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Wai Yin (Jessica) Leung

Wai Yin (Jessica) Leung

BCom (Hons) Sydney
PhD Candidate

The University of Sydney
NSW 2006 Australia


Bio

Jessica Wai Yin Leung is a PhD candidate and head tutor in the Discipline of Business Analytics at the University of Sydney Business School. Her current research focus is on applications of statistical modelling, machine learning and optimization on insurance data.

Jessica received her Honours degree in Business Analytics at the University of Sydney in 2016. She is tutoring undergraduate courses in Business Statistics and Management Science. In 2015, she received Dean’s Citation for tutoring.


Thesis working title

Predictive modelling in insurance

The increasing popularity of Big Data Analytics is revolutionising the risk modelling (and thus premium pricing strategies) of the insurance industry. Instead of using traditional methods that rely on proxies in risk modelling, premium prices can be ‘tailor-made’ for policy holders based on individual attributes. However, valuable information is often hidden behind data that are noisy, volatile and massive in dimensionality and size. The aim of this research is to provide novel tools for practitioners in extracting relevant information from the voluminous data for premium pricing through machine learning and optimisation algorithms.

Supervisors: Dmytro Matsypura, Boris Choy, Junbin Gao