Mathematics from Xiamen University, MPhil in Actuarial Science from the University of Hong Kong, and PhD in Actuarial Studies from the Australian National University. Before joining UNSW, she worked at the Australian National University as a Lecturer (2015-2018) and Senior Lecturer (2019-2020).

Fei's...view more

Fei is a Senior Lecturer in Risk and Actuaries Studies and Deputy Director (Data and AI Tech) of UNSW Business AI Lab. She received her BSc. in Mathematics from Xiamen University, MPhil in Actuarial Science from the University of Hong Kong, and PhD in Actuarial Studies from the Australian National University. Before joining UNSW, she worked at the Australian National University as a Lecturer (2015-2018) and Senior Lecturer (2019-2020).

Fei's research focuses on statistical machine learning and ethical AI in insurance. In particular,  she studies insurance discrimination and pricing fairness in the context of AI and Big Data for different lines of business. She develops statistical and machine learning methods for various actuarial applications, including mortality modelling and forecasting, macroeconomic and investment forecasting, and general insurance pricing. She has published in top-tier actuarial journals and received multiple research awards, including the Carol Dolan Actuaries Summit Prize and ASTIN Colloquium Best Paper Award. 

Fei is also a dedicated educator teaching statistical machine learning and data analytics.  Her educational excellence has been recognized by winning the UNSW John Prescott Award for Outstanding Teaching Innovation (2022), ANU Vice Chancellor’s Award for Teaching Excellence in the Early Career Category (2018) and ANU College of Business and Economics Award for Teaching Excellence in the Early Career Category (2017).  Fei is a Senior Fellow of Advance HE (SFHEA)


My Qualifications

  • Senior Fellow of Advance HE (SFHEA)
  • PhD, Australian National University 
  • MPhil, University of Hong Kong
  • BSc, Xiamen University 

My Awards

ASTIN Colloquium Best Paper Award, 2022

Carol Dolan Actuaries Summit Prize, 2022

UNSW John Prescott Award for Outstanding Teaching Innovation, 2022

ANU Vice Chancellor’s Award for Teaching Excellence in the Early Career Category, 2018

ANU College of Business and Economics Award for Teaching Excellence in the Early Career Category, 2017


My Research Activities

  1. Insurance Discrimination and Pricing Fairness in the Context of AI and Big Data
  2. Socio-economic and Subgroup Mortality modelling and forecasting using statistical and machine learning techniques
  3. Advanced-age mortality modelling and forecasting using extreme value theory (EVT)
  4. General Insurance Pricing 
  5. Customer Churn Analysis
  6. Economic Scenarios Generator in a Data-rich Environment

My Research Supervision


Supervision keywords


Areas of supervision

  • Insurance discrimination and pricing fairness in the context of AI and Big data
  • Data analytics and statistical machine learning in insurance and actuarial studies.
    * mortality modelling and forecasting
    * macroeconomic and investment forecasting
    * general insurance pricing 
    * discrimination-free insurance pricing

Currently supervising

  • Xi Xin (Chair supervisor), PhD student at UNSW Sydney
  • Yumo Dong (primary supervisor), PhD student at the Australian National University
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