Assistant Professor in Actuarial and Financial mathematics,
University of Illinois Urbana-Champaign, USA.
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I work in the areas of financial mathematics, actuarial science, and risk management. My broad research interests are model uncertainty and contagion, financial derivatives, risk measures, and recently, machine learning. My teaching experience covers topics in quantitative finance, insurance, and stochastic processes at the undergraduate and postgraduate levels. I am also involved in a lot of service work, including serving on committees, supervising research, and mentoring students.
Publication and Preprints
Publication and Preprints
Fadina Tolulope, Liu Peng, Hu Junlei, and Yi Xia. Optimal reinsurance with multivariate risks and dependence uncertainty. Submitted. PDF
Fadina Tolulope, Liu Yang, and Wang Ruodu (2023), A Framework for Measures of Risk under Uncertainty. Finance and Stochastics, forth coming. PDF
Fadina Tolulope , Liu Peng, and Wang Ruodu, (2023). One axiom to rule them all: An axiomatization of quantiles. SIAM Journal on Financial Mathematics. PDF
Fadina Tolulope, (2022). Are CLO Markets That Contagious? Evidence from COVID-19 Induced Sell-off in the Financial Markets.
Fadina Tolulope, Bellini Fabio, Wang Ruodu and Wei Yunran, (2022). Parametric measures of variability induced by risk measures. Insurance: Mathematics and Economics; Volume 106, Pages 270-284. PDF
Fadina, T., Neufeld, A. and Schmidt, T., (2019). Affine processes under parameter uncertainty. Probability, Uncertainty and Quantitative Risk. 4 (1). PDFFadina, T. and Schmidt, T., (2019). Default Ambiguity. Risks. 7 (2), 64-64 PDF
Fadina, T. and Herzberg, F., (2014). Weak Approximation of G-Expectation. SSRN Electronic Journal PDF
Contact
Contact
Email: t.fadina@illinois.edu
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