Dr. Shengchao Zhuang earned his Ph.D. at the Chinese University of Hong Kong. Before joining the College of Business at the University of Nebraska–Lincoln, he served as a postdoctoral fellow in the Department of Statistics & Actuarial Science at the University of Waterloo. His research interests include optimal insurance/reinsurance, life insurance, portfolio selection, behavioral finance, dependence modeling, and big data in finance and insurance.
Dr. Zhuang has published papers in the Mathematical Finance, SIAM Journal on Financial Mathematics, European Journal of Operational Research, Insurance: Mathematics and Economics, North American Actuarial Journal, the Astin Bulletin, and the Scandinavian Actuarial Journal.
Life Contingencies I (ACTS 470) - Theory and applications of contingency mathematics in the areas of life and health insurance, annuities, and pensions. Probabilistic models.
Life Contingencies II (ACTS 471) - Life insurance reserve for models based on a single life. Introduction to multiple life models for pensions and life insurance and to multiple decrement models.
Scientific Committee, The 56th Actuarial Research Conference, 5/2021-8/2021
Organizing/Scientific/Operations Committee, The 55th Actuarial Research Conference, 6/2018-8/2020.
Coordinator, Snell Actuarial Science and Risk Management Seminar Series, 2018-2019.
Invited Speaker on the panel "Thoughts from the Faculty: Tales from the Other Side of the First Year", New Faculty Orientation, 8/15/2018.
Invited Speaker on the panel "Thoughts from the Faculty: Redux", New Faculty Development Program, 3/7/2019.