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faculty
EDUCATION:
Ph.D. (statistics), University of Waterloo
  B.S. (mathematics), Beijing University
PROFESSIONAL DESIGNATIONS:
  Fellow of the Casualty Actuarial Society
  Associate of the Society of Actuaries
  Member of American Academy of Actuaries
SPECIALIZATIONS:
  Risk Measurement, Quantification, and Pricing
  Enterprise Risk Management
  Correlation Modeling
OTHER INFORMATION:
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Wang, Shaun SHAUN WANG, PhD, FCAS
Professor of Actuarial Science
Director Actuarial Science Program
Thomas P. Bowles Chair of Actuarial Science

(404) 413-7486
shaunwang@gsu.edu

Dr. Shaun Wang is Professor and Director of Actuarial Science in the Department of Risk Management and Insurance at Georgia State University's Robinson College of Business and holder of the Thomas P. Bowles Chair of Actuarial Science. He is an internationally renowned expert on the quantification and measurement of risk and a leading actuarial scholar in enterprise risk management. He holds memberships in the American Academy of Actuaries and the American Risk and Insurance Association.

As an active researcher, Dr. Wang has published extensively on the topics of risk measurement, correlation modeling, and the pricing of risk, in such leading journals as the ASTIN Bulletin, the Journal of Risk and Insurance, The North American Actuarial Journal, and Insurance: Mathematics and Economics. Dr. Wang is the inventor (patent holder) for the Wang Transform— for pricing catastrophe risks, credit risks, and weather derivatives. He served as Editor of the ASTIN Bulletin—the journal of the International Actuarial Association—and editorial boards of several leading publications. He is also Scientific Director of the ERM Institute International, Ltd.

Dr. Wang is a firm believer of linking academic research with important practical problems. He founded Risk Lighthouse LLC and advised several banks and insurance companies in risk modeling and valuation. Prior to joining the Georgia State faculty, he worked for seven years at SCOR—a global reinsurance company.

Dr. Wang is an experienced educator, with visiting appointments at the University of Copenhagen in Denmark, Peking University’s Guanghua School of Management, Wuhan University’s School of Economics and Management, and University of Hong Kong’s Faculty of Business and Economics. He has also held permanent faculty positions at the University of Waterloo and Concordia University in Canada. He holds an undergraduate degree in mathematics from Peking University and a doctoral degree in statistics from the University of Waterloo.


SELECTED WORKING PAPERS:
 
 

"Good Asset Purchase Plan (GAPP)—a Strategy for Economic Recovery"
>>DOWNLOAD HERE 

"Cat Bond Pricing Using Probability Transforms" (2004) >>DOWNLOAD PAPER

   
IMPORTANT LINKS AND RESOURCES:
   
  Good Asset Purchase Plan Discussion Forum:  www.thegapp.org
  ERM INSTITUTE INTERNATIONAL, LTD. >>WEBSITE
 
DEPARTMENT OF RISK MANAGEMENT AND INSURANCE PO BOX 4036 ATLANTA, GA 30302-4036 404.413.7500

 

GSU RMI Department