
University of Melbourne
Makes learning a joyful experience.
Fair, constructive, and always motivating.
Encourages independent and critical thought.
Encourages students to think creatively.
Great Professor!
Associate Professor Ping Chen serves in the Department of Economics at the University of Melbourne's Faculty of Business and Economics, holding the title of Associate Professor in Actuarial Studies. He is the Program Director for the Master of Commerce (Actuarial Studies) and the Honours Coordinator for Actuarial Studies. Promoted to Associate Professor effective January 1, 2022, he is affiliated with the Centre for Actuarial Studies. Ping Chen holds a PhD from The University of Hong Kong and a Master's degree. His academic career at the University of Melbourne includes prior roles such as Lecturer.
Ping Chen's research focuses on actuarial studies and financial mathematics. He has published extensively on topics including dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk, risk modelling on liquidations with Lévy processes, Markowitz's mean-variance optimization with investment and constrained reinsurance, epidemic modelling and actuarial applications for pandemic insurance (a case study of Victoria, Australia), target benefit versus defined contribution scheme in a multi-period framework, generalized expected discounted penalty function at general drawdown for Lévy risk processes, continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching, mean-variance portfolio selection with regime switching under partial observations and dividend payouts, and optimising pandemic response through vaccination strategies using reinforcement learning (Scientific Reports, 2026). Additional works cover dividends and Gerber-Shiu analysis with constant interest and a regime-switching penalty function, and surplus management of funds with assets and liabilities in Markov-modulated Lévy environments. Several projects have been funded by grants from the National Natural Science Foundation of China. His scholarship is evidenced by over 876 citations on Google Scholar, contributing significantly to advancements in stochastic modeling, portfolio optimization, risk assessment, and insurance applications in actuarial science.
Professional Email: ping.chen@unimelb.edu.au