Dr. Shengchao Zhuang earned his Ph.D. at the Chinese University of Hong Kong in 2014. 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 for three years. His research interests include optimal insurance/reinsurance, life insurance, portfolio selection, behavioral finance and big data in finance and insurance.
Dr. Zhuang has published papers in the Mathematical Finance, European Journal of Operational Research, Insurance: Mathematics and Economics, the Astin Bulletin and the Scandinavian Actuarial Journal. He also serves as a referee for Review of Finance, Insurance: Mathematics and Economics, Astin Bulletin, North American Actuarial Journal and Risks.
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.
Review of Finance, Referee
Insurance: Mathematics and Economics, Referee
Astin Bulletin, Referee
North American Actuarial Journal, Referee
Organizing 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.