Tsz Chai (Samson) Fung, FSA, PhD

I am an Assistant Professor of Actuarial Science in the Maurice R. Greenberg School of Risk Science at Georgia State University. I received my PhD in Statistics (Actuarial Science) from the University of Toronto in 2020 and completed my postdoctoral training at ETH Zurich in 2021. My research focuses on predictive modeling and statistical inference for non-life insurance data, with particular emphasis on actuarial applications such as ratemaking, reserving, risk management, and optimal reinsurance.

My work develops advanced statistical and machine learning methodologies tailored to complex insurance settings, including high-dimensional, longitudinal, and network-structured data. I have extensive experience working with diverse insurance datasets to address emerging challenges in the field, including climate-related risk modeling, fraud ring detection, and trade credit insurance with social network dependence structures.

My research has been published in leading journals across actuarial science, statistics, econometrics, operations research, and machine learning, including Insurance: Mathematics and Economics, ASTIN Bulletin, North American Actuarial Journal, Journal of Risk and Insurance, Journal of Econometrics, Journal of the Royal Statistical Society, and European Journal of Operational Research.

I have received multiple competitive research grants from the Society of Actuaries (SOA) and the Casualty Actuarial Society (CAS) as Principal Investigator and Co-Principal Investigator. These projects span a range of topics, including longitudinal actuarial modeling, trade credit insurance networks, reinsurance pricing, social inflation, healthcare reserving, and the development of AI-driven methods for insurance analytics.