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Alfred Chong

PhD, ASA

 https://orcid.org/0000-0003-1518-6410
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Personal profile

Research Interests

Actuarial Science and Financial Mathematics. Topics include risk sharing, premium principles and risk measures, indifference pricing and valuation, stochastic control and backward stochastic differential equations, optimal investment and consumption, forward preferences, risk aggregation and capital allocation, life and retirement markets, cyber risk management, and machine learning with actuarial and financial applications.

Professional Information

My research area are in Actuarial Science and Financial Mathematics, with broad research topics, including risk sharing, investment and consumption strategies, life insurance product and retirement planning, and cyber risk. In general, I am interested in solving any timely and revolutionary decision-making problems on topics in Actuarial Science and Financial Mathematics, via optimization, stochastic control, machine learning, and data analytics.

Education

Ph.D., Actuarial Science, The University of Hong Kong and King’s College London, 2017

Office Address

Department of Mathematics
235 Illini Hall, MC-382
1409 W. Green Street
Urbana, IL 61801

Office Phone

(217) 300-7129

Keywords

  • HD61 Risk Management
  • QA Mathematics
  • HA Statistics

Available to journalists to discuss the COVID-19-related topic(s) below

  • risk analysis
  • Pandemic and emergency preparedness management
  • emergency response/preparedness
  • Disaster recovery
  • Supply chain issues
  • Computational social science and methods to understand the behavior of social networks and communities with insights related to community resilience, disaster response, and change of belief and opinion
  • vaccination

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