About Wei (Vincent)
Wei Tu’s research uses actuarial surplus models to represent the financial evolution of companies that engage businesses involving risks. His research incorporates real-life decision-making strategies and variables into stochastic models in order to gain a better understanding of a company’s operations and management. Ultimately, companies can gain insights and perspectives on developing strategies to achieve their goals.
“I chose UNSW for my doctoral degree because it runs the best actuarial research program in Australia,” says Wei. Before commencing his PhD, he completed a UNSW Bachelor of Commerce in Actuarial Studies – with first class honours – and a Bachelor of Science in Mathematics and Statistics, with distinction.
During his PhD, Wei has had the opportunity to visit the Department of Mathematics and Statistics at the University of Montreal as a research exchange student. He has also attended a conference in Toronto, Canada.
Wei is supported by an Australian Postgraduate Award and a UNSW Business School Supplementary Scholarship.
- On realistic dividend strategies in actuarial surplus models
- Dr Benjamin Avanzi
- Dr Bernard Wong
- Avanzi B; Tu V; Wong B, 2014, 'On optimal periodic dividend strategies in the dual model with diffusion' Insurance: Mathematics and Economics, vol. 55, no. 1
- Optimisation and control
- Optimal dividend problems in insurance risk model
- APA and APA/UPA Supplementary Scholarship