About me

I am currently a final-year PhD student in the Department of Econometrics and Business Statistics at Monash University. And I’m expected to obatain my PhD degree in December 2024. My PhD thesis is Bayesian Time Series Modelling of Mortality Data under the supervision of Prof. Catherine Forbes and A/P Dan Zhu.

I graduated with Master of Statistics (with Commendation) in the Research School of Finance, Actuarial Studies & Statistics at The Australian National University in December 2018. I have been awarded a University Medal in 2018. My Master thesis is Time-varying factor model supervised by A/P Yanrong Yang and Dr Fei Huang.

I have received dual degrees from Sun Yat-sen University: Bachelor of Management in Financial Management in June 2015 and Bachelor of Science in Statistics in June 2016.

My research interests lie primarily in two areas:

1. Actuarial Science, with a focus on mortality modeling and longevity risk management;
2. Bayesian Econometrics, particularly Bayesian time series analysis and Bayesian nonparametric methods.

Please feel free to contact me via email: jianjie.shi@monash.edu.

“All models are wrong, but some are useful.” - George E. P. Box