Fei Huang

Senior Lecturer

Fei joined the School of Risk and Actuarial Studies in July 2020 as a Senior Lecturer. She received her BSc. in Mathematics from Xiamen University in 2009, MPhil in Actuarial Science from the University of Hong Kong in 2011, and PhD in Actuarial Studies from the Australian National University in 2015. Before joining UNSW, she worked at the Australian National University as a Lecturer (2015-2018) and Senior Lecturer (2019-2020).

Fei's main research interest lies in predictive modelling and data analytics.  She applies machine learning techniques and statistical methods for various actuarial applications, such as mortality modelling and forecasting, macroeconomic and investment forecasting, and general insurance pricing.  

Fei is also a dedicated educator.  Her educational excellence has been recognized by winning the 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 the  Advance HE (previously Higher Education Academy or HEA). 

Working Papers
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Huang F; Maller R; Miholland B; Ning X, 2021, A Mixture Model Incorporating Individual Heterogeneity in Human Lifetimes, http://dx.doi.org10.1101/2021.01.29.428902, https://www.biorxiv.org/content/10.1101/2021.01.29.428902v1
2021
He L; Huang F; Yang Y, 2021, Data-adaptive Dimension Reduction for US Mortality Forecasting, http://dx.doi.org, https://arxiv.org/abs/2102.04123
2021
Frees EWJ; Huang F, 2020, The Discriminating (Pricing) Actuary, http://dx.doi.org10.2139/ssrn.3592475, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3592475
2020
Journal articles
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He L; Huang F; Shi J; Yang Y, 2021, 'Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?', Insurance: Mathematics and Economics, vol. 98, pp. 14 - 34, http://dx.doi.org/10.1016/j.insmatheco.2021.01.006
2021
Huang F; Maller R; Ning X, 2020, 'Modelling life tables with advanced ages: An extreme value theory approach', Insurance: Mathematics and Economics, vol. 93, pp. 95 - 115, http://dx.doi.org/10.1016/j.insmatheco.2020.04.004
2020
Ma J; Huang F; Bruhn A, 2020, 'Estimating China’s Future Life Insurance Market', Asia-Pacific Journal of Risk and Insurance, http://dx.doi.org/10.1515/apjri-2019-0027
2020
Dong Y; Huang F; Yu H; Haberman S, 2020, 'Multi-population mortality forecasting using tensor decomposition', Scandinavian Actuarial Journal, vol. 2020, pp. 754 - 775, http://dx.doi.org/10.1080/03461238.2020.1740314
2020
Ferreira A; Huang F, 2018, 'Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)', Extremes, vol. 21, pp. 373 - 382, http://dx.doi.org/10.1007/s10687-018-0318-8
2018
Huang F; Yu H, 2018, 'Optimal reinsurance: A reinsurer's perspective', Annals of Actuarial Science, vol. 12, pp. 147 - 184, http://dx.doi.org/10.1017/S1748499517000161
2018
Huang F; Browne B, 2017, 'Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results', ANNALS OF ACTUARIAL SCIENCE, vol. 11, pp. 20 - 45, http://dx.doi.org/10.1017/S1748499516000142
2017
Huang F, 2017, 'Mortality forecasting using a modified CMI Mortality Projections Model for China II: cities, towns and counties', ANNALS OF ACTUARIAL SCIENCE, vol. 11, pp. 46 - 66, http://dx.doi.org/10.1017/S174849951600018X
2017
Huang F; Butt A; Ho K-Y, 2014, 'Stochastic economic models for actuarial use: an example from China', ANNALS OF ACTUARIAL SCIENCE, vol. 8, pp. 374 - 403, http://dx.doi.org/10.1017/S1748499514000104
2014
  • 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).