I am currently an Assistant Professor of Risk Management in the Risk Management Department at Penn State University - University Park, where I teach undergraduate courses in Penn State's top-ranked actuarial science program. Check out our club website for more details on the program.
My research interests span the fields of actuarial science, insurance economics, and quantitative risk management. My current works include the efficiency of risk classification in insurance market, the economics of the life settlement (secondary life) market, innovations in the market of longevity-linked securities, and the impact of policyholder behavior on the market of variable annuities.
I hold a PhD degree in Risk Management and Insurance from the J. Mack Robinson College of Business at Georgia State University, and my doctoral thesis was supported under the 2011 Research Grant from the Geneva Association. I am a Fellow of the Society of Actuaries (FSA) and a Chartered Enterprise Risk Analyst (CERA). I obtained my MS and BS in Financial Mathematics, and BA in Economics, all from Peking University in Beijing, China.
Here is a copy of my most recent cv.