Associate Professor Fei Huang

Associate Professor Fei Huang

Associate Professor
  • Senior Fellow of Advance HE (SFHEA)
  • PhD, Australian National University 
  • MPhil, University of Hong Kong
  • BSc, Xiamen University 
Business School
School of Risk and Actuarial Studies

Fei is an Associate Professor in the School of Risk and Actuaries Studies and Lead - Data and AI Tech at UNSW Business AI Lab. She received her BSc. in Mathematics from Xiamen University, MPhil in Actuarial Science from the University of Hong Kong, and PhD in Actuarial Studies from the Australian National University. Before joining UNSW in 2020, she was a senior lecturer at the Australian National University. Fei is a columnist writing Responsible Data Science series for Actuaries Digital -...

E-mail
feihuang@unsw.edu.au

  • Dealing with Climate Disasters (with Jeremy Moss), )Australian Research Council (ARC) Discovery Project, 2025-2027, $439,488 
  • National Industry PhD Program Award, 2024
  • Interpretable and Fair Insurance Risk Pricing using Causal Models (with Joshua Loftus (LSE)), SOA CKER and CAS Individual Grant Competition, 2024
  • Fairness Metrics for Life Insurance (with Milliman), SOA Research Grant, 2023

  1. Dealing with Climate Disasters (funded by ARC Discovery Project 25) 
  2. Insurance Discrimination and Pricing Fairness in the Context of AI (and non-AI). See related papers below: 
    (1) The Discriminating (Pricing) Actuary, opens in a new window (with Edward (Jed) Frees), NAAJ, 2022
    (2) Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models (with Xi Xin), NAAJ,  2023 (This paper won the inaugural Carol Dolan Actuaries Summit Prize, opens in a new window and ASTIN Colloquium Best Paper Award)
    (3) Welfare Implications of Fairness and Accountability for Insurance Pricing, opens in a new window (with Hajime Shimao), 2022 
  3. Interpretable Machine Learning 
    (1) Why You Should Not Trust Interpretations in Machine Learning. (with Xi Xin and Giles Hooker)
  4. Socio-economic and Subgroup Mortality modelling 
  5. Advanced-age mortality modelling and forecasting using extreme value theory (EVT)
    (1) Modelling life tables with advanced ages: An extreme value theory approach (with Ross Maller and Ning Xu), Insurance: Mathematics and Economics, 2020
  6. Customer Churn Analysis
    (1) Multi-State Modelling of Customer Churn (with Yumo Dong, Edward (Jed) Frees, Francis Hui), ASTIN Bulletin, 2022 (SSRN version)

Media Coverages:

 

 

My Research Supervision

  • Laura Zhao (primary supervisor), part-time PhD student at UNSW Sydney, National Industry PhD Program
  • Xi Xin (primary supervisor), PhD student at UNSW Sydney
  • Yumo Dong (primary supervisor), PhD student at the Australian National University, graduated.

My Teaching

  • ACTL4305/5305 Actuarial Data Science Applications (2020 - now)
    Sandbox project (2021): Develop Pricing Models for SME Building Insurnace with Features Having High Cardinality. Industry Partner: Suncorp. Media Coverage
    Sandbox project (2022): Multi-coverage Claim Modelling for Insurance Packaged Products. Industry Partner: IAG. Event Video
    Sandbox project (2023): Understanding Bushfire Event Risk Across Australia. Industry Partner: Suncorp. Event Video
  • ACTL3142/5110 Statistical Machine Learning for Risk and Insurance Applications (2021-2022)
    Sandbox project (2022): Predicting Claims Inflation for Commercial Auto Insurance Pricing. Industry Partner: IAG. Event Video