Introduction

I am currently an Assistant Professor in the Department of Mathematics and the Department of Statistics at the University of Illinois at Urbana-Champaign. Prior to this, I was a J.L. Doob Research Assistant Professor in the Department of Mathematics at the University of Illinois at Urbana-Champaign. I am also an Associate of the Society of Actuaries. I finished my Ph.D. in Actuarial Science at the Department of Statistics and Actuarial Science, The University of Hong Kong and the Department of Mathematics, King's College London, under the supervisions of Ka Chun Cheung and Gechun Liang.

My research interests are in 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.