Researcher

Dr Fei Huang

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 Lead - Data and AI Tech at 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.

Fei's research focuses on Ethical AI (and non-AI) and Data Science for...view more

Fei is a Senior Lecturer in Risk and Actuaries Studies and Lead - Data and AI Tech at 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.

Fei's research focuses on Ethical AI (and non-AI) and Data Science for Insurance. In particular,  she studies insurance discrimination and pricing fairness in the context of AI (and non-AI). She also develops statistical and machine learning methods for various actuarial applications, including customer churn modeling, mortality modeling, macroeconomic forecasting using Big Data, and general insurance pricing. She has published in top-tier actuarial journals and received the Carol Dolan Actuaries Summit Prize and ASTIN Colloquium Best Paper Award for her research on anti-discrimination insurance pricing. She was a recipient of the Actuaries Institute's Volunteer of the Year Award in the Spirit of Volunteering category in 2023. 

Fei teaches actuarial data science and statistical machine learning at UNSW.  By collaborating with industry partners, she incorporates contemporary industry challenges into the course syllabus to offer a unique industry-engaging experience for students via Sandbox Projects. 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

Actuaries Institute's Volunteer of the Year Award - Spirit of Volunteering, 2023

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 non-AI). See related papers below: 
    (1) The Discriminating (Pricing) Actuary (with Edward (Jed) Frees), NAAJ, 2021
    (2) Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models (with Xi Xin), NAAJ,  2022 (This paper won the inaugural Carol Dolan Actuaries Summit Prize and ASTIN Colloquium Best Paper Award)
    (3) Welfare Implications of Fairness and Accountability for Insurance Pricing (with Hajime Shimao), 2022 
  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)
    (1) Modelling life tables with advanced ages: An extreme value theory approach (with Ross Maller and Ning Xu), Insurance: Mathematics and Economics, 2020
  4. Customer Churn Analysis
    (1) Multi-State Modelling of Customer Churn (with Yumo Dong, Edward (Jed) Frees, Francis Hui), ASTIN Bulletin, 2022 (SSRN version)
  5. Data-Rich Economic Forecasting in an Actuarial Context 

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

My Teaching

  • ACTL4305/5305 Actuarial Data Science Applications (2020 - now)
    Sandbox project (2021): Develop Pricing Models for SME Building Insurnace with Features Having High Cardinality. Industry Partner: Suncorp. 
    Sandbox project (2022): Multi-coverage Claim Modelling for Insurance Packaged Products. Industry Partner: IAG. Event Video
  • ACTL3142/5110 Statistical Machine Learning for Risk and Insurance Applications (2021-2022)
    Sandbox project (2021): Predicting Claims Inflation for Commercial Auto Insurance Pricing. Industry Partner: IAG. Event Video
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