RESEARCH INTEREST
My research develops quantitative and AI-driven methods to understand, forecast and manage risks in insurance and finance. I study how demographic change, climate and health risks interact with financial markets, and how these insights can inform insurance design and risk-transfer solutions.
- Mortality, health and longevity. Mortality forecasting, climate-related health risks, longevity risk management and the valuation of life-contingent products.
- Climate, agriculture and sustainability. Climate and weather risk, agricultural insurance, catastrophe risk modelling and sustainable insurance design.
- AI-driven financial and insurance analytics. Interpretable machine learning, neural models and predictive analytics for forecasting, insurance pricing and financial risk management.
- Financial markets and risk transfer. The effects of longevity and climate shocks on insurers and financial markets, corporate financing, hedging and risk-transfer solutions.
GRANTS
- Nanyang Research Award (Young Investigator) (PI; 2026; SGD 15,000)
Climate-Aware Life Markets: AI-Driven Mortality Modeling and Risk Transfer Innovation (PI; Ministry of Education (MOE) Tier 1 Grant; 2026 - 2029; SGD $101,830.00)
From Risk Identification to Risk Management: A Systematic Approach to Mitigating LLM Supply Chain Risks (Co-PI; CyberSG R&D Programme Office; 2025-2027; PI: Xiaofei Xie; SGD 1.5 million)
Climate Transformation Program (CTP) (Project PI; MOE Tier 3 Grant; 2023 - 2030; Lead PI: Benjamin P. Horton; SGD 50 million)
Climate Anomalies and Their Enduring Impact on U.S. Mortality and Health Landscape (PI; Society of Actuaries; 2024-2025; Co-PI: Tianxiang Shi and Yanbin Xu; USD 46,000)
A Dynamic Updating Framework for Composite Models (PI; CAS Committee on Knowledge Extension Research (CKER) Grant; 2022 - 2023; USD 18,000)
Artificial Intelligence, Population Aging, and Capital Market Solutions (PI; Ministry of Education (MOE) Academic Research Fund (AcRF) Tier 1 Grant; 2020 - 23; SGD 84,385.32)
Society of Actuaries Education Institution Grant - FSA Grant (PI; Society of Actuaries; USD 7,500)
Climate Risk and Financial Markets; Financial Innovation for Agricultural Risk Management (PI; Start Up Grant by NTU; 2017 - 20; SGD 100,000)
Society of Actuaries Education Institution Grant - ASA Grant (PI; Society of Actuaries; USD 5,000)
Predictive Analysis: An Application to Agriculture (Co-PI; with Ken Seng Tan (PI) and Lysa Porth; Society of Actuaries; 2018 - 19; USD 69,500)
Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach(Co-PI; with Yang Lu (PI) and Hong Li; Society of Actuaries; 2018 - 19; USD 17,500)
Farm-Level Crop Yield Forecasting in the Absence of Farm-Level Data (Co-PI; with Ken Seng Tan (PI) and Lysa Porth; Society of Actuaries; 2015-16; USD 50,000)
Actuarial Ratemaking for Agricultural Insurance (PI; Start Up Grant by Nankai University; 2015 - 17; RMB 90,000)