Alfred Chong: optimal insurance and reinsurance designs, premium principles and risk measures, indifference pricing and valuation, stochastic control and backward stochastic differential equations, optimal investment and forward performance preferences.
MathSciNet MR Author ID: 1125837 | Scopus Author ID: 56673681100
Runhuan Feng: quantitative risk management, applied stochastic processes, equity-linked insurance, asset and liability management, nested stochastic modeling, exotic option pricing.
MathSciNet MR Author ID: 874350 | Scopus Author ID: 34971046000
Frank Quan: tree-based models, text mining and natural language processing, data science application in insurance, social media research.
MathSciNet MR Author ID: | Scopus Author ID: 57205526974
Richard Sowers (Mathematics and ISE): interaction of randomness and dynamics in various applied problems.
MathSciNet MR Author ID: | Scopus Author ID: 6603007618